CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1320-0 |
1328-0 |
8-0 |
0.6% |
1318-4 |
| High |
1334-4 |
1333-0 |
-1-4 |
-0.1% |
1341-0 |
| Low |
1311-4 |
1316-0 |
4-4 |
0.3% |
1309-2 |
| Close |
1329-4 |
1328-0 |
-1-4 |
-0.1% |
1336-4 |
| Range |
23-0 |
17-0 |
-6-0 |
-26.1% |
31-6 |
| ATR |
20-5 |
20-3 |
-0-2 |
-1.2% |
0-0 |
| Volume |
108,326 |
105,555 |
-2,771 |
-2.6% |
375,969 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1376-5 |
1369-3 |
1337-3 |
|
| R3 |
1359-5 |
1352-3 |
1332-5 |
|
| R2 |
1342-5 |
1342-5 |
1331-1 |
|
| R1 |
1335-3 |
1335-3 |
1329-4 |
1336-4 |
| PP |
1325-5 |
1325-5 |
1325-5 |
1326-2 |
| S1 |
1318-3 |
1318-3 |
1326-4 |
1319-4 |
| S2 |
1308-5 |
1308-5 |
1324-7 |
|
| S3 |
1291-5 |
1301-3 |
1323-3 |
|
| S4 |
1274-5 |
1284-3 |
1318-5 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1424-1 |
1412-1 |
1354-0 |
|
| R3 |
1392-3 |
1380-3 |
1345-2 |
|
| R2 |
1360-5 |
1360-5 |
1342-3 |
|
| R1 |
1348-5 |
1348-5 |
1339-3 |
1354-5 |
| PP |
1328-7 |
1328-7 |
1328-7 |
1332-0 |
| S1 |
1316-7 |
1316-7 |
1333-5 |
1322-7 |
| S2 |
1297-1 |
1297-1 |
1330-5 |
|
| S3 |
1265-3 |
1285-1 |
1327-6 |
|
| S4 |
1233-5 |
1253-3 |
1319-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1346-0 |
1311-2 |
34-6 |
2.6% |
19-3 |
1.5% |
48% |
False |
False |
92,821 |
| 10 |
1346-0 |
1275-2 |
70-6 |
5.3% |
20-6 |
1.6% |
75% |
False |
False |
100,709 |
| 20 |
1346-0 |
1251-2 |
94-6 |
7.1% |
21-2 |
1.6% |
81% |
False |
False |
100,660 |
| 40 |
1346-0 |
1247-0 |
99-0 |
7.5% |
18-4 |
1.4% |
82% |
False |
False |
91,059 |
| 60 |
1397-6 |
1247-0 |
150-6 |
11.4% |
19-5 |
1.5% |
54% |
False |
False |
72,273 |
| 80 |
1406-0 |
1218-0 |
188-0 |
14.2% |
21-7 |
1.7% |
59% |
False |
False |
59,833 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-1 |
1.7% |
67% |
False |
False |
50,165 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-1 |
1.7% |
67% |
False |
False |
42,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1405-2 |
|
2.618 |
1377-4 |
|
1.618 |
1360-4 |
|
1.000 |
1350-0 |
|
0.618 |
1343-4 |
|
HIGH |
1333-0 |
|
0.618 |
1326-4 |
|
0.500 |
1324-4 |
|
0.382 |
1322-4 |
|
LOW |
1316-0 |
|
0.618 |
1305-4 |
|
1.000 |
1299-0 |
|
1.618 |
1288-4 |
|
2.618 |
1271-4 |
|
4.250 |
1243-6 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1326-7 |
1326-2 |
| PP |
1325-5 |
1324-5 |
| S1 |
1324-4 |
1322-7 |
|