CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1328-0 |
1324-6 |
-3-2 |
-0.2% |
1335-6 |
| High |
1328-0 |
1346-6 |
18-6 |
1.4% |
1346-0 |
| Low |
1316-4 |
1324-4 |
8-0 |
0.6% |
1311-2 |
| Close |
1325-4 |
1343-6 |
18-2 |
1.4% |
1325-4 |
| Range |
11-4 |
22-2 |
10-6 |
93.5% |
34-6 |
| ATR |
19-6 |
19-7 |
0-1 |
0.9% |
0-0 |
| Volume |
89,331 |
119,248 |
29,917 |
33.5% |
496,661 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1405-1 |
1396-5 |
1356-0 |
|
| R3 |
1382-7 |
1374-3 |
1349-7 |
|
| R2 |
1360-5 |
1360-5 |
1347-7 |
|
| R1 |
1352-1 |
1352-1 |
1345-6 |
1356-3 |
| PP |
1338-3 |
1338-3 |
1338-3 |
1340-4 |
| S1 |
1329-7 |
1329-7 |
1341-6 |
1334-1 |
| S2 |
1316-1 |
1316-1 |
1339-5 |
|
| S3 |
1293-7 |
1307-5 |
1337-5 |
|
| S4 |
1271-5 |
1285-3 |
1331-4 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1431-7 |
1413-3 |
1344-5 |
|
| R3 |
1397-1 |
1378-5 |
1335-0 |
|
| R2 |
1362-3 |
1362-3 |
1331-7 |
|
| R1 |
1343-7 |
1343-7 |
1328-5 |
1335-6 |
| PP |
1327-5 |
1327-5 |
1327-5 |
1323-4 |
| S1 |
1309-1 |
1309-1 |
1322-3 |
1301-0 |
| S2 |
1292-7 |
1292-7 |
1319-1 |
|
| S3 |
1258-1 |
1274-3 |
1316-0 |
|
| S4 |
1223-3 |
1239-5 |
1306-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1346-6 |
1311-2 |
35-4 |
2.6% |
18-2 |
1.4% |
92% |
True |
False |
103,046 |
| 10 |
1346-6 |
1309-2 |
37-4 |
2.8% |
19-2 |
1.4% |
92% |
True |
False |
99,187 |
| 20 |
1346-6 |
1268-2 |
78-4 |
5.8% |
20-0 |
1.5% |
96% |
True |
False |
97,634 |
| 40 |
1346-6 |
1247-0 |
99-6 |
7.4% |
18-3 |
1.4% |
97% |
True |
False |
91,955 |
| 60 |
1374-0 |
1247-0 |
127-0 |
9.5% |
18-7 |
1.4% |
76% |
False |
False |
74,726 |
| 80 |
1406-0 |
1247-0 |
159-0 |
11.8% |
21-5 |
1.6% |
61% |
False |
False |
62,021 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.6% |
22-1 |
1.6% |
74% |
False |
False |
52,110 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.6% |
22-0 |
1.6% |
74% |
False |
False |
44,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1441-2 |
|
2.618 |
1405-0 |
|
1.618 |
1382-6 |
|
1.000 |
1369-0 |
|
0.618 |
1360-4 |
|
HIGH |
1346-6 |
|
0.618 |
1338-2 |
|
0.500 |
1335-5 |
|
0.382 |
1333-0 |
|
LOW |
1324-4 |
|
0.618 |
1310-6 |
|
1.000 |
1302-2 |
|
1.618 |
1288-4 |
|
2.618 |
1266-2 |
|
4.250 |
1230-0 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1341-0 |
1339-5 |
| PP |
1338-3 |
1335-4 |
| S1 |
1335-5 |
1331-3 |
|