CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1343-0 |
1323-0 |
-20-0 |
-1.5% |
1324-6 |
| High |
1347-0 |
1328-0 |
-19-0 |
-1.4% |
1353-4 |
| Low |
1318-4 |
1312-2 |
-6-2 |
-0.5% |
1312-2 |
| Close |
1323-6 |
1327-4 |
3-6 |
0.3% |
1327-4 |
| Range |
28-4 |
15-6 |
-12-6 |
-44.7% |
41-2 |
| ATR |
20-1 |
19-6 |
-0-2 |
-1.5% |
0-0 |
| Volume |
142,780 |
73,351 |
-69,429 |
-48.6% |
582,779 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1369-7 |
1364-3 |
1336-1 |
|
| R3 |
1354-1 |
1348-5 |
1331-7 |
|
| R2 |
1338-3 |
1338-3 |
1330-3 |
|
| R1 |
1332-7 |
1332-7 |
1329-0 |
1335-5 |
| PP |
1322-5 |
1322-5 |
1322-5 |
1324-0 |
| S1 |
1317-1 |
1317-1 |
1326-0 |
1319-7 |
| S2 |
1306-7 |
1306-7 |
1324-5 |
|
| S3 |
1291-1 |
1301-3 |
1323-1 |
|
| S4 |
1275-3 |
1285-5 |
1318-7 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1454-7 |
1432-3 |
1350-2 |
|
| R3 |
1413-5 |
1391-1 |
1338-7 |
|
| R2 |
1372-3 |
1372-3 |
1335-0 |
|
| R1 |
1349-7 |
1349-7 |
1331-2 |
1361-1 |
| PP |
1331-1 |
1331-1 |
1331-1 |
1336-6 |
| S1 |
1308-5 |
1308-5 |
1323-6 |
1319-7 |
| S2 |
1289-7 |
1289-7 |
1320-0 |
|
| S3 |
1248-5 |
1267-3 |
1316-1 |
|
| S4 |
1207-3 |
1226-1 |
1304-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1353-4 |
1312-2 |
41-2 |
3.1% |
20-1 |
1.5% |
37% |
False |
True |
116,555 |
| 10 |
1353-4 |
1311-2 |
42-2 |
3.2% |
19-5 |
1.5% |
38% |
False |
False |
107,944 |
| 20 |
1353-4 |
1268-2 |
85-2 |
6.4% |
20-4 |
1.5% |
70% |
False |
False |
102,212 |
| 40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-6 |
1.4% |
76% |
False |
False |
97,429 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-3 |
1.4% |
76% |
False |
False |
80,384 |
| 80 |
1406-0 |
1247-0 |
159-0 |
12.0% |
21-3 |
1.6% |
51% |
False |
False |
66,796 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.9% |
21-7 |
1.7% |
67% |
False |
False |
56,399 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-0 |
1.7% |
67% |
False |
False |
48,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1395-0 |
|
2.618 |
1369-2 |
|
1.618 |
1353-4 |
|
1.000 |
1343-6 |
|
0.618 |
1337-6 |
|
HIGH |
1328-0 |
|
0.618 |
1322-0 |
|
0.500 |
1320-1 |
|
0.382 |
1318-2 |
|
LOW |
1312-2 |
|
0.618 |
1302-4 |
|
1.000 |
1296-4 |
|
1.618 |
1286-6 |
|
2.618 |
1271-0 |
|
4.250 |
1245-2 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1325-0 |
1329-5 |
| PP |
1322-5 |
1328-7 |
| S1 |
1320-1 |
1328-2 |
|