CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 24-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1343-4 |
1328-4 |
-15-0 |
-1.1% |
1328-0 |
High |
1347-0 |
1338-0 |
-9-0 |
-0.7% |
1351-0 |
Low |
1327-0 |
1325-0 |
-2-0 |
-0.2% |
1315-6 |
Close |
1328-4 |
1333-6 |
5-2 |
0.4% |
1339-0 |
Range |
20-0 |
13-0 |
-7-0 |
-35.0% |
35-2 |
ATR |
20-4 |
20-0 |
-0-4 |
-2.6% |
0-0 |
Volume |
57,204 |
20,848 |
-36,356 |
-63.6% |
508,498 |
|
Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1371-2 |
1365-4 |
1340-7 |
|
R3 |
1358-2 |
1352-4 |
1337-3 |
|
R2 |
1345-2 |
1345-2 |
1336-1 |
|
R1 |
1339-4 |
1339-4 |
1335-0 |
1342-3 |
PP |
1332-2 |
1332-2 |
1332-2 |
1333-6 |
S1 |
1326-4 |
1326-4 |
1332-4 |
1329-3 |
S2 |
1319-2 |
1319-2 |
1331-3 |
|
S3 |
1306-2 |
1313-4 |
1330-1 |
|
S4 |
1293-2 |
1300-4 |
1326-5 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1441-0 |
1425-2 |
1358-3 |
|
R3 |
1405-6 |
1390-0 |
1348-6 |
|
R2 |
1370-4 |
1370-4 |
1345-4 |
|
R1 |
1354-6 |
1354-6 |
1342-2 |
1362-5 |
PP |
1335-2 |
1335-2 |
1335-2 |
1339-2 |
S1 |
1319-4 |
1319-4 |
1335-6 |
1327-3 |
S2 |
1300-0 |
1300-0 |
1332-4 |
|
S3 |
1264-6 |
1284-2 |
1329-2 |
|
S4 |
1229-4 |
1249-0 |
1319-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1351-0 |
1315-6 |
35-2 |
2.6% |
19-5 |
1.5% |
51% |
False |
False |
75,905 |
10 |
1351-0 |
1312-2 |
38-6 |
2.9% |
20-0 |
1.5% |
55% |
False |
False |
89,858 |
20 |
1353-4 |
1311-2 |
42-2 |
3.2% |
19-4 |
1.5% |
53% |
False |
False |
96,515 |
40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
19-5 |
1.5% |
81% |
False |
False |
98,303 |
60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-4 |
1.4% |
81% |
False |
False |
87,656 |
80 |
1403-4 |
1247-0 |
156-4 |
11.7% |
20-2 |
1.5% |
55% |
False |
False |
71,848 |
100 |
1406-0 |
1169-0 |
237-0 |
17.8% |
21-5 |
1.6% |
70% |
False |
False |
61,465 |
120 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-1 |
1.7% |
70% |
False |
False |
52,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1393-2 |
2.618 |
1372-0 |
1.618 |
1359-0 |
1.000 |
1351-0 |
0.618 |
1346-0 |
HIGH |
1338-0 |
0.618 |
1333-0 |
0.500 |
1331-4 |
0.382 |
1330-0 |
LOW |
1325-0 |
0.618 |
1317-0 |
1.000 |
1312-0 |
1.618 |
1304-0 |
2.618 |
1291-0 |
4.250 |
1269-6 |
|
|
Fisher Pivots for day following 24-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1333-0 |
1334-2 |
PP |
1332-2 |
1334-1 |
S1 |
1331-4 |
1333-7 |
|