CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1332-0 |
1318-6 |
-13-2 |
-1.0% |
1343-4 |
High |
1332-0 |
1332-4 |
0-4 |
0.0% |
1347-0 |
Low |
1316-6 |
1318-6 |
2-0 |
0.2% |
1316-6 |
Close |
1318-6 |
1331-4 |
12-6 |
1.0% |
1331-4 |
Range |
15-2 |
13-6 |
-1-4 |
-9.8% |
30-2 |
ATR |
19-6 |
19-2 |
-0-3 |
-2.2% |
0-0 |
Volume |
49,390 |
40,255 |
-9,135 |
-18.5% |
167,697 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1368-7 |
1363-7 |
1339-0 |
|
R3 |
1355-1 |
1350-1 |
1335-2 |
|
R2 |
1341-3 |
1341-3 |
1334-0 |
|
R1 |
1336-3 |
1336-3 |
1332-6 |
1338-7 |
PP |
1327-5 |
1327-5 |
1327-5 |
1328-6 |
S1 |
1322-5 |
1322-5 |
1330-2 |
1325-1 |
S2 |
1313-7 |
1313-7 |
1329-0 |
|
S3 |
1300-1 |
1308-7 |
1327-6 |
|
S4 |
1286-3 |
1295-1 |
1324-0 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1422-4 |
1407-2 |
1348-1 |
|
R3 |
1392-2 |
1377-0 |
1339-7 |
|
R2 |
1362-0 |
1362-0 |
1337-0 |
|
R1 |
1346-6 |
1346-6 |
1334-2 |
1339-2 |
PP |
1331-6 |
1331-6 |
1331-6 |
1328-0 |
S1 |
1316-4 |
1316-4 |
1328-6 |
1309-0 |
S2 |
1301-4 |
1301-4 |
1326-0 |
|
S3 |
1271-2 |
1286-2 |
1323-1 |
|
S4 |
1241-0 |
1256-0 |
1314-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1347-0 |
1316-6 |
30-2 |
2.3% |
17-1 |
1.3% |
49% |
False |
False |
48,577 |
10 |
1351-0 |
1312-2 |
38-6 |
2.9% |
18-7 |
1.4% |
50% |
False |
False |
74,954 |
20 |
1353-4 |
1311-2 |
42-2 |
3.2% |
19-1 |
1.4% |
48% |
False |
False |
90,620 |
40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
19-7 |
1.5% |
79% |
False |
False |
94,361 |
60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-3 |
1.4% |
79% |
False |
False |
87,627 |
80 |
1397-6 |
1247-0 |
150-6 |
11.3% |
19-6 |
1.5% |
56% |
False |
False |
72,449 |
100 |
1406-0 |
1169-0 |
237-0 |
17.8% |
21-4 |
1.6% |
69% |
False |
False |
62,128 |
120 |
1406-0 |
1169-0 |
237-0 |
17.8% |
21-7 |
1.6% |
69% |
False |
False |
53,399 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1391-0 |
2.618 |
1368-4 |
1.618 |
1354-6 |
1.000 |
1346-2 |
0.618 |
1341-0 |
HIGH |
1332-4 |
0.618 |
1327-2 |
0.500 |
1325-5 |
0.382 |
1324-0 |
LOW |
1318-6 |
0.618 |
1310-2 |
1.000 |
1305-0 |
1.618 |
1296-4 |
2.618 |
1282-6 |
4.250 |
1260-2 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1329-4 |
1330-1 |
PP |
1327-5 |
1328-6 |
S1 |
1325-5 |
1327-3 |
|