CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1328-4 |
1335-6 |
7-2 |
0.5% |
1318-4 |
| High |
1339-4 |
1346-0 |
6-4 |
0.5% |
1341-0 |
| Low |
1327-0 |
1319-2 |
-7-6 |
-0.6% |
1309-2 |
| Close |
1336-4 |
1321-2 |
-15-2 |
-1.1% |
1336-4 |
| Range |
12-4 |
26-6 |
14-2 |
114.0% |
31-6 |
| ATR |
20-1 |
20-5 |
0-4 |
2.3% |
0-0 |
| Volume |
56,777 |
100,676 |
43,899 |
77.3% |
375,969 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1409-1 |
1391-7 |
1336-0 |
|
| R3 |
1382-3 |
1365-1 |
1328-5 |
|
| R2 |
1355-5 |
1355-5 |
1326-1 |
|
| R1 |
1338-3 |
1338-3 |
1323-6 |
1333-5 |
| PP |
1328-7 |
1328-7 |
1328-7 |
1326-4 |
| S1 |
1311-5 |
1311-5 |
1318-6 |
1306-7 |
| S2 |
1302-1 |
1302-1 |
1316-3 |
|
| S3 |
1275-3 |
1284-7 |
1313-7 |
|
| S4 |
1248-5 |
1258-1 |
1306-4 |
|
|
| 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 |
1309-2 |
36-6 |
2.8% |
20-2 |
1.5% |
33% |
True |
False |
95,329 |
| 10 |
1346-0 |
1268-2 |
77-6 |
5.9% |
20-2 |
1.5% |
68% |
True |
False |
95,863 |
| 20 |
1346-0 |
1247-0 |
99-0 |
7.5% |
20-3 |
1.5% |
75% |
True |
False |
95,975 |
| 40 |
1346-0 |
1247-0 |
99-0 |
7.5% |
18-2 |
1.4% |
75% |
True |
False |
87,777 |
| 60 |
1397-6 |
1247-0 |
150-6 |
11.4% |
19-6 |
1.5% |
49% |
False |
False |
68,279 |
| 80 |
1406-0 |
1185-2 |
220-6 |
16.7% |
22-1 |
1.7% |
62% |
False |
False |
56,622 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-4 |
1.7% |
64% |
False |
False |
47,336 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-1 |
1.7% |
64% |
False |
False |
40,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1459-6 |
|
2.618 |
1416-0 |
|
1.618 |
1389-2 |
|
1.000 |
1372-6 |
|
0.618 |
1362-4 |
|
HIGH |
1346-0 |
|
0.618 |
1335-6 |
|
0.500 |
1332-5 |
|
0.382 |
1329-4 |
|
LOW |
1319-2 |
|
0.618 |
1302-6 |
|
1.000 |
1292-4 |
|
1.618 |
1276-0 |
|
2.618 |
1249-2 |
|
4.250 |
1205-4 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1332-5 |
1332-1 |
| PP |
1328-7 |
1328-4 |
| S1 |
1325-0 |
1324-7 |
|