CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1320-6 |
1320-0 |
-0-6 |
-0.1% |
1318-4 |
| High |
1329-0 |
1334-4 |
5-4 |
0.4% |
1341-0 |
| Low |
1311-2 |
1311-4 |
0-2 |
0.0% |
1309-2 |
| Close |
1319-6 |
1329-4 |
9-6 |
0.7% |
1336-4 |
| Range |
17-6 |
23-0 |
5-2 |
29.6% |
31-6 |
| ATR |
20-3 |
20-5 |
0-1 |
0.9% |
0-0 |
| Volume |
92,773 |
108,326 |
15,553 |
16.8% |
375,969 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1394-1 |
1384-7 |
1342-1 |
|
| R3 |
1371-1 |
1361-7 |
1335-7 |
|
| R2 |
1348-1 |
1348-1 |
1333-6 |
|
| R1 |
1338-7 |
1338-7 |
1331-5 |
1343-4 |
| PP |
1325-1 |
1325-1 |
1325-1 |
1327-4 |
| S1 |
1315-7 |
1315-7 |
1327-3 |
1320-4 |
| S2 |
1302-1 |
1302-1 |
1325-2 |
|
| S3 |
1279-1 |
1292-7 |
1323-1 |
|
| S4 |
1256-1 |
1269-7 |
1316-7 |
|
|
| 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 |
1311-2 |
34-6 |
2.6% |
20-4 |
1.5% |
53% |
False |
False |
92,742 |
| 10 |
1346-0 |
1270-2 |
75-6 |
5.7% |
20-3 |
1.5% |
78% |
False |
False |
97,308 |
| 20 |
1346-0 |
1249-2 |
96-6 |
7.3% |
21-0 |
1.6% |
83% |
False |
False |
98,458 |
| 40 |
1346-0 |
1247-0 |
99-0 |
7.4% |
18-2 |
1.4% |
83% |
False |
False |
90,344 |
| 60 |
1397-6 |
1247-0 |
150-6 |
11.3% |
19-4 |
1.5% |
55% |
False |
False |
70,929 |
| 80 |
1406-0 |
1218-0 |
188-0 |
14.1% |
22-0 |
1.7% |
59% |
False |
False |
58,770 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-2 |
1.7% |
68% |
False |
False |
49,168 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.8% |
22-1 |
1.7% |
68% |
False |
False |
42,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1432-2 |
|
2.618 |
1394-6 |
|
1.618 |
1371-6 |
|
1.000 |
1357-4 |
|
0.618 |
1348-6 |
|
HIGH |
1334-4 |
|
0.618 |
1325-6 |
|
0.500 |
1323-0 |
|
0.382 |
1320-2 |
|
LOW |
1311-4 |
|
0.618 |
1297-2 |
|
1.000 |
1288-4 |
|
1.618 |
1274-2 |
|
2.618 |
1251-2 |
|
4.250 |
1213-6 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1327-3 |
1329-2 |
| PP |
1325-1 |
1328-7 |
| S1 |
1323-0 |
1328-5 |
|