CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1328-0 |
1336-0 |
8-0 |
0.6% |
1324-6 |
| High |
1343-4 |
1350-0 |
6-4 |
0.5% |
1353-4 |
| Low |
1319-0 |
1328-4 |
9-4 |
0.7% |
1312-2 |
| Close |
1337-6 |
1346-4 |
8-6 |
0.7% |
1327-4 |
| Range |
24-4 |
21-4 |
-3-0 |
-12.2% |
41-2 |
| ATR |
20-1 |
20-2 |
0-1 |
0.5% |
0-0 |
| Volume |
96,158 |
110,864 |
14,706 |
15.3% |
582,779 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1406-1 |
1397-7 |
1358-3 |
|
| R3 |
1384-5 |
1376-3 |
1352-3 |
|
| R2 |
1363-1 |
1363-1 |
1350-4 |
|
| R1 |
1354-7 |
1354-7 |
1348-4 |
1359-0 |
| PP |
1341-5 |
1341-5 |
1341-5 |
1343-6 |
| S1 |
1333-3 |
1333-3 |
1344-4 |
1337-4 |
| S2 |
1320-1 |
1320-1 |
1342-4 |
|
| S3 |
1298-5 |
1311-7 |
1340-5 |
|
| S4 |
1277-1 |
1290-3 |
1334-5 |
|
|
| 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 |
1350-0 |
1312-2 |
37-6 |
2.8% |
20-2 |
1.5% |
91% |
True |
False |
103,811 |
| 10 |
1353-4 |
1311-4 |
42-0 |
3.1% |
19-6 |
1.5% |
83% |
False |
False |
109,301 |
| 20 |
1353-4 |
1268-2 |
85-2 |
6.3% |
20-2 |
1.5% |
92% |
False |
False |
103,593 |
| 40 |
1353-4 |
1247-0 |
106-4 |
7.9% |
19-2 |
1.4% |
93% |
False |
False |
98,809 |
| 60 |
1353-4 |
1247-0 |
106-4 |
7.9% |
18-4 |
1.4% |
93% |
False |
False |
83,133 |
| 80 |
1406-0 |
1247-0 |
159-0 |
11.8% |
21-1 |
1.6% |
63% |
False |
False |
68,845 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.6% |
21-6 |
1.6% |
75% |
False |
False |
58,245 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.6% |
22-2 |
1.7% |
75% |
False |
False |
49,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1441-3 |
|
2.618 |
1406-2 |
|
1.618 |
1384-6 |
|
1.000 |
1371-4 |
|
0.618 |
1363-2 |
|
HIGH |
1350-0 |
|
0.618 |
1341-6 |
|
0.500 |
1339-2 |
|
0.382 |
1336-6 |
|
LOW |
1328-4 |
|
0.618 |
1315-2 |
|
1.000 |
1307-0 |
|
1.618 |
1293-6 |
|
2.618 |
1272-2 |
|
4.250 |
1237-1 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1344-1 |
1341-3 |
| PP |
1341-5 |
1336-2 |
| S1 |
1339-2 |
1331-1 |
|