CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
1344-0 |
1325-0 |
-19-0 |
-1.4% |
1324-6 |
| High |
1351-0 |
1329-6 |
-21-2 |
-1.6% |
1353-4 |
| Low |
1323-2 |
1315-6 |
-7-4 |
-0.6% |
1312-2 |
| Close |
1324-0 |
1327-0 |
3-0 |
0.2% |
1327-4 |
| Range |
27-6 |
14-0 |
-13-6 |
-49.5% |
41-2 |
| ATR |
20-6 |
20-2 |
-0-4 |
-2.3% |
0-0 |
| Volume |
119,032 |
107,255 |
-11,777 |
-9.9% |
582,779 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1366-1 |
1360-5 |
1334-6 |
|
| R3 |
1352-1 |
1346-5 |
1330-7 |
|
| R2 |
1338-1 |
1338-1 |
1329-5 |
|
| R1 |
1332-5 |
1332-5 |
1328-2 |
1335-3 |
| PP |
1324-1 |
1324-1 |
1324-1 |
1325-4 |
| S1 |
1318-5 |
1318-5 |
1325-6 |
1321-3 |
| S2 |
1310-1 |
1310-1 |
1324-3 |
|
| S3 |
1296-1 |
1304-5 |
1323-1 |
|
| S4 |
1282-1 |
1290-5 |
1319-2 |
|
|
| 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 |
1351-0 |
1312-2 |
38-6 |
2.9% |
20-6 |
1.6% |
38% |
False |
False |
101,332 |
| 10 |
1353-4 |
1312-2 |
41-2 |
3.1% |
20-0 |
1.5% |
36% |
False |
False |
110,541 |
| 20 |
1353-4 |
1275-2 |
78-2 |
5.9% |
20-3 |
1.5% |
66% |
False |
False |
105,625 |
| 40 |
1353-4 |
1247-0 |
106-4 |
8.0% |
19-4 |
1.5% |
75% |
False |
False |
101,043 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-5 |
1.4% |
75% |
False |
False |
86,341 |
| 80 |
1403-4 |
1247-0 |
156-4 |
11.8% |
20-4 |
1.5% |
51% |
False |
False |
70,867 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.9% |
21-6 |
1.6% |
67% |
False |
False |
60,290 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.9% |
22-1 |
1.7% |
67% |
False |
False |
51,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1389-2 |
|
2.618 |
1366-3 |
|
1.618 |
1352-3 |
|
1.000 |
1343-6 |
|
0.618 |
1338-3 |
|
HIGH |
1329-6 |
|
0.618 |
1324-3 |
|
0.500 |
1322-6 |
|
0.382 |
1321-1 |
|
LOW |
1315-6 |
|
0.618 |
1307-1 |
|
1.000 |
1301-6 |
|
1.618 |
1293-1 |
|
2.618 |
1279-1 |
|
4.250 |
1256-2 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1325-5 |
1333-3 |
| PP |
1324-1 |
1331-2 |
| S1 |
1322-6 |
1329-1 |
|