CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1227-4 |
1207-0 |
-20-4 |
-1.7% |
1281-4 |
| High |
1229-6 |
1216-4 |
-13-2 |
-1.1% |
1300-0 |
| Low |
1204-6 |
1199-0 |
-5-6 |
-0.5% |
1213-4 |
| Close |
1208-0 |
1211-0 |
3-0 |
0.2% |
1233-6 |
| Range |
25-0 |
17-4 |
-7-4 |
-30.0% |
86-4 |
| ATR |
24-0 |
23-4 |
-0-4 |
-1.9% |
0-0 |
| Volume |
8,253 |
11,278 |
3,025 |
36.7% |
50,593 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1261-3 |
1253-5 |
1220-5 |
|
| R3 |
1243-7 |
1236-1 |
1215-6 |
|
| R2 |
1226-3 |
1226-3 |
1214-2 |
|
| R1 |
1218-5 |
1218-5 |
1212-5 |
1222-4 |
| PP |
1208-7 |
1208-7 |
1208-7 |
1210-6 |
| S1 |
1201-1 |
1201-1 |
1209-3 |
1205-0 |
| S2 |
1191-3 |
1191-3 |
1207-6 |
|
| S3 |
1173-7 |
1183-5 |
1206-2 |
|
| S4 |
1156-3 |
1166-1 |
1201-3 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1508-5 |
1457-5 |
1281-3 |
|
| R3 |
1422-1 |
1371-1 |
1257-4 |
|
| R2 |
1335-5 |
1335-5 |
1249-5 |
|
| R1 |
1284-5 |
1284-5 |
1241-5 |
1266-7 |
| PP |
1249-1 |
1249-1 |
1249-1 |
1240-2 |
| S1 |
1198-1 |
1198-1 |
1225-7 |
1180-3 |
| S2 |
1162-5 |
1162-5 |
1217-7 |
|
| S3 |
1076-1 |
1111-5 |
1210-0 |
|
| S4 |
989-5 |
1025-1 |
1186-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1262-4 |
1199-0 |
63-4 |
5.2% |
25-2 |
2.1% |
19% |
False |
True |
11,091 |
| 10 |
1300-0 |
1199-0 |
101-0 |
8.3% |
24-6 |
2.0% |
12% |
False |
True |
9,488 |
| 20 |
1302-0 |
1199-0 |
103-0 |
8.5% |
24-4 |
2.0% |
12% |
False |
True |
8,553 |
| 40 |
1337-0 |
1199-0 |
138-0 |
11.4% |
22-3 |
1.8% |
9% |
False |
True |
7,132 |
| 60 |
1337-0 |
1199-0 |
138-0 |
11.4% |
20-7 |
1.7% |
9% |
False |
True |
6,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1290-7 |
|
2.618 |
1262-3 |
|
1.618 |
1244-7 |
|
1.000 |
1234-0 |
|
0.618 |
1227-3 |
|
HIGH |
1216-4 |
|
0.618 |
1209-7 |
|
0.500 |
1207-6 |
|
0.382 |
1205-5 |
|
LOW |
1199-0 |
|
0.618 |
1188-1 |
|
1.000 |
1181-4 |
|
1.618 |
1170-5 |
|
2.618 |
1153-1 |
|
4.250 |
1124-5 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1209-7 |
1216-0 |
| PP |
1208-7 |
1214-3 |
| S1 |
1207-6 |
1212-5 |
|