CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1174-0 |
1170-6 |
-3-2 |
-0.3% |
1228-6 |
| High |
1181-6 |
1195-0 |
13-2 |
1.1% |
1233-0 |
| Low |
1169-0 |
1170-6 |
1-6 |
0.1% |
1181-6 |
| Close |
1172-2 |
1189-2 |
17-0 |
1.5% |
1187-2 |
| Range |
12-6 |
24-2 |
11-4 |
90.2% |
51-2 |
| ATR |
22-3 |
22-4 |
0-1 |
0.6% |
0-0 |
| Volume |
14,395 |
13,665 |
-730 |
-5.1% |
57,556 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1257-6 |
1247-6 |
1202-5 |
|
| R3 |
1233-4 |
1223-4 |
1195-7 |
|
| R2 |
1209-2 |
1209-2 |
1193-6 |
|
| R1 |
1199-2 |
1199-2 |
1191-4 |
1204-2 |
| PP |
1185-0 |
1185-0 |
1185-0 |
1187-4 |
| S1 |
1175-0 |
1175-0 |
1187-0 |
1180-0 |
| S2 |
1160-6 |
1160-6 |
1184-6 |
|
| S3 |
1136-4 |
1150-6 |
1182-5 |
|
| S4 |
1112-2 |
1126-4 |
1175-7 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1354-3 |
1322-1 |
1215-4 |
|
| R3 |
1303-1 |
1270-7 |
1201-3 |
|
| R2 |
1251-7 |
1251-7 |
1196-5 |
|
| R1 |
1219-5 |
1219-5 |
1192-0 |
1210-1 |
| PP |
1200-5 |
1200-5 |
1200-5 |
1196-0 |
| S1 |
1168-3 |
1168-3 |
1182-4 |
1158-7 |
| S2 |
1149-3 |
1149-3 |
1177-7 |
|
| S3 |
1098-1 |
1117-1 |
1173-1 |
|
| S4 |
1046-7 |
1065-7 |
1159-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1213-2 |
1169-0 |
44-2 |
3.7% |
20-7 |
1.8% |
46% |
False |
False |
13,619 |
| 10 |
1236-4 |
1169-0 |
67-4 |
5.7% |
20-7 |
1.8% |
30% |
False |
False |
12,333 |
| 20 |
1302-0 |
1169-0 |
133-0 |
11.2% |
23-5 |
2.0% |
15% |
False |
False |
10,191 |
| 40 |
1323-0 |
1169-0 |
154-0 |
12.9% |
22-1 |
1.9% |
13% |
False |
False |
8,228 |
| 60 |
1337-0 |
1169-0 |
168-0 |
14.1% |
21-4 |
1.8% |
12% |
False |
False |
7,112 |
| 80 |
1337-0 |
1169-0 |
168-0 |
14.1% |
20-0 |
1.7% |
12% |
False |
False |
5,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1298-0 |
|
2.618 |
1258-4 |
|
1.618 |
1234-2 |
|
1.000 |
1219-2 |
|
0.618 |
1210-0 |
|
HIGH |
1195-0 |
|
0.618 |
1185-6 |
|
0.500 |
1182-7 |
|
0.382 |
1180-0 |
|
LOW |
1170-6 |
|
0.618 |
1155-6 |
|
1.000 |
1146-4 |
|
1.618 |
1131-4 |
|
2.618 |
1107-2 |
|
4.250 |
1067-6 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1187-1 |
1186-7 |
| PP |
1185-0 |
1184-3 |
| S1 |
1182-7 |
1182-0 |
|