CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1192-2 |
1227-2 |
35-0 |
2.9% |
1186-0 |
| High |
1232-2 |
1245-0 |
12-6 |
1.0% |
1199-2 |
| Low |
1189-0 |
1226-4 |
37-4 |
3.2% |
1169-0 |
| Close |
1230-0 |
1232-4 |
2-4 |
0.2% |
1188-0 |
| Range |
43-2 |
18-4 |
-24-6 |
-57.2% |
30-2 |
| ATR |
23-4 |
23-1 |
-0-3 |
-1.5% |
0-0 |
| Volume |
14,150 |
20,500 |
6,350 |
44.9% |
66,522 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1290-1 |
1279-7 |
1242-5 |
|
| R3 |
1271-5 |
1261-3 |
1237-5 |
|
| R2 |
1253-1 |
1253-1 |
1235-7 |
|
| R1 |
1242-7 |
1242-7 |
1234-2 |
1248-0 |
| PP |
1234-5 |
1234-5 |
1234-5 |
1237-2 |
| S1 |
1224-3 |
1224-3 |
1230-6 |
1229-4 |
| S2 |
1216-1 |
1216-1 |
1229-1 |
|
| S3 |
1197-5 |
1205-7 |
1227-3 |
|
| S4 |
1179-1 |
1187-3 |
1222-3 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1276-1 |
1262-3 |
1204-5 |
|
| R3 |
1245-7 |
1232-1 |
1196-3 |
|
| R2 |
1215-5 |
1215-5 |
1193-4 |
|
| R1 |
1201-7 |
1201-7 |
1190-6 |
1208-6 |
| PP |
1185-3 |
1185-3 |
1185-3 |
1188-7 |
| S1 |
1171-5 |
1171-5 |
1185-2 |
1178-4 |
| S2 |
1155-1 |
1155-1 |
1182-4 |
|
| S3 |
1124-7 |
1141-3 |
1179-5 |
|
| S4 |
1094-5 |
1111-1 |
1171-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1245-0 |
1169-0 |
76-0 |
6.2% |
22-4 |
1.8% |
84% |
True |
False |
15,562 |
| 10 |
1245-0 |
1169-0 |
76-0 |
6.2% |
21-6 |
1.8% |
84% |
True |
False |
13,693 |
| 20 |
1300-0 |
1169-0 |
131-0 |
10.6% |
23-1 |
1.9% |
48% |
False |
False |
11,490 |
| 40 |
1322-6 |
1169-0 |
153-6 |
12.5% |
22-3 |
1.8% |
41% |
False |
False |
9,100 |
| 60 |
1337-0 |
1169-0 |
168-0 |
13.6% |
22-0 |
1.8% |
38% |
False |
False |
7,765 |
| 80 |
1337-0 |
1169-0 |
168-0 |
13.6% |
20-3 |
1.7% |
38% |
False |
False |
6,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1323-5 |
|
2.618 |
1293-3 |
|
1.618 |
1274-7 |
|
1.000 |
1263-4 |
|
0.618 |
1256-3 |
|
HIGH |
1245-0 |
|
0.618 |
1237-7 |
|
0.500 |
1235-6 |
|
0.382 |
1233-5 |
|
LOW |
1226-4 |
|
0.618 |
1215-1 |
|
1.000 |
1208-0 |
|
1.618 |
1196-5 |
|
2.618 |
1178-1 |
|
4.250 |
1147-7 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1235-6 |
1226-6 |
| PP |
1234-5 |
1220-7 |
| S1 |
1233-5 |
1215-1 |
|