CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1230-0 |
1244-6 |
14-6 |
1.2% |
1186-0 |
| High |
1244-2 |
1271-4 |
27-2 |
2.2% |
1199-2 |
| Low |
1218-0 |
1243-6 |
25-6 |
2.1% |
1169-0 |
| Close |
1243-2 |
1268-2 |
25-0 |
2.0% |
1188-0 |
| Range |
26-2 |
27-6 |
1-4 |
5.7% |
30-2 |
| ATR |
23-3 |
23-6 |
0-3 |
1.5% |
0-0 |
| Volume |
18,475 |
15,132 |
-3,343 |
-18.1% |
66,522 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1344-3 |
1334-1 |
1283-4 |
|
| R3 |
1316-5 |
1306-3 |
1275-7 |
|
| R2 |
1288-7 |
1288-7 |
1273-3 |
|
| R1 |
1278-5 |
1278-5 |
1270-6 |
1283-6 |
| PP |
1261-1 |
1261-1 |
1261-1 |
1263-6 |
| S1 |
1250-7 |
1250-7 |
1265-6 |
1256-0 |
| S2 |
1233-3 |
1233-3 |
1263-1 |
|
| S3 |
1205-5 |
1223-1 |
1260-5 |
|
| S4 |
1177-7 |
1195-3 |
1253-0 |
|
|
| 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 |
1271-4 |
1185-2 |
86-2 |
6.8% |
26-0 |
2.0% |
96% |
True |
False |
16,671 |
| 10 |
1271-4 |
1169-0 |
102-4 |
8.1% |
23-3 |
1.8% |
97% |
True |
False |
15,145 |
| 20 |
1300-0 |
1169-0 |
131-0 |
10.3% |
24-0 |
1.9% |
76% |
False |
False |
12,466 |
| 40 |
1311-0 |
1169-0 |
142-0 |
11.2% |
22-5 |
1.8% |
70% |
False |
False |
9,716 |
| 60 |
1337-0 |
1169-0 |
168-0 |
13.2% |
22-3 |
1.8% |
59% |
False |
False |
8,209 |
| 80 |
1337-0 |
1169-0 |
168-0 |
13.2% |
20-6 |
1.6% |
59% |
False |
False |
6,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1389-4 |
|
2.618 |
1344-1 |
|
1.618 |
1316-3 |
|
1.000 |
1299-2 |
|
0.618 |
1288-5 |
|
HIGH |
1271-4 |
|
0.618 |
1260-7 |
|
0.500 |
1257-5 |
|
0.382 |
1254-3 |
|
LOW |
1243-6 |
|
0.618 |
1226-5 |
|
1.000 |
1216-0 |
|
1.618 |
1198-7 |
|
2.618 |
1171-1 |
|
4.250 |
1125-6 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1264-6 |
1260-3 |
| PP |
1261-1 |
1252-5 |
| S1 |
1257-5 |
1244-6 |
|