CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1275-2 |
1303-0 |
27-6 |
2.2% |
1192-2 |
| High |
1305-6 |
1310-0 |
4-2 |
0.3% |
1274-2 |
| Low |
1273-0 |
1285-6 |
12-6 |
1.0% |
1189-0 |
| Close |
1303-6 |
1291-6 |
-12-0 |
-0.9% |
1261-6 |
| Range |
32-6 |
24-2 |
-8-4 |
-26.0% |
85-2 |
| ATR |
24-4 |
24-4 |
0-0 |
-0.1% |
0-0 |
| Volume |
12,795 |
24,874 |
12,079 |
94.4% |
91,870 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1368-5 |
1354-3 |
1305-1 |
|
| R3 |
1344-3 |
1330-1 |
1298-3 |
|
| R2 |
1320-1 |
1320-1 |
1296-2 |
|
| R1 |
1305-7 |
1305-7 |
1294-0 |
1300-7 |
| PP |
1295-7 |
1295-7 |
1295-7 |
1293-2 |
| S1 |
1281-5 |
1281-5 |
1289-4 |
1276-5 |
| S2 |
1271-5 |
1271-5 |
1287-2 |
|
| S3 |
1247-3 |
1257-3 |
1285-1 |
|
| S4 |
1223-1 |
1233-1 |
1278-3 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1497-3 |
1464-7 |
1308-5 |
|
| R3 |
1412-1 |
1379-5 |
1285-2 |
|
| R2 |
1326-7 |
1326-7 |
1277-3 |
|
| R1 |
1294-3 |
1294-3 |
1269-5 |
1310-5 |
| PP |
1241-5 |
1241-5 |
1241-5 |
1249-6 |
| S1 |
1209-1 |
1209-1 |
1253-7 |
1225-3 |
| S2 |
1156-3 |
1156-3 |
1246-1 |
|
| S3 |
1071-1 |
1123-7 |
1238-2 |
|
| S4 |
985-7 |
1038-5 |
1214-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1310-0 |
1218-0 |
92-0 |
7.1% |
24-7 |
1.9% |
80% |
True |
False |
18,977 |
| 10 |
1310-0 |
1169-0 |
141-0 |
10.9% |
23-6 |
1.8% |
87% |
True |
False |
17,269 |
| 20 |
1310-0 |
1169-0 |
141-0 |
10.9% |
23-3 |
1.8% |
87% |
True |
False |
14,292 |
| 40 |
1310-0 |
1169-0 |
141-0 |
10.9% |
22-7 |
1.8% |
87% |
True |
False |
10,836 |
| 60 |
1337-0 |
1169-0 |
168-0 |
13.0% |
22-6 |
1.8% |
73% |
False |
False |
9,062 |
| 80 |
1337-0 |
1169-0 |
168-0 |
13.0% |
21-1 |
1.6% |
73% |
False |
False |
7,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1413-0 |
|
2.618 |
1373-4 |
|
1.618 |
1349-2 |
|
1.000 |
1334-2 |
|
0.618 |
1325-0 |
|
HIGH |
1310-0 |
|
0.618 |
1300-6 |
|
0.500 |
1297-7 |
|
0.382 |
1295-0 |
|
LOW |
1285-6 |
|
0.618 |
1270-6 |
|
1.000 |
1261-4 |
|
1.618 |
1246-4 |
|
2.618 |
1222-2 |
|
4.250 |
1182-6 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1297-7 |
1289-5 |
| PP |
1295-7 |
1287-4 |
| S1 |
1293-6 |
1285-3 |
|