CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1390-0 |
1384-0 |
-6-0 |
-0.4% |
1344-6 |
| High |
1403-4 |
1385-0 |
-18-4 |
-1.3% |
1406-0 |
| Low |
1375-0 |
1340-2 |
-34-6 |
-2.5% |
1343-4 |
| Close |
1385-0 |
1351-0 |
-34-0 |
-2.5% |
1354-6 |
| Range |
28-4 |
44-6 |
16-2 |
57.0% |
62-4 |
| ATR |
30-2 |
31-2 |
1-0 |
3.4% |
0-0 |
| Volume |
16,320 |
25,304 |
8,984 |
55.0% |
139,220 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1493-0 |
1466-6 |
1375-5 |
|
| R3 |
1448-2 |
1422-0 |
1363-2 |
|
| R2 |
1403-4 |
1403-4 |
1359-2 |
|
| R1 |
1377-2 |
1377-2 |
1355-1 |
1368-0 |
| PP |
1358-6 |
1358-6 |
1358-6 |
1354-1 |
| S1 |
1332-4 |
1332-4 |
1346-7 |
1323-2 |
| S2 |
1314-0 |
1314-0 |
1342-6 |
|
| S3 |
1269-2 |
1287-6 |
1338-6 |
|
| S4 |
1224-4 |
1243-0 |
1326-3 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1555-5 |
1517-5 |
1389-1 |
|
| R3 |
1493-1 |
1455-1 |
1372-0 |
|
| R2 |
1430-5 |
1430-5 |
1366-2 |
|
| R1 |
1392-5 |
1392-5 |
1360-4 |
1411-5 |
| PP |
1368-1 |
1368-1 |
1368-1 |
1377-4 |
| S1 |
1330-1 |
1330-1 |
1349-0 |
1349-1 |
| S2 |
1305-5 |
1305-5 |
1343-2 |
|
| S3 |
1243-1 |
1267-5 |
1337-4 |
|
| S4 |
1180-5 |
1205-1 |
1320-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1403-4 |
1340-2 |
63-2 |
4.7% |
28-5 |
2.1% |
17% |
False |
True |
23,265 |
| 10 |
1406-0 |
1285-4 |
120-4 |
8.9% |
33-5 |
2.5% |
54% |
False |
False |
24,418 |
| 20 |
1406-0 |
1169-0 |
237-0 |
17.5% |
28-5 |
2.1% |
77% |
False |
False |
20,844 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.5% |
26-2 |
1.9% |
77% |
False |
False |
15,300 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.5% |
24-4 |
1.8% |
77% |
False |
False |
12,165 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.5% |
23-1 |
1.7% |
77% |
False |
False |
10,255 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.5% |
21-6 |
1.6% |
77% |
False |
False |
8,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1575-2 |
|
2.618 |
1502-1 |
|
1.618 |
1457-3 |
|
1.000 |
1429-6 |
|
0.618 |
1412-5 |
|
HIGH |
1385-0 |
|
0.618 |
1367-7 |
|
0.500 |
1362-5 |
|
0.382 |
1357-3 |
|
LOW |
1340-2 |
|
0.618 |
1312-5 |
|
1.000 |
1295-4 |
|
1.618 |
1267-7 |
|
2.618 |
1223-1 |
|
4.250 |
1150-0 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1362-5 |
1371-7 |
| PP |
1358-6 |
1364-7 |
| S1 |
1354-7 |
1358-0 |
|