CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1357-0 |
1358-0 |
1-0 |
0.1% |
1390-0 |
| High |
1361-2 |
1396-0 |
34-6 |
2.6% |
1403-4 |
| Low |
1348-6 |
1340-6 |
-8-0 |
-0.6% |
1333-4 |
| Close |
1358-0 |
1393-4 |
35-4 |
2.6% |
1365-2 |
| Range |
12-4 |
55-2 |
42-6 |
342.0% |
70-0 |
| ATR |
28-6 |
30-5 |
1-7 |
6.6% |
0-0 |
| Volume |
24,958 |
17,220 |
-7,738 |
-31.0% |
85,824 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1542-4 |
1523-2 |
1423-7 |
|
| R3 |
1487-2 |
1468-0 |
1408-6 |
|
| R2 |
1432-0 |
1432-0 |
1403-5 |
|
| R1 |
1412-6 |
1412-6 |
1398-5 |
1422-3 |
| PP |
1376-6 |
1376-6 |
1376-6 |
1381-4 |
| S1 |
1357-4 |
1357-4 |
1388-3 |
1367-1 |
| S2 |
1321-4 |
1321-4 |
1383-3 |
|
| S3 |
1266-2 |
1302-2 |
1378-2 |
|
| S4 |
1211-0 |
1247-0 |
1363-1 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1577-3 |
1541-3 |
1403-6 |
|
| R3 |
1507-3 |
1471-3 |
1384-4 |
|
| R2 |
1437-3 |
1437-3 |
1378-1 |
|
| R1 |
1401-3 |
1401-3 |
1371-5 |
1384-3 |
| PP |
1367-3 |
1367-3 |
1367-3 |
1359-0 |
| S1 |
1331-3 |
1331-3 |
1358-7 |
1314-3 |
| S2 |
1297-3 |
1297-3 |
1352-3 |
|
| S3 |
1227-3 |
1261-3 |
1346-0 |
|
| S4 |
1157-3 |
1191-3 |
1326-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1396-0 |
1340-0 |
56-0 |
4.0% |
28-3 |
2.0% |
96% |
True |
False |
20,442 |
| 10 |
1403-4 |
1333-4 |
70-0 |
5.0% |
29-1 |
2.1% |
86% |
False |
False |
20,970 |
| 20 |
1406-0 |
1243-6 |
162-2 |
11.6% |
30-3 |
2.2% |
92% |
False |
False |
22,453 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.0% |
27-0 |
1.9% |
95% |
False |
False |
17,201 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.0% |
25-2 |
1.8% |
95% |
False |
False |
13,783 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.0% |
24-1 |
1.7% |
95% |
False |
False |
11,632 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.0% |
22-4 |
1.6% |
95% |
False |
False |
9,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1630-6 |
|
2.618 |
1540-5 |
|
1.618 |
1485-3 |
|
1.000 |
1451-2 |
|
0.618 |
1430-1 |
|
HIGH |
1396-0 |
|
0.618 |
1374-7 |
|
0.500 |
1368-3 |
|
0.382 |
1361-7 |
|
LOW |
1340-6 |
|
0.618 |
1306-5 |
|
1.000 |
1285-4 |
|
1.618 |
1251-3 |
|
2.618 |
1196-1 |
|
4.250 |
1106-0 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1385-1 |
1385-0 |
| PP |
1376-6 |
1376-4 |
| S1 |
1368-3 |
1368-0 |
|