CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1312-2 |
1309-2 |
-3-0 |
-0.2% |
1372-4 |
| High |
1320-0 |
1325-0 |
5-0 |
0.4% |
1374-0 |
| Low |
1308-4 |
1307-4 |
-1-0 |
-0.1% |
1314-0 |
| Close |
1310-4 |
1314-6 |
4-2 |
0.3% |
1318-0 |
| Range |
11-4 |
17-4 |
6-0 |
52.2% |
60-0 |
| ATR |
28-1 |
27-3 |
-0-6 |
-2.7% |
0-0 |
| Volume |
21,453 |
16,425 |
-5,028 |
-23.4% |
144,682 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1368-2 |
1359-0 |
1324-3 |
|
| R3 |
1350-6 |
1341-4 |
1319-4 |
|
| R2 |
1333-2 |
1333-2 |
1318-0 |
|
| R1 |
1324-0 |
1324-0 |
1316-3 |
1328-5 |
| PP |
1315-6 |
1315-6 |
1315-6 |
1318-0 |
| S1 |
1306-4 |
1306-4 |
1313-1 |
1311-1 |
| S2 |
1298-2 |
1298-2 |
1311-4 |
|
| S3 |
1280-6 |
1289-0 |
1310-0 |
|
| S4 |
1263-2 |
1271-4 |
1305-1 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1515-3 |
1476-5 |
1351-0 |
|
| R3 |
1455-3 |
1416-5 |
1334-4 |
|
| R2 |
1395-3 |
1395-3 |
1329-0 |
|
| R1 |
1356-5 |
1356-5 |
1323-4 |
1346-0 |
| PP |
1335-3 |
1335-3 |
1335-3 |
1330-0 |
| S1 |
1296-5 |
1296-5 |
1312-4 |
1286-0 |
| S2 |
1275-3 |
1275-3 |
1307-0 |
|
| S3 |
1215-3 |
1236-5 |
1301-4 |
|
| S4 |
1155-3 |
1176-5 |
1285-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1363-0 |
1307-4 |
55-4 |
4.2% |
20-4 |
1.6% |
13% |
False |
True |
25,722 |
| 10 |
1397-6 |
1307-4 |
90-2 |
6.9% |
25-3 |
1.9% |
8% |
False |
True |
26,889 |
| 20 |
1406-0 |
1307-4 |
98-4 |
7.5% |
27-2 |
2.1% |
7% |
False |
True |
25,463 |
| 40 |
1406-0 |
1169-0 |
237-0 |
18.0% |
26-4 |
2.0% |
61% |
False |
False |
20,986 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.0% |
25-6 |
2.0% |
61% |
False |
False |
16,810 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.0% |
24-4 |
1.9% |
61% |
False |
False |
14,031 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
23-1 |
1.8% |
61% |
False |
False |
11,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1399-3 |
|
2.618 |
1370-7 |
|
1.618 |
1353-3 |
|
1.000 |
1342-4 |
|
0.618 |
1335-7 |
|
HIGH |
1325-0 |
|
0.618 |
1318-3 |
|
0.500 |
1316-2 |
|
0.382 |
1314-1 |
|
LOW |
1307-4 |
|
0.618 |
1296-5 |
|
1.000 |
1290-0 |
|
1.618 |
1279-1 |
|
2.618 |
1261-5 |
|
4.250 |
1233-1 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1316-2 |
1324-7 |
| PP |
1315-6 |
1321-4 |
| S1 |
1315-2 |
1318-1 |
|