CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 09-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1299-2 |
1300-6 |
1-4 |
0.1% |
1324-6 |
| High |
1304-4 |
1307-4 |
3-0 |
0.2% |
1333-2 |
| Low |
1292-2 |
1296-2 |
4-0 |
0.3% |
1280-2 |
| Close |
1300-6 |
1296-2 |
-4-4 |
-0.3% |
1289-2 |
| Range |
12-2 |
11-2 |
-1-0 |
-8.2% |
53-0 |
| ATR |
18-4 |
18-0 |
-0-4 |
-2.8% |
0-0 |
| Volume |
3,050 |
2,454 |
-596 |
-19.5% |
82,930 |
|
| Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1333-6 |
1326-2 |
1302-4 |
|
| R3 |
1322-4 |
1315-0 |
1299-3 |
|
| R2 |
1311-2 |
1311-2 |
1298-2 |
|
| R1 |
1303-6 |
1303-6 |
1297-2 |
1301-7 |
| PP |
1300-0 |
1300-0 |
1300-0 |
1299-0 |
| S1 |
1292-4 |
1292-4 |
1295-2 |
1290-5 |
| S2 |
1288-6 |
1288-6 |
1294-2 |
|
| S3 |
1277-4 |
1281-2 |
1293-1 |
|
| S4 |
1266-2 |
1270-0 |
1290-0 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1459-7 |
1427-5 |
1318-3 |
|
| R3 |
1406-7 |
1374-5 |
1303-7 |
|
| R2 |
1353-7 |
1353-7 |
1299-0 |
|
| R1 |
1321-5 |
1321-5 |
1294-1 |
1311-2 |
| PP |
1300-7 |
1300-7 |
1300-7 |
1295-6 |
| S1 |
1268-5 |
1268-5 |
1284-3 |
1258-2 |
| S2 |
1247-7 |
1247-7 |
1279-4 |
|
| S3 |
1194-7 |
1215-5 |
1274-5 |
|
| S4 |
1141-7 |
1162-5 |
1260-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1307-4 |
1281-6 |
25-6 |
2.0% |
13-1 |
1.0% |
56% |
True |
False |
3,679 |
| 10 |
1333-2 |
1280-2 |
53-0 |
4.1% |
16-2 |
1.3% |
30% |
False |
False |
18,358 |
| 20 |
1351-0 |
1280-2 |
70-6 |
5.5% |
18-1 |
1.4% |
23% |
False |
False |
54,108 |
| 40 |
1353-4 |
1268-2 |
85-2 |
6.6% |
19-2 |
1.5% |
33% |
False |
False |
77,421 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.2% |
18-3 |
1.4% |
46% |
False |
False |
80,575 |
| 80 |
1365-0 |
1247-0 |
118-0 |
9.1% |
18-5 |
1.4% |
42% |
False |
False |
71,094 |
| 100 |
1406-0 |
1247-0 |
159-0 |
12.3% |
21-0 |
1.6% |
31% |
False |
False |
61,717 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.3% |
21-4 |
1.7% |
54% |
False |
False |
53,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1355-2 |
|
2.618 |
1337-0 |
|
1.618 |
1325-6 |
|
1.000 |
1318-6 |
|
0.618 |
1314-4 |
|
HIGH |
1307-4 |
|
0.618 |
1303-2 |
|
0.500 |
1301-7 |
|
0.382 |
1300-4 |
|
LOW |
1296-2 |
|
0.618 |
1289-2 |
|
1.000 |
1285-0 |
|
1.618 |
1278-0 |
|
2.618 |
1266-6 |
|
4.250 |
1248-4 |
|
|
| Fisher Pivots for day following 09-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1301-7 |
1297-3 |
| PP |
1300-0 |
1297-0 |
| S1 |
1298-1 |
1296-5 |
|