CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
1297-2 |
1301-6 |
4-4 |
0.3% |
1291-2 |
| High |
1320-0 |
1327-4 |
7-4 |
0.6% |
1320-0 |
| Low |
1297-2 |
1296-0 |
-1-2 |
-0.1% |
1287-2 |
| Close |
1303-6 |
1326-6 |
23-0 |
1.8% |
1303-6 |
| Range |
22-6 |
31-4 |
8-6 |
38.5% |
32-6 |
| ATR |
18-3 |
19-2 |
1-0 |
5.1% |
0-0 |
| Volume |
1,142 |
1,070 |
-72 |
-6.3% |
12,152 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1411-2 |
1400-4 |
1344-1 |
|
| R3 |
1379-6 |
1369-0 |
1335-3 |
|
| R2 |
1348-2 |
1348-2 |
1332-4 |
|
| R1 |
1337-4 |
1337-4 |
1329-5 |
1342-7 |
| PP |
1316-6 |
1316-6 |
1316-6 |
1319-4 |
| S1 |
1306-0 |
1306-0 |
1323-7 |
1311-3 |
| S2 |
1285-2 |
1285-2 |
1321-0 |
|
| S3 |
1253-6 |
1274-4 |
1318-1 |
|
| S4 |
1222-2 |
1243-0 |
1309-3 |
|
|
| Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1401-7 |
1385-5 |
1321-6 |
|
| R3 |
1369-1 |
1352-7 |
1312-6 |
|
| R2 |
1336-3 |
1336-3 |
1309-6 |
|
| R1 |
1320-1 |
1320-1 |
1306-6 |
1328-2 |
| PP |
1303-5 |
1303-5 |
1303-5 |
1307-6 |
| S1 |
1287-3 |
1287-3 |
1300-6 |
1295-4 |
| S2 |
1270-7 |
1270-7 |
1297-6 |
|
| S3 |
1238-1 |
1254-5 |
1294-6 |
|
| S4 |
1205-3 |
1221-7 |
1285-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1327-4 |
1287-2 |
40-2 |
3.0% |
19-2 |
1.4% |
98% |
True |
False |
2,063 |
| 10 |
1333-2 |
1280-2 |
53-0 |
4.0% |
18-6 |
1.4% |
88% |
False |
False |
9,615 |
| 20 |
1351-0 |
1280-2 |
70-6 |
5.3% |
18-7 |
1.4% |
66% |
False |
False |
42,284 |
| 40 |
1353-4 |
1268-2 |
85-2 |
6.4% |
19-6 |
1.5% |
69% |
False |
False |
72,347 |
| 60 |
1353-4 |
1247-0 |
106-4 |
8.0% |
18-7 |
1.4% |
75% |
False |
False |
78,952 |
| 80 |
1363-0 |
1247-0 |
116-0 |
8.7% |
18-6 |
1.4% |
69% |
False |
False |
70,375 |
| 100 |
1406-0 |
1247-0 |
159-0 |
12.0% |
21-0 |
1.6% |
50% |
False |
False |
61,362 |
| 120 |
1406-0 |
1169-0 |
237-0 |
17.9% |
21-3 |
1.6% |
67% |
False |
False |
53,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1461-3 |
|
2.618 |
1410-0 |
|
1.618 |
1378-4 |
|
1.000 |
1359-0 |
|
0.618 |
1347-0 |
|
HIGH |
1327-4 |
|
0.618 |
1315-4 |
|
0.500 |
1311-6 |
|
0.382 |
1308-0 |
|
LOW |
1296-0 |
|
0.618 |
1276-4 |
|
1.000 |
1264-4 |
|
1.618 |
1245-0 |
|
2.618 |
1213-4 |
|
4.250 |
1162-1 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1321-6 |
1321-6 |
| PP |
1316-6 |
1316-6 |
| S1 |
1311-6 |
1311-6 |
|