CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 19-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1280-0 |
1272-4 |
-7-4 |
-0.6% |
1255-0 |
High |
1287-2 |
1283-4 |
-3-6 |
-0.3% |
1302-0 |
Low |
1264-2 |
1266-4 |
2-2 |
0.2% |
1255-0 |
Close |
1271-0 |
1279-2 |
8-2 |
0.6% |
1279-2 |
Range |
23-0 |
17-0 |
-6-0 |
-26.1% |
47-0 |
ATR |
22-4 |
22-1 |
-0-3 |
-1.7% |
0-0 |
Volume |
4,825 |
6,398 |
1,573 |
32.6% |
35,059 |
|
Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1327-3 |
1320-3 |
1288-5 |
|
R3 |
1310-3 |
1303-3 |
1283-7 |
|
R2 |
1293-3 |
1293-3 |
1282-3 |
|
R1 |
1286-3 |
1286-3 |
1280-6 |
1289-7 |
PP |
1276-3 |
1276-3 |
1276-3 |
1278-2 |
S1 |
1269-3 |
1269-3 |
1277-6 |
1272-7 |
S2 |
1259-3 |
1259-3 |
1276-1 |
|
S3 |
1242-3 |
1252-3 |
1274-5 |
|
S4 |
1225-3 |
1235-3 |
1269-7 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1419-6 |
1396-4 |
1305-1 |
|
R3 |
1372-6 |
1349-4 |
1292-1 |
|
R2 |
1325-6 |
1325-6 |
1287-7 |
|
R1 |
1302-4 |
1302-4 |
1283-4 |
1314-1 |
PP |
1278-6 |
1278-6 |
1278-6 |
1284-4 |
S1 |
1255-4 |
1255-4 |
1275-0 |
1267-1 |
S2 |
1231-6 |
1231-6 |
1270-5 |
|
S3 |
1184-6 |
1208-4 |
1266-3 |
|
S4 |
1137-6 |
1161-4 |
1253-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1302-0 |
1255-0 |
47-0 |
3.7% |
20-0 |
1.6% |
52% |
False |
False |
7,011 |
10 |
1302-0 |
1231-6 |
70-2 |
5.5% |
24-2 |
1.9% |
68% |
False |
False |
7,492 |
20 |
1302-0 |
1231-6 |
70-2 |
5.5% |
21-0 |
1.6% |
68% |
False |
False |
7,016 |
40 |
1337-0 |
1231-6 |
105-2 |
8.2% |
21-4 |
1.7% |
45% |
False |
False |
6,155 |
60 |
1337-0 |
1201-2 |
135-6 |
10.6% |
19-6 |
1.5% |
57% |
False |
False |
4,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1355-6 |
2.618 |
1328-0 |
1.618 |
1311-0 |
1.000 |
1300-4 |
0.618 |
1294-0 |
HIGH |
1283-4 |
0.618 |
1277-0 |
0.500 |
1275-0 |
0.382 |
1273-0 |
LOW |
1266-4 |
0.618 |
1256-0 |
1.000 |
1249-4 |
1.618 |
1239-0 |
2.618 |
1222-0 |
4.250 |
1194-2 |
|
|
Fisher Pivots for day following 19-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1277-7 |
1279-6 |
PP |
1276-3 |
1279-5 |
S1 |
1275-0 |
1279-3 |
|