CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1281-4 |
1288-6 |
7-2 |
0.6% |
1255-0 |
High |
1298-2 |
1300-0 |
1-6 |
0.1% |
1302-0 |
Low |
1270-6 |
1263-4 |
-7-2 |
-0.6% |
1255-0 |
Close |
1292-4 |
1265-0 |
-27-4 |
-2.1% |
1279-2 |
Range |
27-4 |
36-4 |
9-0 |
32.7% |
47-0 |
ATR |
22-4 |
23-4 |
1-0 |
4.5% |
0-0 |
Volume |
7,163 |
11,203 |
4,040 |
56.4% |
35,059 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1385-5 |
1361-7 |
1285-1 |
|
R3 |
1349-1 |
1325-3 |
1275-0 |
|
R2 |
1312-5 |
1312-5 |
1271-6 |
|
R1 |
1288-7 |
1288-7 |
1268-3 |
1282-4 |
PP |
1276-1 |
1276-1 |
1276-1 |
1273-0 |
S1 |
1252-3 |
1252-3 |
1261-5 |
1246-0 |
S2 |
1239-5 |
1239-5 |
1258-2 |
|
S3 |
1203-1 |
1215-7 |
1255-0 |
|
S4 |
1166-5 |
1179-3 |
1244-7 |
|
|
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 |
1300-0 |
1263-4 |
36-4 |
2.9% |
23-6 |
1.9% |
4% |
True |
True |
7,772 |
10 |
1302-0 |
1255-0 |
47-0 |
3.7% |
24-5 |
1.9% |
21% |
False |
False |
8,199 |
20 |
1302-0 |
1231-6 |
70-2 |
5.6% |
22-3 |
1.8% |
47% |
False |
False |
7,379 |
40 |
1337-0 |
1231-6 |
105-2 |
8.3% |
22-3 |
1.8% |
32% |
False |
False |
6,446 |
60 |
1337-0 |
1207-6 |
129-2 |
10.2% |
20-3 |
1.6% |
44% |
False |
False |
5,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1455-1 |
2.618 |
1395-4 |
1.618 |
1359-0 |
1.000 |
1336-4 |
0.618 |
1322-4 |
HIGH |
1300-0 |
0.618 |
1286-0 |
0.500 |
1281-6 |
0.382 |
1277-4 |
LOW |
1263-4 |
0.618 |
1241-0 |
1.000 |
1227-0 |
1.618 |
1204-4 |
2.618 |
1168-0 |
4.250 |
1108-3 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1281-6 |
1281-6 |
PP |
1276-1 |
1276-1 |
S1 |
1270-5 |
1270-5 |
|