CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1288-6 |
1263-6 |
-25-0 |
-1.9% |
1255-0 |
| High |
1300-0 |
1274-4 |
-25-4 |
-2.0% |
1302-0 |
| Low |
1263-4 |
1257-4 |
-6-0 |
-0.5% |
1255-0 |
| Close |
1265-0 |
1261-0 |
-4-0 |
-0.3% |
1279-2 |
| Range |
36-4 |
17-0 |
-19-4 |
-53.4% |
47-0 |
| ATR |
23-4 |
23-0 |
-0-4 |
-2.0% |
0-0 |
| Volume |
11,203 |
9,837 |
-1,366 |
-12.2% |
35,059 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1315-3 |
1305-1 |
1270-3 |
|
| R3 |
1298-3 |
1288-1 |
1265-5 |
|
| R2 |
1281-3 |
1281-3 |
1264-1 |
|
| R1 |
1271-1 |
1271-1 |
1262-4 |
1267-6 |
| PP |
1264-3 |
1264-3 |
1264-3 |
1262-5 |
| S1 |
1254-1 |
1254-1 |
1259-4 |
1250-6 |
| S2 |
1247-3 |
1247-3 |
1257-7 |
|
| S3 |
1230-3 |
1237-1 |
1256-3 |
|
| S4 |
1213-3 |
1220-1 |
1251-5 |
|
|
| 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 |
1257-4 |
42-4 |
3.4% |
24-2 |
1.9% |
8% |
False |
True |
7,885 |
| 10 |
1302-0 |
1255-0 |
47-0 |
3.7% |
24-3 |
1.9% |
13% |
False |
False |
8,202 |
| 20 |
1302-0 |
1231-6 |
70-2 |
5.6% |
22-4 |
1.8% |
42% |
False |
False |
7,527 |
| 40 |
1337-0 |
1231-6 |
105-2 |
8.3% |
21-7 |
1.7% |
28% |
False |
False |
6,609 |
| 60 |
1337-0 |
1207-6 |
129-2 |
10.2% |
20-2 |
1.6% |
41% |
False |
False |
5,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1346-6 |
|
2.618 |
1319-0 |
|
1.618 |
1302-0 |
|
1.000 |
1291-4 |
|
0.618 |
1285-0 |
|
HIGH |
1274-4 |
|
0.618 |
1268-0 |
|
0.500 |
1266-0 |
|
0.382 |
1264-0 |
|
LOW |
1257-4 |
|
0.618 |
1247-0 |
|
1.000 |
1240-4 |
|
1.618 |
1230-0 |
|
2.618 |
1213-0 |
|
4.250 |
1185-2 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1266-0 |
1278-6 |
| PP |
1264-3 |
1272-7 |
| S1 |
1262-5 |
1266-7 |
|