CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1228-6 |
1227-4 |
-1-2 |
-0.1% |
1281-4 |
High |
1233-0 |
1229-6 |
-3-2 |
-0.3% |
1300-0 |
Low |
1214-4 |
1204-6 |
-9-6 |
-0.8% |
1213-4 |
Close |
1225-4 |
1208-0 |
-17-4 |
-1.4% |
1233-6 |
Range |
18-4 |
25-0 |
6-4 |
35.1% |
86-4 |
ATR |
23-7 |
24-0 |
0-1 |
0.3% |
0-0 |
Volume |
13,538 |
8,253 |
-5,285 |
-39.0% |
50,593 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1289-1 |
1273-5 |
1221-6 |
|
R3 |
1264-1 |
1248-5 |
1214-7 |
|
R2 |
1239-1 |
1239-1 |
1212-5 |
|
R1 |
1223-5 |
1223-5 |
1210-2 |
1218-7 |
PP |
1214-1 |
1214-1 |
1214-1 |
1211-6 |
S1 |
1198-5 |
1198-5 |
1205-6 |
1193-7 |
S2 |
1189-1 |
1189-1 |
1203-3 |
|
S3 |
1164-1 |
1173-5 |
1201-1 |
|
S4 |
1139-1 |
1148-5 |
1194-2 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1508-5 |
1457-5 |
1281-3 |
|
R3 |
1422-1 |
1371-1 |
1257-4 |
|
R2 |
1335-5 |
1335-5 |
1249-5 |
|
R1 |
1284-5 |
1284-5 |
1241-5 |
1266-7 |
PP |
1249-1 |
1249-1 |
1249-1 |
1240-2 |
S1 |
1198-1 |
1198-1 |
1225-7 |
1180-3 |
S2 |
1162-5 |
1162-5 |
1217-7 |
|
S3 |
1076-1 |
1111-5 |
1210-0 |
|
S4 |
989-5 |
1025-1 |
1186-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1274-4 |
1204-6 |
69-6 |
5.8% |
25-2 |
2.1% |
5% |
False |
True |
10,803 |
10 |
1300-0 |
1204-6 |
95-2 |
7.9% |
24-4 |
2.0% |
3% |
False |
True |
9,287 |
20 |
1302-0 |
1204-6 |
97-2 |
8.1% |
24-3 |
2.0% |
3% |
False |
True |
8,356 |
40 |
1337-0 |
1204-6 |
132-2 |
10.9% |
22-3 |
1.9% |
2% |
False |
True |
6,996 |
60 |
1337-0 |
1204-6 |
132-2 |
10.9% |
20-7 |
1.7% |
2% |
False |
True |
5,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1336-0 |
2.618 |
1295-2 |
1.618 |
1270-2 |
1.000 |
1254-6 |
0.618 |
1245-2 |
HIGH |
1229-6 |
0.618 |
1220-2 |
0.500 |
1217-2 |
0.382 |
1214-2 |
LOW |
1204-6 |
0.618 |
1189-2 |
1.000 |
1179-6 |
1.618 |
1164-2 |
2.618 |
1139-2 |
4.250 |
1098-4 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1217-2 |
1220-5 |
PP |
1214-1 |
1216-3 |
S1 |
1211-1 |
1212-2 |
|