CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1208-6 |
1198-4 |
-10-2 |
-0.8% |
1228-6 |
| High |
1215-2 |
1213-2 |
-2-0 |
-0.2% |
1233-0 |
| Low |
1194-6 |
1181-6 |
-13-0 |
-1.1% |
1181-6 |
| Close |
1198-0 |
1187-2 |
-10-6 |
-0.9% |
1187-2 |
| Range |
20-4 |
31-4 |
11-0 |
53.7% |
51-2 |
| ATR |
23-3 |
23-7 |
0-5 |
2.5% |
0-0 |
| Volume |
7,810 |
16,677 |
8,867 |
113.5% |
57,556 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1288-5 |
1269-3 |
1204-5 |
|
| R3 |
1257-1 |
1237-7 |
1195-7 |
|
| R2 |
1225-5 |
1225-5 |
1193-0 |
|
| R1 |
1206-3 |
1206-3 |
1190-1 |
1200-2 |
| PP |
1194-1 |
1194-1 |
1194-1 |
1191-0 |
| S1 |
1174-7 |
1174-7 |
1184-3 |
1168-6 |
| S2 |
1162-5 |
1162-5 |
1181-4 |
|
| S3 |
1131-1 |
1143-3 |
1178-5 |
|
| S4 |
1099-5 |
1111-7 |
1169-7 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1354-3 |
1322-1 |
1215-4 |
|
| R3 |
1303-1 |
1270-7 |
1201-3 |
|
| R2 |
1251-7 |
1251-7 |
1196-5 |
|
| R1 |
1219-5 |
1219-5 |
1192-0 |
1210-1 |
| PP |
1200-5 |
1200-5 |
1200-5 |
1196-0 |
| S1 |
1168-3 |
1168-3 |
1182-4 |
1158-7 |
| S2 |
1149-3 |
1149-3 |
1177-7 |
|
| S3 |
1098-1 |
1117-1 |
1173-1 |
|
| S4 |
1046-7 |
1065-7 |
1159-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1233-0 |
1181-6 |
51-2 |
4.3% |
22-5 |
1.9% |
11% |
False |
True |
11,511 |
| 10 |
1300-0 |
1181-6 |
118-2 |
10.0% |
26-0 |
2.2% |
5% |
False |
True |
10,814 |
| 20 |
1302-0 |
1181-6 |
120-2 |
10.1% |
25-1 |
2.1% |
5% |
False |
True |
9,153 |
| 40 |
1337-0 |
1181-6 |
155-2 |
13.1% |
22-5 |
1.9% |
4% |
False |
True |
7,599 |
| 60 |
1337-0 |
1181-6 |
155-2 |
13.1% |
21-2 |
1.8% |
4% |
False |
True |
6,422 |
| 80 |
1337-0 |
1181-6 |
155-2 |
13.1% |
19-6 |
1.7% |
4% |
False |
True |
5,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1347-1 |
|
2.618 |
1295-6 |
|
1.618 |
1264-2 |
|
1.000 |
1244-6 |
|
0.618 |
1232-6 |
|
HIGH |
1213-2 |
|
0.618 |
1201-2 |
|
0.500 |
1197-4 |
|
0.382 |
1193-6 |
|
LOW |
1181-6 |
|
0.618 |
1162-2 |
|
1.000 |
1150-2 |
|
1.618 |
1130-6 |
|
2.618 |
1099-2 |
|
4.250 |
1047-7 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1197-4 |
1199-1 |
| PP |
1194-1 |
1195-1 |
| S1 |
1190-5 |
1191-2 |
|