CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1170-6 |
1189-2 |
18-4 |
1.6% |
1186-0 |
| High |
1195-0 |
1199-2 |
4-2 |
0.4% |
1199-2 |
| Low |
1170-6 |
1185-2 |
14-4 |
1.2% |
1169-0 |
| Close |
1189-2 |
1188-0 |
-1-2 |
-0.1% |
1188-0 |
| Range |
24-2 |
14-0 |
-10-2 |
-42.3% |
30-2 |
| ATR |
22-4 |
21-7 |
-0-5 |
-2.7% |
0-0 |
| Volume |
13,665 |
15,100 |
1,435 |
10.5% |
66,522 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1232-7 |
1224-3 |
1195-6 |
|
| R3 |
1218-7 |
1210-3 |
1191-7 |
|
| R2 |
1204-7 |
1204-7 |
1190-5 |
|
| R1 |
1196-3 |
1196-3 |
1189-2 |
1193-5 |
| PP |
1190-7 |
1190-7 |
1190-7 |
1189-4 |
| S1 |
1182-3 |
1182-3 |
1186-6 |
1179-5 |
| S2 |
1176-7 |
1176-7 |
1185-3 |
|
| S3 |
1162-7 |
1168-3 |
1184-1 |
|
| S4 |
1148-7 |
1154-3 |
1180-2 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1276-1 |
1262-3 |
1204-5 |
|
| R3 |
1245-7 |
1232-1 |
1196-3 |
|
| R2 |
1215-5 |
1215-5 |
1193-4 |
|
| R1 |
1201-7 |
1201-7 |
1190-6 |
1208-6 |
| PP |
1185-3 |
1185-3 |
1185-3 |
1188-7 |
| S1 |
1171-5 |
1171-5 |
1185-2 |
1178-4 |
| S2 |
1155-1 |
1155-1 |
1182-4 |
|
| S3 |
1124-7 |
1141-3 |
1179-5 |
|
| S4 |
1094-5 |
1111-1 |
1171-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1199-2 |
1169-0 |
30-2 |
2.5% |
17-3 |
1.5% |
63% |
True |
False |
13,304 |
| 10 |
1233-0 |
1169-0 |
64-0 |
5.4% |
20-0 |
1.7% |
30% |
False |
False |
12,407 |
| 20 |
1302-0 |
1169-0 |
133-0 |
11.2% |
22-2 |
1.9% |
14% |
False |
False |
10,486 |
| 40 |
1322-6 |
1169-0 |
153-6 |
12.9% |
21-6 |
1.8% |
12% |
False |
False |
8,469 |
| 60 |
1337-0 |
1169-0 |
168-0 |
14.1% |
21-4 |
1.8% |
11% |
False |
False |
7,279 |
| 80 |
1337-0 |
1169-0 |
168-0 |
14.1% |
20-0 |
1.7% |
11% |
False |
False |
5,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1258-6 |
|
2.618 |
1235-7 |
|
1.618 |
1221-7 |
|
1.000 |
1213-2 |
|
0.618 |
1207-7 |
|
HIGH |
1199-2 |
|
0.618 |
1193-7 |
|
0.500 |
1192-2 |
|
0.382 |
1190-5 |
|
LOW |
1185-2 |
|
0.618 |
1176-5 |
|
1.000 |
1171-2 |
|
1.618 |
1162-5 |
|
2.618 |
1148-5 |
|
4.250 |
1125-6 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1192-2 |
1186-6 |
| PP |
1190-7 |
1185-3 |
| S1 |
1189-3 |
1184-1 |
|