CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1189-2 |
1192-2 |
3-0 |
0.3% |
1186-0 |
| High |
1199-2 |
1232-2 |
33-0 |
2.8% |
1199-2 |
| Low |
1185-2 |
1189-0 |
3-6 |
0.3% |
1169-0 |
| Close |
1188-0 |
1230-0 |
42-0 |
3.5% |
1188-0 |
| Range |
14-0 |
43-2 |
29-2 |
208.9% |
30-2 |
| ATR |
21-7 |
23-4 |
1-5 |
7.3% |
0-0 |
| Volume |
15,100 |
14,150 |
-950 |
-6.3% |
66,522 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1346-7 |
1331-5 |
1253-6 |
|
| R3 |
1303-5 |
1288-3 |
1241-7 |
|
| R2 |
1260-3 |
1260-3 |
1237-7 |
|
| R1 |
1245-1 |
1245-1 |
1234-0 |
1252-6 |
| PP |
1217-1 |
1217-1 |
1217-1 |
1220-7 |
| S1 |
1201-7 |
1201-7 |
1226-0 |
1209-4 |
| S2 |
1173-7 |
1173-7 |
1222-1 |
|
| S3 |
1130-5 |
1158-5 |
1218-1 |
|
| S4 |
1087-3 |
1115-3 |
1206-2 |
|
|
| 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 |
1232-2 |
1169-0 |
63-2 |
5.1% |
22-3 |
1.8% |
96% |
True |
False |
14,325 |
| 10 |
1232-2 |
1169-0 |
63-2 |
5.1% |
22-4 |
1.8% |
96% |
True |
False |
12,469 |
| 20 |
1302-0 |
1169-0 |
133-0 |
10.8% |
23-6 |
1.9% |
46% |
False |
False |
10,761 |
| 40 |
1322-6 |
1169-0 |
153-6 |
12.5% |
22-2 |
1.8% |
40% |
False |
False |
8,722 |
| 60 |
1337-0 |
1169-0 |
168-0 |
13.7% |
21-7 |
1.8% |
36% |
False |
False |
7,477 |
| 80 |
1337-0 |
1169-0 |
168-0 |
13.7% |
20-3 |
1.7% |
36% |
False |
False |
6,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1416-0 |
|
2.618 |
1345-4 |
|
1.618 |
1302-2 |
|
1.000 |
1275-4 |
|
0.618 |
1259-0 |
|
HIGH |
1232-2 |
|
0.618 |
1215-6 |
|
0.500 |
1210-5 |
|
0.382 |
1205-4 |
|
LOW |
1189-0 |
|
0.618 |
1162-2 |
|
1.000 |
1145-6 |
|
1.618 |
1119-0 |
|
2.618 |
1075-6 |
|
4.250 |
1005-2 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1223-4 |
1220-4 |
| PP |
1217-1 |
1211-0 |
| S1 |
1210-5 |
1201-4 |
|