CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1227-2 |
1230-0 |
2-6 |
0.2% |
1186-0 |
| High |
1245-0 |
1244-2 |
-0-6 |
-0.1% |
1199-2 |
| Low |
1226-4 |
1218-0 |
-8-4 |
-0.7% |
1169-0 |
| Close |
1232-4 |
1243-2 |
10-6 |
0.9% |
1188-0 |
| Range |
18-4 |
26-2 |
7-6 |
41.9% |
30-2 |
| ATR |
23-1 |
23-3 |
0-2 |
1.0% |
0-0 |
| Volume |
20,500 |
18,475 |
-2,025 |
-9.9% |
66,522 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1313-7 |
1304-7 |
1257-6 |
|
| R3 |
1287-5 |
1278-5 |
1250-4 |
|
| R2 |
1261-3 |
1261-3 |
1248-0 |
|
| R1 |
1252-3 |
1252-3 |
1245-5 |
1256-7 |
| PP |
1235-1 |
1235-1 |
1235-1 |
1237-4 |
| S1 |
1226-1 |
1226-1 |
1240-7 |
1230-5 |
| S2 |
1208-7 |
1208-7 |
1238-4 |
|
| S3 |
1182-5 |
1199-7 |
1236-0 |
|
| S4 |
1156-3 |
1173-5 |
1228-6 |
|
|
| 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 |
1245-0 |
1170-6 |
74-2 |
6.0% |
25-2 |
2.0% |
98% |
False |
False |
16,378 |
| 10 |
1245-0 |
1169-0 |
76-0 |
6.1% |
22-5 |
1.8% |
98% |
False |
False |
14,413 |
| 20 |
1300-0 |
1169-0 |
131-0 |
10.5% |
23-6 |
1.9% |
57% |
False |
False |
11,950 |
| 40 |
1322-6 |
1169-0 |
153-6 |
12.4% |
22-6 |
1.8% |
48% |
False |
False |
9,448 |
| 60 |
1337-0 |
1169-0 |
168-0 |
13.5% |
22-1 |
1.8% |
44% |
False |
False |
8,026 |
| 80 |
1337-0 |
1169-0 |
168-0 |
13.5% |
20-5 |
1.7% |
44% |
False |
False |
6,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1355-6 |
|
2.618 |
1313-0 |
|
1.618 |
1286-6 |
|
1.000 |
1270-4 |
|
0.618 |
1260-4 |
|
HIGH |
1244-2 |
|
0.618 |
1234-2 |
|
0.500 |
1231-1 |
|
0.382 |
1228-0 |
|
LOW |
1218-0 |
|
0.618 |
1201-6 |
|
1.000 |
1191-6 |
|
1.618 |
1175-4 |
|
2.618 |
1149-2 |
|
4.250 |
1106-4 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1239-2 |
1234-4 |
| PP |
1235-1 |
1225-6 |
| S1 |
1231-1 |
1217-0 |
|