CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1244-6 |
1267-6 |
23-0 |
1.8% |
1192-2 |
| High |
1271-4 |
1274-2 |
2-6 |
0.2% |
1274-2 |
| Low |
1243-6 |
1260-6 |
17-0 |
1.4% |
1189-0 |
| Close |
1268-2 |
1261-6 |
-6-4 |
-0.5% |
1261-6 |
| Range |
27-6 |
13-4 |
-14-2 |
-51.4% |
85-2 |
| ATR |
23-6 |
23-0 |
-0-6 |
-3.1% |
0-0 |
| Volume |
15,132 |
23,613 |
8,481 |
56.0% |
91,870 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1306-1 |
1297-3 |
1269-1 |
|
| R3 |
1292-5 |
1283-7 |
1265-4 |
|
| R2 |
1279-1 |
1279-1 |
1264-2 |
|
| R1 |
1270-3 |
1270-3 |
1263-0 |
1268-0 |
| PP |
1265-5 |
1265-5 |
1265-5 |
1264-3 |
| S1 |
1256-7 |
1256-7 |
1260-4 |
1254-4 |
| S2 |
1252-1 |
1252-1 |
1259-2 |
|
| S3 |
1238-5 |
1243-3 |
1258-0 |
|
| S4 |
1225-1 |
1229-7 |
1254-3 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1497-3 |
1464-7 |
1308-5 |
|
| R3 |
1412-1 |
1379-5 |
1285-2 |
|
| R2 |
1326-7 |
1326-7 |
1277-3 |
|
| R1 |
1294-3 |
1294-3 |
1269-5 |
1310-5 |
| PP |
1241-5 |
1241-5 |
1241-5 |
1249-6 |
| S1 |
1209-1 |
1209-1 |
1253-7 |
1225-3 |
| S2 |
1156-3 |
1156-3 |
1246-1 |
|
| S3 |
1071-1 |
1123-7 |
1238-2 |
|
| S4 |
985-7 |
1038-5 |
1214-7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1274-2 |
1189-0 |
85-2 |
6.8% |
25-7 |
2.0% |
85% |
True |
False |
18,374 |
| 10 |
1274-2 |
1169-0 |
105-2 |
8.3% |
21-5 |
1.7% |
88% |
True |
False |
15,839 |
| 20 |
1300-0 |
1169-0 |
131-0 |
10.4% |
23-6 |
1.9% |
71% |
False |
False |
13,327 |
| 40 |
1302-0 |
1169-0 |
133-0 |
10.5% |
22-3 |
1.8% |
70% |
False |
False |
10,171 |
| 60 |
1337-0 |
1169-0 |
168-0 |
13.3% |
22-2 |
1.8% |
55% |
False |
False |
8,546 |
| 80 |
1337-0 |
1169-0 |
168-0 |
13.3% |
20-6 |
1.6% |
55% |
False |
False |
6,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1331-5 |
|
2.618 |
1309-5 |
|
1.618 |
1296-1 |
|
1.000 |
1287-6 |
|
0.618 |
1282-5 |
|
HIGH |
1274-2 |
|
0.618 |
1269-1 |
|
0.500 |
1267-4 |
|
0.382 |
1265-7 |
|
LOW |
1260-6 |
|
0.618 |
1252-3 |
|
1.000 |
1247-2 |
|
1.618 |
1238-7 |
|
2.618 |
1225-3 |
|
4.250 |
1203-3 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1267-4 |
1256-4 |
| PP |
1265-5 |
1251-3 |
| S1 |
1263-5 |
1246-1 |
|