CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1267-6 |
1275-2 |
7-4 |
0.6% |
1192-2 |
| High |
1274-2 |
1305-6 |
31-4 |
2.5% |
1274-2 |
| Low |
1260-6 |
1273-0 |
12-2 |
1.0% |
1189-0 |
| Close |
1261-6 |
1303-6 |
42-0 |
3.3% |
1261-6 |
| Range |
13-4 |
32-6 |
19-2 |
142.6% |
85-2 |
| ATR |
23-0 |
24-4 |
1-4 |
6.5% |
0-0 |
| Volume |
23,613 |
12,795 |
-10,818 |
-45.8% |
91,870 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1392-3 |
1380-7 |
1321-6 |
|
| R3 |
1359-5 |
1348-1 |
1312-6 |
|
| R2 |
1326-7 |
1326-7 |
1309-6 |
|
| R1 |
1315-3 |
1315-3 |
1306-6 |
1321-1 |
| PP |
1294-1 |
1294-1 |
1294-1 |
1297-0 |
| S1 |
1282-5 |
1282-5 |
1300-6 |
1288-3 |
| S2 |
1261-3 |
1261-3 |
1297-6 |
|
| S3 |
1228-5 |
1249-7 |
1294-6 |
|
| S4 |
1195-7 |
1217-1 |
1285-6 |
|
|
| 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 |
1305-6 |
1218-0 |
87-6 |
6.7% |
23-6 |
1.8% |
98% |
True |
False |
18,103 |
| 10 |
1305-6 |
1169-0 |
136-6 |
10.5% |
23-1 |
1.8% |
99% |
True |
False |
16,214 |
| 20 |
1305-6 |
1169-0 |
136-6 |
10.5% |
24-0 |
1.8% |
99% |
True |
False |
13,608 |
| 40 |
1305-6 |
1169-0 |
136-6 |
10.5% |
22-6 |
1.7% |
99% |
True |
False |
10,354 |
| 60 |
1337-0 |
1169-0 |
168-0 |
12.9% |
22-4 |
1.7% |
80% |
False |
False |
8,706 |
| 80 |
1337-0 |
1169-0 |
168-0 |
12.9% |
21-0 |
1.6% |
80% |
False |
False |
7,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1445-0 |
|
2.618 |
1391-4 |
|
1.618 |
1358-6 |
|
1.000 |
1338-4 |
|
0.618 |
1326-0 |
|
HIGH |
1305-6 |
|
0.618 |
1293-2 |
|
0.500 |
1289-3 |
|
0.382 |
1285-4 |
|
LOW |
1273-0 |
|
0.618 |
1252-6 |
|
1.000 |
1240-2 |
|
1.618 |
1220-0 |
|
2.618 |
1187-2 |
|
4.250 |
1133-6 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1299-0 |
1294-1 |
| PP |
1294-1 |
1284-3 |
| S1 |
1289-3 |
1274-6 |
|