CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1303-0 |
1291-4 |
-11-4 |
-0.9% |
1192-2 |
High |
1310-0 |
1320-0 |
10-0 |
0.8% |
1274-2 |
Low |
1285-6 |
1287-4 |
1-6 |
0.1% |
1189-0 |
Close |
1291-6 |
1305-4 |
13-6 |
1.1% |
1261-6 |
Range |
24-2 |
32-4 |
8-2 |
34.0% |
85-2 |
ATR |
24-4 |
25-0 |
0-5 |
2.3% |
0-0 |
Volume |
24,874 |
20,245 |
-4,629 |
-18.6% |
91,870 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1401-7 |
1386-1 |
1323-3 |
|
R3 |
1369-3 |
1353-5 |
1314-4 |
|
R2 |
1336-7 |
1336-7 |
1311-4 |
|
R1 |
1321-1 |
1321-1 |
1308-4 |
1329-0 |
PP |
1304-3 |
1304-3 |
1304-3 |
1308-2 |
S1 |
1288-5 |
1288-5 |
1302-4 |
1296-4 |
S2 |
1271-7 |
1271-7 |
1299-4 |
|
S3 |
1239-3 |
1256-1 |
1296-4 |
|
S4 |
1206-7 |
1223-5 |
1287-5 |
|
|
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 |
1320-0 |
1243-6 |
76-2 |
5.8% |
26-1 |
2.0% |
81% |
True |
False |
19,331 |
10 |
1320-0 |
1170-6 |
149-2 |
11.4% |
25-6 |
2.0% |
90% |
True |
False |
17,854 |
20 |
1320-0 |
1169-0 |
151-0 |
11.6% |
24-2 |
1.9% |
90% |
True |
False |
14,812 |
40 |
1320-0 |
1169-0 |
151-0 |
11.6% |
23-3 |
1.8% |
90% |
True |
False |
11,169 |
60 |
1337-0 |
1169-0 |
168-0 |
12.9% |
22-5 |
1.7% |
81% |
False |
False |
9,344 |
80 |
1337-0 |
1169-0 |
168-0 |
12.9% |
21-2 |
1.6% |
81% |
False |
False |
7,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1458-1 |
2.618 |
1405-1 |
1.618 |
1372-5 |
1.000 |
1352-4 |
0.618 |
1340-1 |
HIGH |
1320-0 |
0.618 |
1307-5 |
0.500 |
1303-6 |
0.382 |
1299-7 |
LOW |
1287-4 |
0.618 |
1267-3 |
1.000 |
1255-0 |
1.618 |
1234-7 |
2.618 |
1202-3 |
4.250 |
1149-3 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1304-7 |
1302-4 |
PP |
1304-3 |
1299-4 |
S1 |
1303-6 |
1296-4 |
|