CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1302-4 |
1290-2 |
-12-2 |
-0.9% |
1275-2 |
| High |
1307-2 |
1331-6 |
24-4 |
1.9% |
1331-6 |
| Low |
1285-4 |
1290-2 |
4-6 |
0.4% |
1273-0 |
| Close |
1288-4 |
1328-4 |
40-0 |
3.1% |
1328-4 |
| Range |
21-6 |
41-4 |
19-6 |
90.8% |
58-6 |
| ATR |
24-6 |
26-1 |
1-3 |
5.3% |
0-0 |
| Volume |
23,506 |
19,590 |
-3,916 |
-16.7% |
101,010 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1441-3 |
1426-3 |
1351-3 |
|
| R3 |
1399-7 |
1384-7 |
1339-7 |
|
| R2 |
1358-3 |
1358-3 |
1336-1 |
|
| R1 |
1343-3 |
1343-3 |
1332-2 |
1350-7 |
| PP |
1316-7 |
1316-7 |
1316-7 |
1320-4 |
| S1 |
1301-7 |
1301-7 |
1324-6 |
1309-3 |
| S2 |
1275-3 |
1275-3 |
1320-7 |
|
| S3 |
1233-7 |
1260-3 |
1317-1 |
|
| S4 |
1192-3 |
1218-7 |
1305-5 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1487-3 |
1466-5 |
1360-6 |
|
| R3 |
1428-5 |
1407-7 |
1344-5 |
|
| R2 |
1369-7 |
1369-7 |
1339-2 |
|
| R1 |
1349-1 |
1349-1 |
1333-7 |
1359-4 |
| PP |
1311-1 |
1311-1 |
1311-1 |
1316-2 |
| S1 |
1290-3 |
1290-3 |
1323-1 |
1300-6 |
| S2 |
1252-3 |
1252-3 |
1317-6 |
|
| S3 |
1193-5 |
1231-5 |
1312-3 |
|
| S4 |
1134-7 |
1172-7 |
1296-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1331-6 |
1273-0 |
58-6 |
4.4% |
30-4 |
2.3% |
94% |
True |
False |
20,202 |
| 10 |
1331-6 |
1189-0 |
142-6 |
10.7% |
28-2 |
2.1% |
98% |
True |
False |
19,288 |
| 20 |
1331-6 |
1169-0 |
162-6 |
12.3% |
24-1 |
1.8% |
98% |
True |
False |
15,847 |
| 40 |
1331-6 |
1169-0 |
162-6 |
12.3% |
24-3 |
1.8% |
98% |
True |
False |
11,952 |
| 60 |
1337-0 |
1169-0 |
168-0 |
12.6% |
23-1 |
1.7% |
95% |
False |
False |
9,874 |
| 80 |
1337-0 |
1169-0 |
168-0 |
12.6% |
21-4 |
1.6% |
95% |
False |
False |
8,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1508-1 |
|
2.618 |
1440-3 |
|
1.618 |
1398-7 |
|
1.000 |
1373-2 |
|
0.618 |
1357-3 |
|
HIGH |
1331-6 |
|
0.618 |
1315-7 |
|
0.500 |
1311-0 |
|
0.382 |
1306-1 |
|
LOW |
1290-2 |
|
0.618 |
1264-5 |
|
1.000 |
1248-6 |
|
1.618 |
1223-1 |
|
2.618 |
1181-5 |
|
4.250 |
1113-7 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1322-5 |
1321-7 |
| PP |
1316-7 |
1315-2 |
| S1 |
1311-0 |
1308-5 |
|