CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1290-2 |
1344-6 |
54-4 |
4.2% |
1275-2 |
| High |
1331-6 |
1398-2 |
66-4 |
5.0% |
1331-6 |
| Low |
1290-2 |
1344-6 |
54-4 |
4.2% |
1273-0 |
| Close |
1328-4 |
1387-0 |
58-4 |
4.4% |
1328-4 |
| Range |
41-4 |
53-4 |
12-0 |
28.9% |
58-6 |
| ATR |
26-1 |
29-2 |
3-1 |
11.9% |
0-0 |
| Volume |
19,590 |
26,757 |
7,167 |
36.6% |
101,010 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1537-1 |
1515-5 |
1416-3 |
|
| R3 |
1483-5 |
1462-1 |
1401-6 |
|
| R2 |
1430-1 |
1430-1 |
1396-6 |
|
| R1 |
1408-5 |
1408-5 |
1391-7 |
1419-3 |
| PP |
1376-5 |
1376-5 |
1376-5 |
1382-0 |
| S1 |
1355-1 |
1355-1 |
1382-1 |
1365-7 |
| S2 |
1323-1 |
1323-1 |
1377-2 |
|
| S3 |
1269-5 |
1301-5 |
1372-2 |
|
| S4 |
1216-1 |
1248-1 |
1357-5 |
|
|
| 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 |
1398-2 |
1285-4 |
112-6 |
8.1% |
34-6 |
2.5% |
90% |
True |
False |
22,994 |
| 10 |
1398-2 |
1218-0 |
180-2 |
13.0% |
29-2 |
2.1% |
94% |
True |
False |
20,548 |
| 20 |
1398-2 |
1169-0 |
229-2 |
16.5% |
25-7 |
1.9% |
95% |
True |
False |
16,508 |
| 40 |
1398-2 |
1169-0 |
229-2 |
16.5% |
25-0 |
1.8% |
95% |
True |
False |
12,484 |
| 60 |
1398-2 |
1169-0 |
229-2 |
16.5% |
23-5 |
1.7% |
95% |
True |
False |
10,220 |
| 80 |
1398-2 |
1169-0 |
229-2 |
16.5% |
22-0 |
1.6% |
95% |
True |
False |
8,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1625-5 |
|
2.618 |
1538-3 |
|
1.618 |
1484-7 |
|
1.000 |
1451-6 |
|
0.618 |
1431-3 |
|
HIGH |
1398-2 |
|
0.618 |
1377-7 |
|
0.500 |
1371-4 |
|
0.382 |
1365-1 |
|
LOW |
1344-6 |
|
0.618 |
1311-5 |
|
1.000 |
1291-2 |
|
1.618 |
1258-1 |
|
2.618 |
1204-5 |
|
4.250 |
1117-3 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1381-7 |
1372-0 |
| PP |
1376-5 |
1356-7 |
| S1 |
1371-4 |
1341-7 |
|