CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1344-6 |
1385-0 |
40-2 |
3.0% |
1275-2 |
| High |
1398-2 |
1406-0 |
7-6 |
0.6% |
1331-6 |
| Low |
1344-6 |
1362-6 |
18-0 |
1.3% |
1273-0 |
| Close |
1387-0 |
1365-4 |
-21-4 |
-1.6% |
1328-4 |
| Range |
53-4 |
43-2 |
-10-2 |
-19.2% |
58-6 |
| ATR |
29-2 |
30-2 |
1-0 |
3.4% |
0-0 |
| Volume |
26,757 |
37,761 |
11,004 |
41.1% |
101,010 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1507-7 |
1479-7 |
1389-2 |
|
| R3 |
1464-5 |
1436-5 |
1377-3 |
|
| R2 |
1421-3 |
1421-3 |
1373-3 |
|
| R1 |
1393-3 |
1393-3 |
1369-4 |
1385-6 |
| PP |
1378-1 |
1378-1 |
1378-1 |
1374-2 |
| S1 |
1350-1 |
1350-1 |
1361-4 |
1342-4 |
| S2 |
1334-7 |
1334-7 |
1357-5 |
|
| S3 |
1291-5 |
1306-7 |
1353-5 |
|
| S4 |
1248-3 |
1263-5 |
1341-6 |
|
|
| 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 |
1406-0 |
1285-4 |
120-4 |
8.8% |
38-4 |
2.8% |
66% |
True |
False |
25,571 |
| 10 |
1406-0 |
1218-0 |
188-0 |
13.8% |
31-6 |
2.3% |
78% |
True |
False |
22,274 |
| 20 |
1406-0 |
1169-0 |
237-0 |
17.4% |
26-6 |
2.0% |
83% |
True |
False |
17,984 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.4% |
25-5 |
1.9% |
83% |
True |
False |
13,170 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.4% |
23-7 |
1.7% |
83% |
True |
False |
10,659 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.4% |
22-2 |
1.6% |
83% |
True |
False |
8,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1589-6 |
|
2.618 |
1519-2 |
|
1.618 |
1476-0 |
|
1.000 |
1449-2 |
|
0.618 |
1432-6 |
|
HIGH |
1406-0 |
|
0.618 |
1389-4 |
|
0.500 |
1384-3 |
|
0.382 |
1379-2 |
|
LOW |
1362-6 |
|
0.618 |
1336-0 |
|
1.000 |
1319-4 |
|
1.618 |
1292-6 |
|
2.618 |
1249-4 |
|
4.250 |
1179-0 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1384-3 |
1359-6 |
| PP |
1378-1 |
1353-7 |
| S1 |
1371-6 |
1348-1 |
|