CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1385-0 |
1368-0 |
-17-0 |
-1.2% |
1275-2 |
High |
1406-0 |
1382-6 |
-23-2 |
-1.7% |
1331-6 |
Low |
1362-6 |
1357-4 |
-5-2 |
-0.4% |
1273-0 |
Close |
1365-4 |
1368-4 |
3-0 |
0.2% |
1328-4 |
Range |
43-2 |
25-2 |
-18-0 |
-41.6% |
58-6 |
ATR |
30-2 |
29-7 |
-0-3 |
-1.2% |
0-0 |
Volume |
37,761 |
35,081 |
-2,680 |
-7.1% |
101,010 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1445-3 |
1432-1 |
1382-3 |
|
R3 |
1420-1 |
1406-7 |
1375-4 |
|
R2 |
1394-7 |
1394-7 |
1373-1 |
|
R1 |
1381-5 |
1381-5 |
1370-7 |
1388-2 |
PP |
1369-5 |
1369-5 |
1369-5 |
1372-7 |
S1 |
1356-3 |
1356-3 |
1366-1 |
1363-0 |
S2 |
1344-3 |
1344-3 |
1363-7 |
|
S3 |
1319-1 |
1331-1 |
1361-4 |
|
S4 |
1293-7 |
1305-7 |
1354-5 |
|
|
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 |
1406-0 |
1285-4 |
120-4 |
8.8% |
37-0 |
2.7% |
69% |
False |
False |
28,539 |
10 |
1406-0 |
1243-6 |
162-2 |
11.9% |
31-5 |
2.3% |
77% |
False |
False |
23,935 |
20 |
1406-0 |
1169-0 |
237-0 |
17.3% |
27-1 |
2.0% |
84% |
False |
False |
19,174 |
40 |
1406-0 |
1169-0 |
237-0 |
17.3% |
25-7 |
1.9% |
84% |
False |
False |
13,863 |
60 |
1406-0 |
1169-0 |
237-0 |
17.3% |
24-0 |
1.8% |
84% |
False |
False |
11,146 |
80 |
1406-0 |
1169-0 |
237-0 |
17.3% |
22-3 |
1.6% |
84% |
False |
False |
9,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1490-0 |
2.618 |
1448-7 |
1.618 |
1423-5 |
1.000 |
1408-0 |
0.618 |
1398-3 |
HIGH |
1382-6 |
0.618 |
1373-1 |
0.500 |
1370-1 |
0.382 |
1367-1 |
LOW |
1357-4 |
0.618 |
1341-7 |
1.000 |
1332-2 |
1.618 |
1316-5 |
2.618 |
1291-3 |
4.250 |
1250-2 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1370-1 |
1375-3 |
PP |
1369-5 |
1373-1 |
S1 |
1369-0 |
1370-6 |
|