CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
1368-0 |
1370-2 |
2-2 |
0.2% |
1275-2 |
High |
1382-6 |
1378-6 |
-4-0 |
-0.3% |
1331-6 |
Low |
1357-4 |
1357-0 |
-0-4 |
0.0% |
1273-0 |
Close |
1368-4 |
1364-6 |
-3-6 |
-0.3% |
1328-4 |
Range |
25-2 |
21-6 |
-3-4 |
-13.9% |
58-6 |
ATR |
29-7 |
29-2 |
-0-5 |
-1.9% |
0-0 |
Volume |
35,081 |
25,947 |
-9,134 |
-26.0% |
101,010 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1432-1 |
1420-1 |
1376-6 |
|
R3 |
1410-3 |
1398-3 |
1370-6 |
|
R2 |
1388-5 |
1388-5 |
1368-6 |
|
R1 |
1376-5 |
1376-5 |
1366-6 |
1371-6 |
PP |
1366-7 |
1366-7 |
1366-7 |
1364-3 |
S1 |
1354-7 |
1354-7 |
1362-6 |
1350-0 |
S2 |
1345-1 |
1345-1 |
1360-6 |
|
S3 |
1323-3 |
1333-1 |
1358-6 |
|
S4 |
1301-5 |
1311-3 |
1352-6 |
|
|
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 |
1290-2 |
115-6 |
8.5% |
37-0 |
2.7% |
64% |
False |
False |
29,027 |
10 |
1406-0 |
1260-6 |
145-2 |
10.6% |
31-0 |
2.3% |
72% |
False |
False |
25,016 |
20 |
1406-0 |
1169-0 |
237-0 |
17.4% |
27-2 |
2.0% |
83% |
False |
False |
20,081 |
40 |
1406-0 |
1169-0 |
237-0 |
17.4% |
26-0 |
1.9% |
83% |
False |
False |
14,346 |
60 |
1406-0 |
1169-0 |
237-0 |
17.4% |
24-0 |
1.8% |
83% |
False |
False |
11,523 |
80 |
1406-0 |
1169-0 |
237-0 |
17.4% |
22-4 |
1.7% |
83% |
False |
False |
9,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1471-2 |
2.618 |
1435-6 |
1.618 |
1414-0 |
1.000 |
1400-4 |
0.618 |
1392-2 |
HIGH |
1378-6 |
0.618 |
1370-4 |
0.500 |
1367-7 |
0.382 |
1365-2 |
LOW |
1357-0 |
0.618 |
1343-4 |
1.000 |
1335-2 |
1.618 |
1321-6 |
2.618 |
1300-0 |
4.250 |
1264-4 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
1367-7 |
1381-4 |
PP |
1366-7 |
1375-7 |
S1 |
1365-6 |
1370-3 |
|