CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1370-2 |
1366-4 |
-3-6 |
-0.3% |
1344-6 |
| High |
1378-6 |
1366-4 |
-12-2 |
-0.9% |
1406-0 |
| Low |
1357-0 |
1343-4 |
-13-4 |
-1.0% |
1343-4 |
| Close |
1364-6 |
1354-6 |
-10-0 |
-0.7% |
1354-6 |
| Range |
21-6 |
23-0 |
1-2 |
5.7% |
62-4 |
| ATR |
29-2 |
28-7 |
-0-4 |
-1.5% |
0-0 |
| Volume |
25,947 |
13,674 |
-12,273 |
-47.3% |
139,220 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1423-7 |
1412-3 |
1367-3 |
|
| R3 |
1400-7 |
1389-3 |
1361-1 |
|
| R2 |
1377-7 |
1377-7 |
1359-0 |
|
| R1 |
1366-3 |
1366-3 |
1356-7 |
1360-5 |
| PP |
1354-7 |
1354-7 |
1354-7 |
1352-0 |
| S1 |
1343-3 |
1343-3 |
1352-5 |
1337-5 |
| S2 |
1331-7 |
1331-7 |
1350-4 |
|
| S3 |
1308-7 |
1320-3 |
1348-3 |
|
| S4 |
1285-7 |
1297-3 |
1342-1 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1555-5 |
1517-5 |
1389-1 |
|
| R3 |
1493-1 |
1455-1 |
1372-0 |
|
| R2 |
1430-5 |
1430-5 |
1366-2 |
|
| R1 |
1392-5 |
1392-5 |
1360-4 |
1411-5 |
| PP |
1368-1 |
1368-1 |
1368-1 |
1377-4 |
| S1 |
1330-1 |
1330-1 |
1349-0 |
1349-1 |
| S2 |
1305-5 |
1305-5 |
1343-2 |
|
| S3 |
1243-1 |
1267-5 |
1337-4 |
|
| S4 |
1180-5 |
1205-1 |
1320-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1406-0 |
1343-4 |
62-4 |
4.6% |
33-3 |
2.5% |
18% |
False |
True |
27,844 |
| 10 |
1406-0 |
1273-0 |
133-0 |
9.8% |
32-0 |
2.4% |
61% |
False |
False |
24,023 |
| 20 |
1406-0 |
1169-0 |
237-0 |
17.5% |
26-6 |
2.0% |
78% |
False |
False |
19,931 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.5% |
25-7 |
1.9% |
78% |
False |
False |
14,542 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.5% |
24-0 |
1.8% |
78% |
False |
False |
11,709 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.5% |
22-5 |
1.7% |
78% |
False |
False |
9,799 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.5% |
21-2 |
1.6% |
78% |
False |
False |
8,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1464-2 |
|
2.618 |
1426-6 |
|
1.618 |
1403-6 |
|
1.000 |
1389-4 |
|
0.618 |
1380-6 |
|
HIGH |
1366-4 |
|
0.618 |
1357-6 |
|
0.500 |
1355-0 |
|
0.382 |
1352-2 |
|
LOW |
1343-4 |
|
0.618 |
1329-2 |
|
1.000 |
1320-4 |
|
1.618 |
1306-2 |
|
2.618 |
1283-2 |
|
4.250 |
1245-6 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1355-0 |
1363-1 |
| PP |
1354-7 |
1360-3 |
| S1 |
1354-7 |
1357-4 |
|