CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1366-4 |
1390-0 |
23-4 |
1.7% |
1344-6 |
| High |
1366-4 |
1403-4 |
37-0 |
2.7% |
1406-0 |
| Low |
1343-4 |
1375-0 |
31-4 |
2.3% |
1343-4 |
| Close |
1354-6 |
1385-0 |
30-2 |
2.2% |
1354-6 |
| Range |
23-0 |
28-4 |
5-4 |
23.9% |
62-4 |
| ATR |
28-7 |
30-2 |
1-3 |
4.9% |
0-0 |
| Volume |
13,674 |
16,320 |
2,646 |
19.4% |
139,220 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1473-3 |
1457-5 |
1400-5 |
|
| R3 |
1444-7 |
1429-1 |
1392-7 |
|
| R2 |
1416-3 |
1416-3 |
1390-2 |
|
| R1 |
1400-5 |
1400-5 |
1387-5 |
1394-2 |
| PP |
1387-7 |
1387-7 |
1387-7 |
1384-5 |
| S1 |
1372-1 |
1372-1 |
1382-3 |
1365-6 |
| S2 |
1359-3 |
1359-3 |
1379-6 |
|
| S3 |
1330-7 |
1343-5 |
1377-1 |
|
| S4 |
1302-3 |
1315-1 |
1369-3 |
|
|
| 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 |
4.5% |
28-3 |
2.0% |
66% |
False |
False |
25,756 |
| 10 |
1406-0 |
1285-4 |
120-4 |
8.7% |
31-4 |
2.3% |
83% |
False |
False |
24,375 |
| 20 |
1406-0 |
1169-0 |
237-0 |
17.1% |
27-2 |
2.0% |
91% |
False |
False |
20,294 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.1% |
26-0 |
1.9% |
91% |
False |
False |
14,812 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.1% |
24-0 |
1.7% |
91% |
False |
False |
11,906 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.1% |
22-7 |
1.7% |
91% |
False |
False |
9,964 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.1% |
21-3 |
1.5% |
91% |
False |
False |
8,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1524-5 |
|
2.618 |
1478-1 |
|
1.618 |
1449-5 |
|
1.000 |
1432-0 |
|
0.618 |
1421-1 |
|
HIGH |
1403-4 |
|
0.618 |
1392-5 |
|
0.500 |
1389-2 |
|
0.382 |
1385-7 |
|
LOW |
1375-0 |
|
0.618 |
1357-3 |
|
1.000 |
1346-4 |
|
1.618 |
1328-7 |
|
2.618 |
1300-3 |
|
4.250 |
1253-7 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1389-2 |
1381-1 |
| PP |
1387-7 |
1377-3 |
| S1 |
1386-3 |
1373-4 |
|