CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1352-4 |
1365-0 |
12-4 |
0.9% |
1390-0 |
| High |
1365-0 |
1374-4 |
9-4 |
0.7% |
1403-4 |
| Low |
1333-4 |
1353-2 |
19-6 |
1.5% |
1333-4 |
| Close |
1364-2 |
1365-2 |
1-0 |
0.1% |
1365-2 |
| Range |
31-4 |
21-2 |
-10-2 |
-32.5% |
70-0 |
| ATR |
31-3 |
30-5 |
-0-6 |
-2.3% |
0-0 |
| Volume |
26,249 |
17,951 |
-8,298 |
-31.6% |
85,824 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1428-1 |
1417-7 |
1377-0 |
|
| R3 |
1406-7 |
1396-5 |
1371-1 |
|
| R2 |
1385-5 |
1385-5 |
1369-1 |
|
| R1 |
1375-3 |
1375-3 |
1367-2 |
1380-4 |
| PP |
1364-3 |
1364-3 |
1364-3 |
1366-7 |
| S1 |
1354-1 |
1354-1 |
1363-2 |
1359-2 |
| S2 |
1343-1 |
1343-1 |
1361-3 |
|
| S3 |
1321-7 |
1332-7 |
1359-3 |
|
| S4 |
1300-5 |
1311-5 |
1353-4 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1577-3 |
1541-3 |
1403-6 |
|
| R3 |
1507-3 |
1471-3 |
1384-4 |
|
| R2 |
1437-3 |
1437-3 |
1378-1 |
|
| R1 |
1401-3 |
1401-3 |
1371-5 |
1384-3 |
| PP |
1367-3 |
1367-3 |
1367-3 |
1359-0 |
| S1 |
1331-3 |
1331-3 |
1358-7 |
1314-3 |
| S2 |
1297-3 |
1297-3 |
1352-3 |
|
| S3 |
1227-3 |
1261-3 |
1346-0 |
|
| S4 |
1157-3 |
1191-3 |
1326-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1403-4 |
1333-4 |
70-0 |
5.1% |
29-6 |
2.2% |
45% |
False |
False |
19,899 |
| 10 |
1406-0 |
1290-2 |
115-6 |
8.5% |
33-3 |
2.4% |
65% |
False |
False |
24,463 |
| 20 |
1406-0 |
1185-2 |
220-6 |
16.2% |
29-4 |
2.2% |
82% |
False |
False |
21,651 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.4% |
26-4 |
1.9% |
83% |
False |
False |
15,921 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.4% |
24-4 |
1.8% |
83% |
False |
False |
12,702 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.4% |
23-4 |
1.7% |
83% |
False |
False |
10,746 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.4% |
21-7 |
1.6% |
83% |
False |
False |
8,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1464-6 |
|
2.618 |
1430-1 |
|
1.618 |
1408-7 |
|
1.000 |
1395-6 |
|
0.618 |
1387-5 |
|
HIGH |
1374-4 |
|
0.618 |
1366-3 |
|
0.500 |
1363-7 |
|
0.382 |
1361-3 |
|
LOW |
1353-2 |
|
0.618 |
1340-1 |
|
1.000 |
1332-0 |
|
1.618 |
1318-7 |
|
2.618 |
1297-5 |
|
4.250 |
1263-0 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1364-6 |
1363-2 |
| PP |
1364-3 |
1361-2 |
| S1 |
1363-7 |
1359-2 |
|