CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1365-0 |
1379-0 |
14-0 |
1.0% |
1390-0 |
| High |
1374-4 |
1381-4 |
7-0 |
0.5% |
1403-4 |
| Low |
1353-2 |
1350-6 |
-2-4 |
-0.2% |
1333-4 |
| Close |
1365-2 |
1355-6 |
-9-4 |
-0.7% |
1365-2 |
| Range |
21-2 |
30-6 |
9-4 |
44.7% |
70-0 |
| ATR |
30-5 |
30-5 |
0-0 |
0.0% |
0-0 |
| Volume |
17,951 |
22,836 |
4,885 |
27.2% |
85,824 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1454-7 |
1436-1 |
1372-5 |
|
| R3 |
1424-1 |
1405-3 |
1364-2 |
|
| R2 |
1393-3 |
1393-3 |
1361-3 |
|
| R1 |
1374-5 |
1374-5 |
1358-5 |
1368-5 |
| PP |
1362-5 |
1362-5 |
1362-5 |
1359-6 |
| S1 |
1343-7 |
1343-7 |
1352-7 |
1337-7 |
| S2 |
1331-7 |
1331-7 |
1350-1 |
|
| S3 |
1301-1 |
1313-1 |
1347-2 |
|
| S4 |
1270-3 |
1282-3 |
1338-7 |
|
|
| 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 |
5.2% |
31-3 |
2.3% |
32% |
False |
False |
21,732 |
| 10 |
1406-0 |
1333-4 |
72-4 |
5.3% |
32-3 |
2.4% |
31% |
False |
False |
24,788 |
| 20 |
1406-0 |
1189-0 |
217-0 |
16.0% |
30-2 |
2.2% |
77% |
False |
False |
22,038 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.5% |
26-2 |
1.9% |
79% |
False |
False |
16,262 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.5% |
24-5 |
1.8% |
79% |
False |
False |
12,992 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.5% |
23-5 |
1.7% |
79% |
False |
False |
10,969 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.5% |
22-0 |
1.6% |
79% |
False |
False |
9,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1512-2 |
|
2.618 |
1462-0 |
|
1.618 |
1431-2 |
|
1.000 |
1412-2 |
|
0.618 |
1400-4 |
|
HIGH |
1381-4 |
|
0.618 |
1369-6 |
|
0.500 |
1366-1 |
|
0.382 |
1362-4 |
|
LOW |
1350-6 |
|
0.618 |
1331-6 |
|
1.000 |
1320-0 |
|
1.618 |
1301-0 |
|
2.618 |
1270-2 |
|
4.250 |
1220-0 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1366-1 |
1357-4 |
| PP |
1362-5 |
1356-7 |
| S1 |
1359-2 |
1356-3 |
|