CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1379-0 |
1347-2 |
-31-6 |
-2.3% |
1390-0 |
| High |
1381-4 |
1362-2 |
-19-2 |
-1.4% |
1403-4 |
| Low |
1350-6 |
1340-0 |
-10-6 |
-0.8% |
1333-4 |
| Close |
1355-6 |
1355-2 |
-0-4 |
0.0% |
1365-2 |
| Range |
30-6 |
22-2 |
-8-4 |
-27.6% |
70-0 |
| ATR |
30-5 |
30-0 |
-0-5 |
-2.0% |
0-0 |
| Volume |
22,836 |
19,247 |
-3,589 |
-15.7% |
85,824 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1419-2 |
1409-4 |
1367-4 |
|
| R3 |
1397-0 |
1387-2 |
1361-3 |
|
| R2 |
1374-6 |
1374-6 |
1359-3 |
|
| R1 |
1365-0 |
1365-0 |
1357-2 |
1369-7 |
| PP |
1352-4 |
1352-4 |
1352-4 |
1355-0 |
| S1 |
1342-6 |
1342-6 |
1353-2 |
1347-5 |
| S2 |
1330-2 |
1330-2 |
1351-1 |
|
| S3 |
1308-0 |
1320-4 |
1349-1 |
|
| S4 |
1285-6 |
1298-2 |
1343-0 |
|
|
| 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 |
1385-0 |
1333-4 |
51-4 |
3.8% |
30-1 |
2.2% |
42% |
False |
False |
22,317 |
| 10 |
1406-0 |
1333-4 |
72-4 |
5.3% |
29-2 |
2.2% |
30% |
False |
False |
24,037 |
| 20 |
1406-0 |
1218-0 |
188-0 |
13.9% |
29-2 |
2.2% |
73% |
False |
False |
22,292 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.5% |
26-4 |
2.0% |
79% |
False |
False |
16,527 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.5% |
24-5 |
1.8% |
79% |
False |
False |
13,246 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.5% |
23-6 |
1.8% |
79% |
False |
False |
11,181 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.5% |
22-1 |
1.6% |
79% |
False |
False |
9,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1456-6 |
|
2.618 |
1420-4 |
|
1.618 |
1398-2 |
|
1.000 |
1384-4 |
|
0.618 |
1376-0 |
|
HIGH |
1362-2 |
|
0.618 |
1353-6 |
|
0.500 |
1351-1 |
|
0.382 |
1348-4 |
|
LOW |
1340-0 |
|
0.618 |
1326-2 |
|
1.000 |
1317-6 |
|
1.618 |
1304-0 |
|
2.618 |
1281-6 |
|
4.250 |
1245-4 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1353-7 |
1360-6 |
| PP |
1352-4 |
1358-7 |
| S1 |
1351-1 |
1357-1 |
|