CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1347-2 |
1357-0 |
9-6 |
0.7% |
1390-0 |
High |
1362-2 |
1361-2 |
-1-0 |
-0.1% |
1403-4 |
Low |
1340-0 |
1348-6 |
8-6 |
0.7% |
1333-4 |
Close |
1355-2 |
1358-0 |
2-6 |
0.2% |
1365-2 |
Range |
22-2 |
12-4 |
-9-6 |
-43.8% |
70-0 |
ATR |
30-0 |
28-6 |
-1-2 |
-4.2% |
0-0 |
Volume |
19,247 |
24,958 |
5,711 |
29.7% |
85,824 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1393-4 |
1388-2 |
1364-7 |
|
R3 |
1381-0 |
1375-6 |
1361-4 |
|
R2 |
1368-4 |
1368-4 |
1360-2 |
|
R1 |
1363-2 |
1363-2 |
1359-1 |
1365-7 |
PP |
1356-0 |
1356-0 |
1356-0 |
1357-2 |
S1 |
1350-6 |
1350-6 |
1356-7 |
1353-3 |
S2 |
1343-4 |
1343-4 |
1355-6 |
|
S3 |
1331-0 |
1338-2 |
1354-4 |
|
S4 |
1318-4 |
1325-6 |
1351-1 |
|
|
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 |
1381-4 |
1333-4 |
48-0 |
3.5% |
23-5 |
1.7% |
51% |
False |
False |
22,248 |
10 |
1403-4 |
1333-4 |
70-0 |
5.2% |
26-1 |
1.9% |
35% |
False |
False |
22,756 |
20 |
1406-0 |
1218-0 |
188-0 |
13.8% |
28-7 |
2.1% |
74% |
False |
False |
22,515 |
40 |
1406-0 |
1169-0 |
237-0 |
17.5% |
26-0 |
1.9% |
80% |
False |
False |
17,003 |
60 |
1406-0 |
1169-0 |
237-0 |
17.5% |
24-5 |
1.8% |
80% |
False |
False |
13,572 |
80 |
1406-0 |
1169-0 |
237-0 |
17.5% |
23-6 |
1.7% |
80% |
False |
False |
11,452 |
100 |
1406-0 |
1169-0 |
237-0 |
17.5% |
22-1 |
1.6% |
80% |
False |
False |
9,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1414-3 |
2.618 |
1394-0 |
1.618 |
1381-4 |
1.000 |
1373-6 |
0.618 |
1369-0 |
HIGH |
1361-2 |
0.618 |
1356-4 |
0.500 |
1355-0 |
0.382 |
1353-4 |
LOW |
1348-6 |
0.618 |
1341-0 |
1.000 |
1336-2 |
1.618 |
1328-4 |
2.618 |
1316-0 |
4.250 |
1295-5 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1357-0 |
1360-6 |
PP |
1356-0 |
1359-7 |
S1 |
1355-0 |
1358-7 |
|