CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1358-0 |
1395-2 |
37-2 |
2.7% |
1379-0 |
| High |
1396-0 |
1397-6 |
1-6 |
0.1% |
1397-6 |
| Low |
1340-6 |
1378-4 |
37-6 |
2.8% |
1340-0 |
| Close |
1393-4 |
1379-6 |
-13-6 |
-1.0% |
1379-6 |
| Range |
55-2 |
19-2 |
-36-0 |
-65.2% |
57-6 |
| ATR |
30-5 |
29-7 |
-0-7 |
-2.7% |
0-0 |
| Volume |
17,220 |
44,156 |
26,936 |
156.4% |
128,417 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1443-1 |
1430-5 |
1390-3 |
|
| R3 |
1423-7 |
1411-3 |
1385-0 |
|
| R2 |
1404-5 |
1404-5 |
1383-2 |
|
| R1 |
1392-1 |
1392-1 |
1381-4 |
1388-6 |
| PP |
1385-3 |
1385-3 |
1385-3 |
1383-5 |
| S1 |
1372-7 |
1372-7 |
1378-0 |
1369-4 |
| S2 |
1366-1 |
1366-1 |
1376-2 |
|
| S3 |
1346-7 |
1353-5 |
1374-4 |
|
| S4 |
1327-5 |
1334-3 |
1369-1 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1545-6 |
1520-4 |
1411-4 |
|
| R3 |
1488-0 |
1462-6 |
1395-5 |
|
| R2 |
1430-2 |
1430-2 |
1390-3 |
|
| R1 |
1405-0 |
1405-0 |
1385-0 |
1417-5 |
| PP |
1372-4 |
1372-4 |
1372-4 |
1378-6 |
| S1 |
1347-2 |
1347-2 |
1374-4 |
1359-7 |
| S2 |
1314-6 |
1314-6 |
1369-1 |
|
| S3 |
1257-0 |
1289-4 |
1363-7 |
|
| S4 |
1199-2 |
1231-6 |
1348-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1397-6 |
1340-0 |
57-6 |
4.2% |
28-0 |
2.0% |
69% |
True |
False |
25,683 |
| 10 |
1403-4 |
1333-4 |
70-0 |
5.1% |
28-7 |
2.1% |
66% |
False |
False |
22,791 |
| 20 |
1406-0 |
1260-6 |
145-2 |
10.5% |
30-0 |
2.2% |
82% |
False |
False |
23,904 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.2% |
27-0 |
2.0% |
89% |
False |
False |
18,185 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.2% |
25-1 |
1.8% |
89% |
False |
False |
14,445 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.2% |
24-2 |
1.8% |
89% |
False |
False |
12,133 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.2% |
22-4 |
1.6% |
89% |
False |
False |
10,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1479-4 |
|
2.618 |
1448-1 |
|
1.618 |
1428-7 |
|
1.000 |
1417-0 |
|
0.618 |
1409-5 |
|
HIGH |
1397-6 |
|
0.618 |
1390-3 |
|
0.500 |
1388-1 |
|
0.382 |
1385-7 |
|
LOW |
1378-4 |
|
0.618 |
1366-5 |
|
1.000 |
1359-2 |
|
1.618 |
1347-3 |
|
2.618 |
1328-1 |
|
4.250 |
1296-6 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1388-1 |
1376-2 |
| PP |
1385-3 |
1372-6 |
| S1 |
1382-4 |
1369-2 |
|