CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1395-2 |
1372-4 |
-22-6 |
-1.6% |
1379-0 |
High |
1397-6 |
1374-0 |
-23-6 |
-1.7% |
1397-6 |
Low |
1378-4 |
1343-4 |
-35-0 |
-2.5% |
1340-0 |
Close |
1379-6 |
1348-2 |
-31-4 |
-2.3% |
1379-6 |
Range |
19-2 |
30-4 |
11-2 |
58.4% |
57-6 |
ATR |
29-7 |
30-2 |
0-4 |
1.5% |
0-0 |
Volume |
44,156 |
29,737 |
-14,419 |
-32.7% |
128,417 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1446-6 |
1428-0 |
1365-0 |
|
R3 |
1416-2 |
1397-4 |
1356-5 |
|
R2 |
1385-6 |
1385-6 |
1353-7 |
|
R1 |
1367-0 |
1367-0 |
1351-0 |
1361-1 |
PP |
1355-2 |
1355-2 |
1355-2 |
1352-2 |
S1 |
1336-4 |
1336-4 |
1345-4 |
1330-5 |
S2 |
1324-6 |
1324-6 |
1342-5 |
|
S3 |
1294-2 |
1306-0 |
1339-7 |
|
S4 |
1263-6 |
1275-4 |
1331-4 |
|
|
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 |
4.3% |
28-0 |
2.1% |
14% |
False |
False |
27,063 |
10 |
1403-4 |
1333-4 |
70-0 |
5.2% |
29-5 |
2.2% |
21% |
False |
False |
24,397 |
20 |
1406-0 |
1273-0 |
133-0 |
9.9% |
30-6 |
2.3% |
57% |
False |
False |
24,210 |
40 |
1406-0 |
1169-0 |
237-0 |
17.6% |
27-2 |
2.0% |
76% |
False |
False |
18,768 |
60 |
1406-0 |
1169-0 |
237-0 |
17.6% |
25-1 |
1.9% |
76% |
False |
False |
14,851 |
80 |
1406-0 |
1169-0 |
237-0 |
17.6% |
24-3 |
1.8% |
76% |
False |
False |
12,462 |
100 |
1406-0 |
1169-0 |
237-0 |
17.6% |
22-6 |
1.7% |
76% |
False |
False |
10,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1503-5 |
2.618 |
1453-7 |
1.618 |
1423-3 |
1.000 |
1404-4 |
0.618 |
1392-7 |
HIGH |
1374-0 |
0.618 |
1362-3 |
0.500 |
1358-6 |
0.382 |
1355-1 |
LOW |
1343-4 |
0.618 |
1324-5 |
1.000 |
1313-0 |
1.618 |
1294-1 |
2.618 |
1263-5 |
4.250 |
1213-7 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1358-6 |
1369-2 |
PP |
1355-2 |
1362-2 |
S1 |
1351-6 |
1355-2 |
|