CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1372-4 |
1349-0 |
-23-4 |
-1.7% |
1379-0 |
| High |
1374-0 |
1365-0 |
-9-0 |
-0.7% |
1397-6 |
| Low |
1343-4 |
1332-0 |
-11-4 |
-0.9% |
1340-0 |
| Close |
1348-2 |
1343-0 |
-5-2 |
-0.4% |
1379-6 |
| Range |
30-4 |
33-0 |
2-4 |
8.2% |
57-6 |
| ATR |
30-2 |
30-4 |
0-2 |
0.6% |
0-0 |
| Volume |
29,737 |
24,209 |
-5,528 |
-18.6% |
128,417 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1445-5 |
1427-3 |
1361-1 |
|
| R3 |
1412-5 |
1394-3 |
1352-1 |
|
| R2 |
1379-5 |
1379-5 |
1349-0 |
|
| R1 |
1361-3 |
1361-3 |
1346-0 |
1354-0 |
| PP |
1346-5 |
1346-5 |
1346-5 |
1343-0 |
| S1 |
1328-3 |
1328-3 |
1340-0 |
1321-0 |
| S2 |
1313-5 |
1313-5 |
1337-0 |
|
| S3 |
1280-5 |
1295-3 |
1333-7 |
|
| S4 |
1247-5 |
1262-3 |
1324-7 |
|
|
| 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 |
1332-0 |
65-6 |
4.9% |
30-1 |
2.2% |
17% |
False |
True |
28,056 |
| 10 |
1397-6 |
1332-0 |
65-6 |
4.9% |
30-1 |
2.2% |
17% |
False |
True |
25,186 |
| 20 |
1406-0 |
1285-4 |
120-4 |
9.0% |
30-6 |
2.3% |
48% |
False |
False |
24,781 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.6% |
27-3 |
2.0% |
73% |
False |
False |
19,194 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.6% |
25-4 |
1.9% |
73% |
False |
False |
15,163 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.6% |
24-5 |
1.8% |
73% |
False |
False |
12,725 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.6% |
23-0 |
1.7% |
73% |
False |
False |
10,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1505-2 |
|
2.618 |
1451-3 |
|
1.618 |
1418-3 |
|
1.000 |
1398-0 |
|
0.618 |
1385-3 |
|
HIGH |
1365-0 |
|
0.618 |
1352-3 |
|
0.500 |
1348-4 |
|
0.382 |
1344-5 |
|
LOW |
1332-0 |
|
0.618 |
1311-5 |
|
1.000 |
1299-0 |
|
1.618 |
1278-5 |
|
2.618 |
1245-5 |
|
4.250 |
1191-6 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1348-4 |
1364-7 |
| PP |
1346-5 |
1357-5 |
| S1 |
1344-7 |
1350-2 |
|