CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1349-0 |
1342-4 |
-6-4 |
-0.5% |
1379-0 |
| High |
1365-0 |
1351-6 |
-13-2 |
-1.0% |
1397-6 |
| Low |
1332-0 |
1335-6 |
3-6 |
0.3% |
1340-0 |
| Close |
1343-0 |
1350-2 |
7-2 |
0.5% |
1379-6 |
| Range |
33-0 |
16-0 |
-17-0 |
-51.5% |
57-6 |
| ATR |
30-4 |
29-4 |
-1-0 |
-3.4% |
0-0 |
| Volume |
24,209 |
35,478 |
11,269 |
46.5% |
128,417 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1393-7 |
1388-1 |
1359-0 |
|
| R3 |
1377-7 |
1372-1 |
1354-5 |
|
| R2 |
1361-7 |
1361-7 |
1353-1 |
|
| R1 |
1356-1 |
1356-1 |
1351-6 |
1359-0 |
| PP |
1345-7 |
1345-7 |
1345-7 |
1347-3 |
| S1 |
1340-1 |
1340-1 |
1348-6 |
1343-0 |
| S2 |
1329-7 |
1329-7 |
1347-3 |
|
| S3 |
1313-7 |
1324-1 |
1345-7 |
|
| S4 |
1297-7 |
1308-1 |
1341-4 |
|
|
| 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 |
1332-0 |
65-6 |
4.9% |
30-6 |
2.3% |
28% |
False |
False |
30,160 |
| 10 |
1397-6 |
1332-0 |
65-6 |
4.9% |
27-2 |
2.0% |
28% |
False |
False |
26,204 |
| 20 |
1406-0 |
1285-4 |
120-4 |
8.9% |
30-3 |
2.3% |
54% |
False |
False |
25,311 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.6% |
26-7 |
2.0% |
76% |
False |
False |
19,801 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.6% |
25-3 |
1.9% |
76% |
False |
False |
15,661 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.6% |
24-5 |
1.8% |
76% |
False |
False |
13,124 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.6% |
23-0 |
1.7% |
76% |
False |
False |
10,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1419-6 |
|
2.618 |
1393-5 |
|
1.618 |
1377-5 |
|
1.000 |
1367-6 |
|
0.618 |
1361-5 |
|
HIGH |
1351-6 |
|
0.618 |
1345-5 |
|
0.500 |
1343-6 |
|
0.382 |
1341-7 |
|
LOW |
1335-6 |
|
0.618 |
1325-7 |
|
1.000 |
1319-6 |
|
1.618 |
1309-7 |
|
2.618 |
1293-7 |
|
4.250 |
1267-6 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1348-1 |
1353-0 |
| PP |
1345-7 |
1352-1 |
| S1 |
1343-6 |
1351-1 |
|