CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1342-4 |
1355-0 |
12-4 |
0.9% |
1379-0 |
High |
1351-6 |
1363-0 |
11-2 |
0.8% |
1397-6 |
Low |
1335-6 |
1333-4 |
-2-2 |
-0.2% |
1340-0 |
Close |
1350-2 |
1341-4 |
-8-6 |
-0.6% |
1379-6 |
Range |
16-0 |
29-4 |
13-4 |
84.4% |
57-6 |
ATR |
29-4 |
29-4 |
0-0 |
0.0% |
0-0 |
Volume |
35,478 |
34,613 |
-865 |
-2.4% |
128,417 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1434-4 |
1417-4 |
1357-6 |
|
R3 |
1405-0 |
1388-0 |
1349-5 |
|
R2 |
1375-4 |
1375-4 |
1346-7 |
|
R1 |
1358-4 |
1358-4 |
1344-2 |
1352-2 |
PP |
1346-0 |
1346-0 |
1346-0 |
1342-7 |
S1 |
1329-0 |
1329-0 |
1338-6 |
1322-6 |
S2 |
1316-4 |
1316-4 |
1336-1 |
|
S3 |
1287-0 |
1299-4 |
1333-3 |
|
S4 |
1257-4 |
1270-0 |
1325-2 |
|
|
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% |
25-5 |
1.9% |
14% |
False |
False |
33,638 |
10 |
1397-6 |
1332-0 |
65-6 |
4.9% |
27-0 |
2.0% |
14% |
False |
False |
27,040 |
20 |
1406-0 |
1285-4 |
120-4 |
9.0% |
30-2 |
2.3% |
46% |
False |
False |
26,029 |
40 |
1406-0 |
1169-0 |
237-0 |
17.7% |
27-2 |
2.0% |
73% |
False |
False |
20,421 |
60 |
1406-0 |
1169-0 |
237-0 |
17.7% |
25-5 |
1.9% |
73% |
False |
False |
16,123 |
80 |
1406-0 |
1169-0 |
237-0 |
17.7% |
24-4 |
1.8% |
73% |
False |
False |
13,515 |
100 |
1406-0 |
1169-0 |
237-0 |
17.7% |
23-0 |
1.7% |
73% |
False |
False |
11,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1488-3 |
2.618 |
1440-2 |
1.618 |
1410-6 |
1.000 |
1392-4 |
0.618 |
1381-2 |
HIGH |
1363-0 |
0.618 |
1351-6 |
0.500 |
1348-2 |
0.382 |
1344-6 |
LOW |
1333-4 |
0.618 |
1315-2 |
1.000 |
1304-0 |
1.618 |
1285-6 |
2.618 |
1256-2 |
4.250 |
1208-1 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1348-2 |
1348-4 |
PP |
1346-0 |
1346-1 |
S1 |
1343-6 |
1343-7 |
|