CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1355-0 |
1342-2 |
-12-6 |
-0.9% |
1372-4 |
| High |
1363-0 |
1342-2 |
-20-6 |
-1.5% |
1374-0 |
| Low |
1333-4 |
1314-0 |
-19-4 |
-1.5% |
1314-0 |
| Close |
1341-4 |
1318-0 |
-23-4 |
-1.8% |
1318-0 |
| Range |
29-4 |
28-2 |
-1-2 |
-4.2% |
60-0 |
| ATR |
29-4 |
29-3 |
-0-1 |
-0.3% |
0-0 |
| Volume |
34,613 |
20,645 |
-13,968 |
-40.4% |
144,682 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1409-4 |
1392-0 |
1333-4 |
|
| R3 |
1381-2 |
1363-6 |
1325-6 |
|
| R2 |
1353-0 |
1353-0 |
1323-1 |
|
| R1 |
1335-4 |
1335-4 |
1320-5 |
1330-1 |
| PP |
1324-6 |
1324-6 |
1324-6 |
1322-0 |
| S1 |
1307-2 |
1307-2 |
1315-3 |
1301-7 |
| S2 |
1296-4 |
1296-4 |
1312-7 |
|
| S3 |
1268-2 |
1279-0 |
1310-2 |
|
| S4 |
1240-0 |
1250-6 |
1302-4 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1515-3 |
1476-5 |
1351-0 |
|
| R3 |
1455-3 |
1416-5 |
1334-4 |
|
| R2 |
1395-3 |
1395-3 |
1329-0 |
|
| R1 |
1356-5 |
1356-5 |
1323-4 |
1346-0 |
| PP |
1335-3 |
1335-3 |
1335-3 |
1330-0 |
| S1 |
1296-5 |
1296-5 |
1312-4 |
1286-0 |
| S2 |
1275-3 |
1275-3 |
1307-0 |
|
| S3 |
1215-3 |
1236-5 |
1301-4 |
|
| S4 |
1155-3 |
1176-5 |
1285-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1374-0 |
1314-0 |
60-0 |
4.6% |
27-4 |
2.1% |
7% |
False |
True |
28,936 |
| 10 |
1397-6 |
1314-0 |
83-6 |
6.4% |
27-6 |
2.1% |
5% |
False |
True |
27,309 |
| 20 |
1406-0 |
1290-2 |
115-6 |
8.8% |
30-5 |
2.3% |
24% |
False |
False |
25,886 |
| 40 |
1406-0 |
1169-0 |
237-0 |
18.0% |
26-7 |
2.0% |
63% |
False |
False |
20,736 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.0% |
26-0 |
2.0% |
63% |
False |
False |
16,383 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.0% |
24-6 |
1.9% |
63% |
False |
False |
13,690 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
23-1 |
1.8% |
63% |
False |
False |
11,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1462-2 |
|
2.618 |
1416-2 |
|
1.618 |
1388-0 |
|
1.000 |
1370-4 |
|
0.618 |
1359-6 |
|
HIGH |
1342-2 |
|
0.618 |
1331-4 |
|
0.500 |
1328-1 |
|
0.382 |
1324-6 |
|
LOW |
1314-0 |
|
0.618 |
1296-4 |
|
1.000 |
1285-6 |
|
1.618 |
1268-2 |
|
2.618 |
1240-0 |
|
4.250 |
1194-0 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1328-1 |
1338-4 |
| PP |
1324-6 |
1331-5 |
| S1 |
1321-3 |
1324-7 |
|