CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1342-2 |
1312-2 |
-30-0 |
-2.2% |
1372-4 |
High |
1342-2 |
1320-0 |
-22-2 |
-1.7% |
1374-0 |
Low |
1314-0 |
1308-4 |
-5-4 |
-0.4% |
1314-0 |
Close |
1318-0 |
1310-4 |
-7-4 |
-0.6% |
1318-0 |
Range |
28-2 |
11-4 |
-16-6 |
-59.3% |
60-0 |
ATR |
29-3 |
28-1 |
-1-2 |
-4.3% |
0-0 |
Volume |
20,645 |
21,453 |
808 |
3.9% |
144,682 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1347-4 |
1340-4 |
1316-7 |
|
R3 |
1336-0 |
1329-0 |
1313-5 |
|
R2 |
1324-4 |
1324-4 |
1312-5 |
|
R1 |
1317-4 |
1317-4 |
1311-4 |
1315-2 |
PP |
1313-0 |
1313-0 |
1313-0 |
1311-7 |
S1 |
1306-0 |
1306-0 |
1309-4 |
1303-6 |
S2 |
1301-4 |
1301-4 |
1308-3 |
|
S3 |
1290-0 |
1294-4 |
1307-3 |
|
S4 |
1278-4 |
1283-0 |
1304-1 |
|
|
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 |
1365-0 |
1308-4 |
56-4 |
4.3% |
23-5 |
1.8% |
4% |
False |
True |
27,279 |
10 |
1397-6 |
1308-4 |
89-2 |
6.8% |
25-6 |
2.0% |
2% |
False |
True |
27,171 |
20 |
1406-0 |
1308-4 |
97-4 |
7.4% |
29-1 |
2.2% |
2% |
False |
True |
25,979 |
40 |
1406-0 |
1169-0 |
237-0 |
18.1% |
26-5 |
2.0% |
60% |
False |
False |
20,913 |
60 |
1406-0 |
1169-0 |
237-0 |
18.1% |
25-7 |
2.0% |
60% |
False |
False |
16,628 |
80 |
1406-0 |
1169-0 |
237-0 |
18.1% |
24-5 |
1.9% |
60% |
False |
False |
13,900 |
100 |
1406-0 |
1169-0 |
237-0 |
18.1% |
23-0 |
1.8% |
60% |
False |
False |
11,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1368-7 |
2.618 |
1350-1 |
1.618 |
1338-5 |
1.000 |
1331-4 |
0.618 |
1327-1 |
HIGH |
1320-0 |
0.618 |
1315-5 |
0.500 |
1314-2 |
0.382 |
1312-7 |
LOW |
1308-4 |
0.618 |
1301-3 |
1.000 |
1297-0 |
1.618 |
1289-7 |
2.618 |
1278-3 |
4.250 |
1259-5 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1314-2 |
1335-6 |
PP |
1313-0 |
1327-3 |
S1 |
1311-6 |
1318-7 |
|