CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1309-2 |
1313-2 |
4-0 |
0.3% |
1372-4 |
| High |
1325-0 |
1330-0 |
5-0 |
0.4% |
1374-0 |
| Low |
1307-4 |
1309-0 |
1-4 |
0.1% |
1314-0 |
| Close |
1314-6 |
1324-0 |
9-2 |
0.7% |
1318-0 |
| Range |
17-4 |
21-0 |
3-4 |
20.0% |
60-0 |
| ATR |
27-3 |
26-7 |
-0-4 |
-1.7% |
0-0 |
| Volume |
16,425 |
17,360 |
935 |
5.7% |
144,682 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1384-0 |
1375-0 |
1335-4 |
|
| R3 |
1363-0 |
1354-0 |
1329-6 |
|
| R2 |
1342-0 |
1342-0 |
1327-7 |
|
| R1 |
1333-0 |
1333-0 |
1325-7 |
1337-4 |
| PP |
1321-0 |
1321-0 |
1321-0 |
1323-2 |
| S1 |
1312-0 |
1312-0 |
1322-1 |
1316-4 |
| S2 |
1300-0 |
1300-0 |
1320-1 |
|
| S3 |
1279-0 |
1291-0 |
1318-2 |
|
| S4 |
1258-0 |
1270-0 |
1312-4 |
|
|
| 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 |
1363-0 |
1307-4 |
55-4 |
4.2% |
21-4 |
1.6% |
30% |
False |
False |
22,099 |
| 10 |
1397-6 |
1307-4 |
90-2 |
6.8% |
26-1 |
2.0% |
18% |
False |
False |
26,129 |
| 20 |
1403-4 |
1307-4 |
96-0 |
7.3% |
26-1 |
2.0% |
17% |
False |
False |
24,443 |
| 40 |
1406-0 |
1169-0 |
237-0 |
17.9% |
26-4 |
2.0% |
65% |
False |
False |
21,213 |
| 60 |
1406-0 |
1169-0 |
237-0 |
17.9% |
25-6 |
1.9% |
65% |
False |
False |
16,927 |
| 80 |
1406-0 |
1169-0 |
237-0 |
17.9% |
24-3 |
1.8% |
65% |
False |
False |
14,105 |
| 100 |
1406-0 |
1169-0 |
237-0 |
17.9% |
23-1 |
1.7% |
65% |
False |
False |
12,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1419-2 |
|
2.618 |
1385-0 |
|
1.618 |
1364-0 |
|
1.000 |
1351-0 |
|
0.618 |
1343-0 |
|
HIGH |
1330-0 |
|
0.618 |
1322-0 |
|
0.500 |
1319-4 |
|
0.382 |
1317-0 |
|
LOW |
1309-0 |
|
0.618 |
1296-0 |
|
1.000 |
1288-0 |
|
1.618 |
1275-0 |
|
2.618 |
1254-0 |
|
4.250 |
1219-6 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1322-4 |
1322-2 |
| PP |
1321-0 |
1320-4 |
| S1 |
1319-4 |
1318-6 |
|