CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1313-2 |
1322-2 |
9-0 |
0.7% |
1372-4 |
High |
1330-0 |
1324-4 |
-5-4 |
-0.4% |
1374-0 |
Low |
1309-0 |
1313-0 |
4-0 |
0.3% |
1314-0 |
Close |
1324-0 |
1318-6 |
-5-2 |
-0.4% |
1318-0 |
Range |
21-0 |
11-4 |
-9-4 |
-45.2% |
60-0 |
ATR |
26-7 |
25-6 |
-1-1 |
-4.1% |
0-0 |
Volume |
17,360 |
27,606 |
10,246 |
59.0% |
144,682 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1353-2 |
1347-4 |
1325-1 |
|
R3 |
1341-6 |
1336-0 |
1321-7 |
|
R2 |
1330-2 |
1330-2 |
1320-7 |
|
R1 |
1324-4 |
1324-4 |
1319-6 |
1321-5 |
PP |
1318-6 |
1318-6 |
1318-6 |
1317-2 |
S1 |
1313-0 |
1313-0 |
1317-6 |
1310-1 |
S2 |
1307-2 |
1307-2 |
1316-5 |
|
S3 |
1295-6 |
1301-4 |
1315-5 |
|
S4 |
1284-2 |
1290-0 |
1312-3 |
|
|
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 |
1342-2 |
1307-4 |
34-6 |
2.6% |
18-0 |
1.4% |
32% |
False |
False |
20,697 |
10 |
1397-6 |
1307-4 |
90-2 |
6.8% |
21-6 |
1.7% |
12% |
False |
False |
27,168 |
20 |
1403-4 |
1307-4 |
96-0 |
7.3% |
25-4 |
1.9% |
12% |
False |
False |
24,069 |
40 |
1406-0 |
1169-0 |
237-0 |
18.0% |
26-2 |
2.0% |
63% |
False |
False |
21,621 |
60 |
1406-0 |
1169-0 |
237-0 |
18.0% |
25-6 |
1.9% |
63% |
False |
False |
17,265 |
80 |
1406-0 |
1169-0 |
237-0 |
18.0% |
24-3 |
1.8% |
63% |
False |
False |
14,377 |
100 |
1406-0 |
1169-0 |
237-0 |
18.0% |
23-0 |
1.7% |
63% |
False |
False |
12,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1373-3 |
2.618 |
1354-5 |
1.618 |
1343-1 |
1.000 |
1336-0 |
0.618 |
1331-5 |
HIGH |
1324-4 |
0.618 |
1320-1 |
0.500 |
1318-6 |
0.382 |
1317-3 |
LOW |
1313-0 |
0.618 |
1305-7 |
1.000 |
1301-4 |
1.618 |
1294-3 |
2.618 |
1282-7 |
4.250 |
1264-1 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1318-6 |
1318-6 |
PP |
1318-6 |
1318-6 |
S1 |
1318-6 |
1318-6 |
|