CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 27-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1322-2 |
1318-0 |
-4-2 |
-0.3% |
1312-2 |
High |
1324-4 |
1328-6 |
4-2 |
0.3% |
1330-0 |
Low |
1313-0 |
1314-0 |
1-0 |
0.1% |
1307-4 |
Close |
1318-6 |
1321-4 |
2-6 |
0.2% |
1321-4 |
Range |
11-4 |
14-6 |
3-2 |
28.3% |
22-4 |
ATR |
25-6 |
25-0 |
-0-6 |
-3.1% |
0-0 |
Volume |
27,606 |
21,072 |
-6,534 |
-23.7% |
103,916 |
|
Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1365-5 |
1358-3 |
1329-5 |
|
R3 |
1350-7 |
1343-5 |
1325-4 |
|
R2 |
1336-1 |
1336-1 |
1324-2 |
|
R1 |
1328-7 |
1328-7 |
1322-7 |
1332-4 |
PP |
1321-3 |
1321-3 |
1321-3 |
1323-2 |
S1 |
1314-1 |
1314-1 |
1320-1 |
1317-6 |
S2 |
1306-5 |
1306-5 |
1318-6 |
|
S3 |
1291-7 |
1299-3 |
1317-4 |
|
S4 |
1277-1 |
1284-5 |
1313-3 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1387-1 |
1376-7 |
1333-7 |
|
R3 |
1364-5 |
1354-3 |
1327-6 |
|
R2 |
1342-1 |
1342-1 |
1325-5 |
|
R1 |
1331-7 |
1331-7 |
1323-4 |
1337-0 |
PP |
1319-5 |
1319-5 |
1319-5 |
1322-2 |
S1 |
1309-3 |
1309-3 |
1319-4 |
1314-4 |
S2 |
1297-1 |
1297-1 |
1317-3 |
|
S3 |
1274-5 |
1286-7 |
1315-2 |
|
S4 |
1252-1 |
1264-3 |
1309-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1330-0 |
1307-4 |
22-4 |
1.7% |
15-2 |
1.2% |
62% |
False |
False |
20,783 |
10 |
1374-0 |
1307-4 |
66-4 |
5.0% |
21-3 |
1.6% |
21% |
False |
False |
24,859 |
20 |
1403-4 |
1307-4 |
96-0 |
7.3% |
25-1 |
1.9% |
15% |
False |
False |
23,825 |
40 |
1406-0 |
1169-0 |
237-0 |
17.9% |
26-1 |
2.0% |
64% |
False |
False |
21,953 |
60 |
1406-0 |
1169-0 |
237-0 |
17.9% |
25-5 |
1.9% |
64% |
False |
False |
17,505 |
80 |
1406-0 |
1169-0 |
237-0 |
17.9% |
24-2 |
1.8% |
64% |
False |
False |
14,599 |
100 |
1406-0 |
1169-0 |
237-0 |
17.9% |
23-0 |
1.7% |
64% |
False |
False |
12,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1391-4 |
2.618 |
1367-3 |
1.618 |
1352-5 |
1.000 |
1343-4 |
0.618 |
1337-7 |
HIGH |
1328-6 |
0.618 |
1323-1 |
0.500 |
1321-3 |
0.382 |
1319-5 |
LOW |
1314-0 |
0.618 |
1304-7 |
1.000 |
1299-2 |
1.618 |
1290-1 |
2.618 |
1275-3 |
4.250 |
1251-2 |
|
|
Fisher Pivots for day following 27-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1321-4 |
1320-7 |
PP |
1321-3 |
1320-1 |
S1 |
1321-3 |
1319-4 |
|