CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1281-0 |
1270-0 |
-11-0 |
-0.9% |
1312-2 |
High |
1281-0 |
1283-4 |
2-4 |
0.2% |
1330-0 |
Low |
1265-4 |
1266-0 |
0-4 |
0.0% |
1307-4 |
Close |
1270-0 |
1275-6 |
5-6 |
0.5% |
1321-4 |
Range |
15-4 |
17-4 |
2-0 |
12.9% |
22-4 |
ATR |
25-4 |
24-7 |
-0-5 |
-2.2% |
0-0 |
Volume |
51,766 |
39,646 |
-12,120 |
-23.4% |
103,916 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1327-5 |
1319-1 |
1285-3 |
|
R3 |
1310-1 |
1301-5 |
1280-4 |
|
R2 |
1292-5 |
1292-5 |
1279-0 |
|
R1 |
1284-1 |
1284-1 |
1277-3 |
1288-3 |
PP |
1275-1 |
1275-1 |
1275-1 |
1277-2 |
S1 |
1266-5 |
1266-5 |
1274-1 |
1270-7 |
S2 |
1257-5 |
1257-5 |
1272-4 |
|
S3 |
1240-1 |
1249-1 |
1271-0 |
|
S4 |
1222-5 |
1231-5 |
1266-1 |
|
|
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 |
1328-6 |
1265-4 |
63-2 |
5.0% |
18-7 |
1.5% |
16% |
False |
False |
33,154 |
10 |
1363-0 |
1265-4 |
97-4 |
7.6% |
20-2 |
1.6% |
11% |
False |
False |
27,627 |
20 |
1397-6 |
1265-4 |
132-2 |
10.4% |
23-6 |
1.9% |
8% |
False |
False |
26,915 |
40 |
1406-0 |
1169-0 |
237-0 |
18.6% |
26-1 |
2.1% |
45% |
False |
False |
23,879 |
60 |
1406-0 |
1169-0 |
237-0 |
18.6% |
25-3 |
2.0% |
45% |
False |
False |
19,172 |
80 |
1406-0 |
1169-0 |
237-0 |
18.6% |
24-2 |
1.9% |
45% |
False |
False |
15,853 |
100 |
1406-0 |
1169-0 |
237-0 |
18.6% |
23-2 |
1.8% |
45% |
False |
False |
13,587 |
120 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-1 |
1.7% |
45% |
False |
False |
11,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1357-7 |
2.618 |
1329-3 |
1.618 |
1311-7 |
1.000 |
1301-0 |
0.618 |
1294-3 |
HIGH |
1283-4 |
0.618 |
1276-7 |
0.500 |
1274-6 |
0.382 |
1272-5 |
LOW |
1266-0 |
0.618 |
1255-1 |
1.000 |
1248-4 |
1.618 |
1237-5 |
2.618 |
1220-1 |
4.250 |
1191-5 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1275-3 |
1291-7 |
PP |
1275-1 |
1286-4 |
S1 |
1274-6 |
1281-1 |
|