CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1270-0 |
1274-6 |
4-6 |
0.4% |
1312-2 |
| High |
1283-4 |
1290-0 |
6-4 |
0.5% |
1330-0 |
| Low |
1266-0 |
1272-4 |
6-4 |
0.5% |
1307-4 |
| Close |
1275-6 |
1289-0 |
13-2 |
1.0% |
1321-4 |
| Range |
17-4 |
17-4 |
0-0 |
0.0% |
22-4 |
| ATR |
24-7 |
24-3 |
-0-4 |
-2.1% |
0-0 |
| Volume |
39,646 |
45,599 |
5,953 |
15.0% |
103,916 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1336-3 |
1330-1 |
1298-5 |
|
| R3 |
1318-7 |
1312-5 |
1293-6 |
|
| R2 |
1301-3 |
1301-3 |
1292-2 |
|
| R1 |
1295-1 |
1295-1 |
1290-5 |
1298-2 |
| PP |
1283-7 |
1283-7 |
1283-7 |
1285-3 |
| S1 |
1277-5 |
1277-5 |
1287-3 |
1280-6 |
| S2 |
1266-3 |
1266-3 |
1285-6 |
|
| S3 |
1248-7 |
1260-1 |
1284-2 |
|
| S4 |
1231-3 |
1242-5 |
1279-3 |
|
|
| 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 |
1328-6 |
1265-4 |
63-2 |
4.9% |
20-0 |
1.6% |
37% |
False |
False |
36,753 |
| 10 |
1342-2 |
1265-4 |
76-6 |
6.0% |
19-0 |
1.5% |
31% |
False |
False |
28,725 |
| 20 |
1397-6 |
1265-4 |
132-2 |
10.3% |
23-0 |
1.8% |
18% |
False |
False |
27,883 |
| 40 |
1406-0 |
1170-6 |
235-2 |
18.3% |
26-2 |
2.0% |
50% |
False |
False |
24,659 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.4% |
25-3 |
2.0% |
51% |
False |
False |
19,768 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.4% |
24-2 |
1.9% |
51% |
False |
False |
16,342 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-2 |
1.8% |
51% |
False |
False |
14,012 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-0 |
1.7% |
51% |
False |
False |
11,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1364-3 |
|
2.618 |
1335-7 |
|
1.618 |
1318-3 |
|
1.000 |
1307-4 |
|
0.618 |
1300-7 |
|
HIGH |
1290-0 |
|
0.618 |
1283-3 |
|
0.500 |
1281-2 |
|
0.382 |
1279-1 |
|
LOW |
1272-4 |
|
0.618 |
1261-5 |
|
1.000 |
1255-0 |
|
1.618 |
1244-1 |
|
2.618 |
1226-5 |
|
4.250 |
1198-1 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1286-3 |
1285-2 |
| PP |
1283-7 |
1281-4 |
| S1 |
1281-2 |
1277-6 |
|