CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1274-6 |
1286-6 |
12-0 |
0.9% |
1315-0 |
| High |
1290-0 |
1297-6 |
7-6 |
0.6% |
1318-2 |
| Low |
1272-4 |
1281-0 |
8-4 |
0.7% |
1265-4 |
| Close |
1289-0 |
1295-0 |
6-0 |
0.5% |
1295-0 |
| Range |
17-4 |
16-6 |
-0-6 |
-4.3% |
52-6 |
| ATR |
24-3 |
23-7 |
-0-4 |
-2.2% |
0-0 |
| Volume |
45,599 |
45,952 |
353 |
0.8% |
208,647 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1341-4 |
1335-0 |
1304-2 |
|
| R3 |
1324-6 |
1318-2 |
1299-5 |
|
| R2 |
1308-0 |
1308-0 |
1298-1 |
|
| R1 |
1301-4 |
1301-4 |
1296-4 |
1304-6 |
| PP |
1291-2 |
1291-2 |
1291-2 |
1292-7 |
| S1 |
1284-6 |
1284-6 |
1293-4 |
1288-0 |
| S2 |
1274-4 |
1274-4 |
1291-7 |
|
| S3 |
1257-6 |
1268-0 |
1290-3 |
|
| S4 |
1241-0 |
1251-2 |
1285-6 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1451-1 |
1425-7 |
1324-0 |
|
| R3 |
1398-3 |
1373-1 |
1309-4 |
|
| R2 |
1345-5 |
1345-5 |
1304-5 |
|
| R1 |
1320-3 |
1320-3 |
1299-7 |
1306-5 |
| PP |
1292-7 |
1292-7 |
1292-7 |
1286-0 |
| S1 |
1267-5 |
1267-5 |
1290-1 |
1253-7 |
| S2 |
1240-1 |
1240-1 |
1285-3 |
|
| S3 |
1187-3 |
1214-7 |
1280-4 |
|
| S4 |
1134-5 |
1162-1 |
1266-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1318-2 |
1265-4 |
52-6 |
4.1% |
20-4 |
1.6% |
56% |
False |
False |
41,729 |
| 10 |
1330-0 |
1265-4 |
64-4 |
5.0% |
17-7 |
1.4% |
46% |
False |
False |
31,256 |
| 20 |
1397-6 |
1265-4 |
132-2 |
10.2% |
22-6 |
1.8% |
22% |
False |
False |
29,283 |
| 40 |
1406-0 |
1185-2 |
220-6 |
17.0% |
26-1 |
2.0% |
50% |
False |
False |
25,467 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.3% |
25-2 |
2.0% |
53% |
False |
False |
20,375 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.3% |
24-1 |
1.9% |
53% |
False |
False |
16,847 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.3% |
23-3 |
1.8% |
53% |
False |
False |
14,454 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.3% |
22-0 |
1.7% |
53% |
False |
False |
12,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1369-0 |
|
2.618 |
1341-5 |
|
1.618 |
1324-7 |
|
1.000 |
1314-4 |
|
0.618 |
1308-1 |
|
HIGH |
1297-6 |
|
0.618 |
1291-3 |
|
0.500 |
1289-3 |
|
0.382 |
1287-3 |
|
LOW |
1281-0 |
|
0.618 |
1270-5 |
|
1.000 |
1264-2 |
|
1.618 |
1253-7 |
|
2.618 |
1237-1 |
|
4.250 |
1209-6 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1293-1 |
1290-5 |
| PP |
1291-2 |
1286-2 |
| S1 |
1289-3 |
1281-7 |
|