CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1286-6 |
1293-4 |
6-6 |
0.5% |
1315-0 |
| High |
1297-6 |
1304-0 |
6-2 |
0.5% |
1318-2 |
| Low |
1281-0 |
1289-0 |
8-0 |
0.6% |
1265-4 |
| Close |
1295-0 |
1297-0 |
2-0 |
0.2% |
1295-0 |
| Range |
16-6 |
15-0 |
-1-6 |
-10.4% |
52-6 |
| ATR |
23-7 |
23-2 |
-0-5 |
-2.6% |
0-0 |
| Volume |
45,952 |
46,618 |
666 |
1.4% |
208,647 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1341-5 |
1334-3 |
1305-2 |
|
| R3 |
1326-5 |
1319-3 |
1301-1 |
|
| R2 |
1311-5 |
1311-5 |
1299-6 |
|
| R1 |
1304-3 |
1304-3 |
1298-3 |
1308-0 |
| PP |
1296-5 |
1296-5 |
1296-5 |
1298-4 |
| S1 |
1289-3 |
1289-3 |
1295-5 |
1293-0 |
| S2 |
1281-5 |
1281-5 |
1294-2 |
|
| S3 |
1266-5 |
1274-3 |
1292-7 |
|
| S4 |
1251-5 |
1259-3 |
1288-6 |
|
|
| 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 |
1304-0 |
1265-4 |
38-4 |
3.0% |
16-4 |
1.3% |
82% |
True |
False |
45,916 |
| 10 |
1330-0 |
1265-4 |
64-4 |
5.0% |
18-2 |
1.4% |
49% |
False |
False |
33,772 |
| 20 |
1397-6 |
1265-4 |
132-2 |
10.2% |
22-0 |
1.7% |
24% |
False |
False |
30,472 |
| 40 |
1406-0 |
1189-0 |
217-0 |
16.7% |
26-1 |
2.0% |
50% |
False |
False |
26,255 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.3% |
24-7 |
1.9% |
54% |
False |
False |
20,998 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.3% |
23-7 |
1.8% |
54% |
False |
False |
17,362 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.3% |
23-3 |
1.8% |
54% |
False |
False |
14,869 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.3% |
22-0 |
1.7% |
54% |
False |
False |
12,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1367-6 |
|
2.618 |
1343-2 |
|
1.618 |
1328-2 |
|
1.000 |
1319-0 |
|
0.618 |
1313-2 |
|
HIGH |
1304-0 |
|
0.618 |
1298-2 |
|
0.500 |
1296-4 |
|
0.382 |
1294-6 |
|
LOW |
1289-0 |
|
0.618 |
1279-6 |
|
1.000 |
1274-0 |
|
1.618 |
1264-6 |
|
2.618 |
1249-6 |
|
4.250 |
1225-2 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1296-7 |
1294-1 |
| PP |
1296-5 |
1291-1 |
| S1 |
1296-4 |
1288-2 |
|