CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1293-4 |
1297-0 |
3-4 |
0.3% |
1315-0 |
| High |
1304-0 |
1305-0 |
1-0 |
0.1% |
1318-2 |
| Low |
1289-0 |
1283-2 |
-5-6 |
-0.4% |
1265-4 |
| Close |
1297-0 |
1287-6 |
-9-2 |
-0.7% |
1295-0 |
| Range |
15-0 |
21-6 |
6-6 |
45.0% |
52-6 |
| ATR |
23-2 |
23-1 |
-0-1 |
-0.4% |
0-0 |
| Volume |
46,618 |
51,836 |
5,218 |
11.2% |
208,647 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1357-2 |
1344-2 |
1299-6 |
|
| R3 |
1335-4 |
1322-4 |
1293-6 |
|
| R2 |
1313-6 |
1313-6 |
1291-6 |
|
| R1 |
1300-6 |
1300-6 |
1289-6 |
1296-3 |
| PP |
1292-0 |
1292-0 |
1292-0 |
1289-6 |
| S1 |
1279-0 |
1279-0 |
1285-6 |
1274-5 |
| S2 |
1270-2 |
1270-2 |
1283-6 |
|
| S3 |
1248-4 |
1257-2 |
1281-6 |
|
| S4 |
1226-6 |
1235-4 |
1275-6 |
|
|
| 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 |
1305-0 |
1266-0 |
39-0 |
3.0% |
17-6 |
1.4% |
56% |
True |
False |
45,930 |
| 10 |
1330-0 |
1265-4 |
64-4 |
5.0% |
18-5 |
1.4% |
34% |
False |
False |
37,313 |
| 20 |
1397-6 |
1265-4 |
132-2 |
10.3% |
22-0 |
1.7% |
17% |
False |
False |
32,101 |
| 40 |
1406-0 |
1218-0 |
188-0 |
14.6% |
25-5 |
2.0% |
37% |
False |
False |
27,197 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.4% |
25-0 |
1.9% |
50% |
False |
False |
21,718 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.4% |
24-0 |
1.9% |
50% |
False |
False |
17,960 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-3 |
1.8% |
50% |
False |
False |
15,365 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-1 |
1.7% |
50% |
False |
False |
13,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1397-4 |
|
2.618 |
1362-0 |
|
1.618 |
1340-2 |
|
1.000 |
1326-6 |
|
0.618 |
1318-4 |
|
HIGH |
1305-0 |
|
0.618 |
1296-6 |
|
0.500 |
1294-1 |
|
0.382 |
1291-4 |
|
LOW |
1283-2 |
|
0.618 |
1269-6 |
|
1.000 |
1261-4 |
|
1.618 |
1248-0 |
|
2.618 |
1226-2 |
|
4.250 |
1190-6 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1294-1 |
1293-0 |
| PP |
1292-0 |
1291-2 |
| S1 |
1289-7 |
1289-4 |
|