CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1285-2 |
1282-6 |
-2-4 |
-0.2% |
1315-0 |
| High |
1288-6 |
1297-4 |
8-6 |
0.7% |
1318-2 |
| Low |
1278-0 |
1281-0 |
3-0 |
0.2% |
1265-4 |
| Close |
1284-0 |
1285-4 |
1-4 |
0.1% |
1295-0 |
| Range |
10-6 |
16-4 |
5-6 |
53.5% |
52-6 |
| ATR |
22-2 |
21-7 |
-0-3 |
-1.8% |
0-0 |
| Volume |
76,939 |
88,556 |
11,617 |
15.1% |
208,647 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1337-4 |
1328-0 |
1294-5 |
|
| R3 |
1321-0 |
1311-4 |
1290-0 |
|
| R2 |
1304-4 |
1304-4 |
1288-4 |
|
| R1 |
1295-0 |
1295-0 |
1287-0 |
1299-6 |
| PP |
1288-0 |
1288-0 |
1288-0 |
1290-3 |
| S1 |
1278-4 |
1278-4 |
1284-0 |
1283-2 |
| S2 |
1271-4 |
1271-4 |
1282-4 |
|
| S3 |
1255-0 |
1262-0 |
1281-0 |
|
| S4 |
1238-4 |
1245-4 |
1276-3 |
|
|
| 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 |
1278-0 |
27-0 |
2.1% |
16-1 |
1.3% |
28% |
False |
False |
61,980 |
| 10 |
1328-6 |
1265-4 |
63-2 |
4.9% |
18-1 |
1.4% |
32% |
False |
False |
49,366 |
| 20 |
1397-6 |
1265-4 |
132-2 |
10.3% |
20-0 |
1.6% |
15% |
False |
False |
38,267 |
| 40 |
1406-0 |
1243-6 |
162-2 |
12.6% |
25-1 |
2.0% |
26% |
False |
False |
30,360 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.4% |
24-5 |
1.9% |
49% |
False |
False |
24,223 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.4% |
24-0 |
1.9% |
49% |
False |
False |
19,904 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-3 |
1.8% |
49% |
False |
False |
16,959 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-1 |
1.7% |
49% |
False |
False |
14,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1367-5 |
|
2.618 |
1340-6 |
|
1.618 |
1324-2 |
|
1.000 |
1314-0 |
|
0.618 |
1307-6 |
|
HIGH |
1297-4 |
|
0.618 |
1291-2 |
|
0.500 |
1289-2 |
|
0.382 |
1287-2 |
|
LOW |
1281-0 |
|
0.618 |
1270-6 |
|
1.000 |
1264-4 |
|
1.618 |
1254-2 |
|
2.618 |
1237-6 |
|
4.250 |
1210-7 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1289-2 |
1291-4 |
| PP |
1288-0 |
1289-4 |
| S1 |
1286-6 |
1287-4 |
|