CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1282-6 |
1284-6 |
2-0 |
0.2% |
1293-4 |
| High |
1297-4 |
1286-4 |
-11-0 |
-0.8% |
1305-0 |
| Low |
1281-0 |
1266-0 |
-15-0 |
-1.2% |
1266-0 |
| Close |
1285-4 |
1266-2 |
-19-2 |
-1.5% |
1266-2 |
| Range |
16-4 |
20-4 |
4-0 |
24.2% |
39-0 |
| ATR |
21-7 |
21-6 |
-0-1 |
-0.4% |
0-0 |
| Volume |
88,556 |
84,193 |
-4,363 |
-4.9% |
348,142 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1334-3 |
1320-7 |
1277-4 |
|
| R3 |
1313-7 |
1300-3 |
1271-7 |
|
| R2 |
1293-3 |
1293-3 |
1270-0 |
|
| R1 |
1279-7 |
1279-7 |
1268-1 |
1276-3 |
| PP |
1272-7 |
1272-7 |
1272-7 |
1271-2 |
| S1 |
1259-3 |
1259-3 |
1264-3 |
1255-7 |
| S2 |
1252-3 |
1252-3 |
1262-4 |
|
| S3 |
1231-7 |
1238-7 |
1260-5 |
|
| S4 |
1211-3 |
1218-3 |
1255-0 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1396-1 |
1370-1 |
1287-6 |
|
| R3 |
1357-1 |
1331-1 |
1277-0 |
|
| R2 |
1318-1 |
1318-1 |
1273-3 |
|
| R1 |
1292-1 |
1292-1 |
1269-7 |
1285-5 |
| PP |
1279-1 |
1279-1 |
1279-1 |
1275-6 |
| S1 |
1253-1 |
1253-1 |
1262-5 |
1246-5 |
| S2 |
1240-1 |
1240-1 |
1259-1 |
|
| S3 |
1201-1 |
1214-1 |
1255-4 |
|
| S4 |
1162-1 |
1175-1 |
1244-6 |
|
|
| 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 |
3.1% |
16-7 |
1.3% |
1% |
False |
True |
69,628 |
| 10 |
1318-2 |
1265-4 |
52-6 |
4.2% |
18-5 |
1.5% |
1% |
False |
False |
55,678 |
| 20 |
1374-0 |
1265-4 |
108-4 |
8.6% |
20-0 |
1.6% |
1% |
False |
False |
40,269 |
| 40 |
1406-0 |
1260-6 |
145-2 |
11.5% |
25-0 |
2.0% |
4% |
False |
False |
32,086 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.7% |
24-5 |
1.9% |
41% |
False |
False |
25,546 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.7% |
23-7 |
1.9% |
41% |
False |
False |
20,901 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.7% |
23-3 |
1.8% |
41% |
False |
False |
17,760 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-1 |
1.7% |
41% |
False |
False |
15,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1373-5 |
|
2.618 |
1340-1 |
|
1.618 |
1319-5 |
|
1.000 |
1307-0 |
|
0.618 |
1299-1 |
|
HIGH |
1286-4 |
|
0.618 |
1278-5 |
|
0.500 |
1276-2 |
|
0.382 |
1273-7 |
|
LOW |
1266-0 |
|
0.618 |
1253-3 |
|
1.000 |
1245-4 |
|
1.618 |
1232-7 |
|
2.618 |
1212-3 |
|
4.250 |
1178-7 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1276-2 |
1281-6 |
| PP |
1272-7 |
1276-5 |
| S1 |
1269-5 |
1271-3 |
|