CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1284-6 |
1264-0 |
-20-6 |
-1.6% |
1293-4 |
| High |
1286-4 |
1278-4 |
-8-0 |
-0.6% |
1305-0 |
| Low |
1266-0 |
1261-2 |
-4-6 |
-0.4% |
1266-0 |
| Close |
1266-2 |
1271-6 |
5-4 |
0.4% |
1266-2 |
| Range |
20-4 |
17-2 |
-3-2 |
-15.9% |
39-0 |
| ATR |
21-6 |
21-3 |
-0-3 |
-1.5% |
0-0 |
| Volume |
84,193 |
77,354 |
-6,839 |
-8.1% |
348,142 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1322-2 |
1314-2 |
1281-2 |
|
| R3 |
1305-0 |
1297-0 |
1276-4 |
|
| R2 |
1287-6 |
1287-6 |
1274-7 |
|
| R1 |
1279-6 |
1279-6 |
1273-3 |
1283-6 |
| PP |
1270-4 |
1270-4 |
1270-4 |
1272-4 |
| S1 |
1262-4 |
1262-4 |
1270-1 |
1266-4 |
| S2 |
1253-2 |
1253-2 |
1268-5 |
|
| S3 |
1236-0 |
1245-2 |
1267-0 |
|
| S4 |
1218-6 |
1228-0 |
1262-2 |
|
|
| 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 |
1261-2 |
43-6 |
3.4% |
17-3 |
1.4% |
24% |
False |
True |
75,775 |
| 10 |
1305-0 |
1261-2 |
43-6 |
3.4% |
16-7 |
1.3% |
24% |
False |
True |
60,845 |
| 20 |
1365-0 |
1261-2 |
103-6 |
8.2% |
19-3 |
1.5% |
10% |
False |
True |
42,650 |
| 40 |
1406-0 |
1261-2 |
144-6 |
11.4% |
25-1 |
2.0% |
7% |
False |
True |
33,430 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.6% |
24-5 |
1.9% |
43% |
False |
False |
26,729 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.6% |
23-6 |
1.9% |
43% |
False |
False |
21,801 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.6% |
23-3 |
1.8% |
43% |
False |
False |
18,499 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-1 |
1.7% |
43% |
False |
False |
15,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1351-6 |
|
2.618 |
1323-5 |
|
1.618 |
1306-3 |
|
1.000 |
1295-6 |
|
0.618 |
1289-1 |
|
HIGH |
1278-4 |
|
0.618 |
1271-7 |
|
0.500 |
1269-7 |
|
0.382 |
1267-7 |
|
LOW |
1261-2 |
|
0.618 |
1250-5 |
|
1.000 |
1244-0 |
|
1.618 |
1233-3 |
|
2.618 |
1216-1 |
|
4.250 |
1188-0 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1271-1 |
1279-3 |
| PP |
1270-4 |
1276-7 |
| S1 |
1269-7 |
1274-2 |
|