CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1270-0 |
1266-0 |
-4-0 |
-0.3% |
1293-4 |
High |
1275-4 |
1277-4 |
2-0 |
0.2% |
1305-0 |
Low |
1263-4 |
1264-4 |
1-0 |
0.1% |
1266-0 |
Close |
1266-0 |
1274-6 |
8-6 |
0.7% |
1266-2 |
Range |
12-0 |
13-0 |
1-0 |
8.3% |
39-0 |
ATR |
20-6 |
20-1 |
-0-4 |
-2.7% |
0-0 |
Volume |
49,788 |
49,803 |
15 |
0.0% |
348,142 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1311-2 |
1306-0 |
1281-7 |
|
R3 |
1298-2 |
1293-0 |
1278-3 |
|
R2 |
1285-2 |
1285-2 |
1277-1 |
|
R1 |
1280-0 |
1280-0 |
1276-0 |
1282-5 |
PP |
1272-2 |
1272-2 |
1272-2 |
1273-4 |
S1 |
1267-0 |
1267-0 |
1273-4 |
1269-5 |
S2 |
1259-2 |
1259-2 |
1272-3 |
|
S3 |
1246-2 |
1254-0 |
1271-1 |
|
S4 |
1233-2 |
1241-0 |
1267-5 |
|
|
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 |
1297-4 |
1261-2 |
36-2 |
2.8% |
15-7 |
1.2% |
37% |
False |
False |
69,938 |
10 |
1305-0 |
1261-2 |
43-6 |
3.4% |
16-1 |
1.3% |
31% |
False |
False |
61,663 |
20 |
1363-0 |
1261-2 |
101-6 |
8.0% |
18-1 |
1.4% |
13% |
False |
False |
44,645 |
40 |
1406-0 |
1261-2 |
144-6 |
11.4% |
24-2 |
1.9% |
9% |
False |
False |
34,978 |
60 |
1406-0 |
1169-0 |
237-0 |
18.6% |
24-0 |
1.9% |
45% |
False |
False |
28,082 |
80 |
1406-0 |
1169-0 |
237-0 |
18.6% |
23-5 |
1.9% |
45% |
False |
False |
22,907 |
100 |
1406-0 |
1169-0 |
237-0 |
18.6% |
23-3 |
1.8% |
45% |
False |
False |
19,428 |
120 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-1 |
1.7% |
45% |
False |
False |
16,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1332-6 |
2.618 |
1311-4 |
1.618 |
1298-4 |
1.000 |
1290-4 |
0.618 |
1285-4 |
HIGH |
1277-4 |
0.618 |
1272-4 |
0.500 |
1271-0 |
0.382 |
1269-4 |
LOW |
1264-4 |
0.618 |
1256-4 |
1.000 |
1251-4 |
1.618 |
1243-4 |
2.618 |
1230-4 |
4.250 |
1209-2 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1273-4 |
1273-1 |
PP |
1272-2 |
1271-4 |
S1 |
1271-0 |
1269-7 |
|