CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1266-0 |
1274-2 |
8-2 |
0.7% |
1293-4 |
| High |
1277-4 |
1292-2 |
14-6 |
1.2% |
1305-0 |
| Low |
1264-4 |
1272-2 |
7-6 |
0.6% |
1266-0 |
| Close |
1274-6 |
1289-4 |
14-6 |
1.2% |
1266-2 |
| Range |
13-0 |
20-0 |
7-0 |
53.8% |
39-0 |
| ATR |
20-1 |
20-1 |
0-0 |
-0.1% |
0-0 |
| Volume |
49,803 |
67,609 |
17,806 |
35.8% |
348,142 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1344-5 |
1337-1 |
1300-4 |
|
| R3 |
1324-5 |
1317-1 |
1295-0 |
|
| R2 |
1304-5 |
1304-5 |
1293-1 |
|
| R1 |
1297-1 |
1297-1 |
1291-3 |
1300-7 |
| PP |
1284-5 |
1284-5 |
1284-5 |
1286-4 |
| S1 |
1277-1 |
1277-1 |
1287-5 |
1280-7 |
| S2 |
1264-5 |
1264-5 |
1285-7 |
|
| S3 |
1244-5 |
1257-1 |
1284-0 |
|
| S4 |
1224-5 |
1237-1 |
1278-4 |
|
|
| 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 |
1292-2 |
1261-2 |
31-0 |
2.4% |
16-4 |
1.3% |
91% |
True |
False |
65,749 |
| 10 |
1305-0 |
1261-2 |
43-6 |
3.4% |
16-3 |
1.3% |
65% |
False |
False |
63,864 |
| 20 |
1342-2 |
1261-2 |
81-0 |
6.3% |
17-5 |
1.4% |
35% |
False |
False |
46,295 |
| 40 |
1406-0 |
1261-2 |
144-6 |
11.2% |
24-0 |
1.9% |
20% |
False |
False |
36,162 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.4% |
24-0 |
1.9% |
51% |
False |
False |
29,045 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-5 |
1.8% |
51% |
False |
False |
23,666 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-1 |
1.8% |
51% |
False |
False |
20,071 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-1 |
1.7% |
51% |
False |
False |
17,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1377-2 |
|
2.618 |
1344-5 |
|
1.618 |
1324-5 |
|
1.000 |
1312-2 |
|
0.618 |
1304-5 |
|
HIGH |
1292-2 |
|
0.618 |
1284-5 |
|
0.500 |
1282-2 |
|
0.382 |
1279-7 |
|
LOW |
1272-2 |
|
0.618 |
1259-7 |
|
1.000 |
1252-2 |
|
1.618 |
1239-7 |
|
2.618 |
1219-7 |
|
4.250 |
1187-2 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1287-1 |
1285-5 |
| PP |
1284-5 |
1281-6 |
| S1 |
1282-2 |
1277-7 |
|