CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1287-2 |
1287-6 |
0-4 |
0.0% |
1264-0 |
High |
1297-6 |
1301-2 |
3-4 |
0.3% |
1297-6 |
Low |
1284-2 |
1287-0 |
2-6 |
0.2% |
1261-2 |
Close |
1289-6 |
1300-4 |
10-6 |
0.8% |
1289-6 |
Range |
13-4 |
14-2 |
0-6 |
5.6% |
36-4 |
ATR |
19-6 |
19-2 |
-0-3 |
-2.0% |
0-0 |
Volume |
78,530 |
73,296 |
-5,234 |
-6.7% |
323,084 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1339-0 |
1334-0 |
1308-3 |
|
R3 |
1324-6 |
1319-6 |
1304-3 |
|
R2 |
1310-4 |
1310-4 |
1303-1 |
|
R1 |
1305-4 |
1305-4 |
1301-6 |
1308-0 |
PP |
1296-2 |
1296-2 |
1296-2 |
1297-4 |
S1 |
1291-2 |
1291-2 |
1299-2 |
1293-6 |
S2 |
1282-0 |
1282-0 |
1297-7 |
|
S3 |
1267-6 |
1277-0 |
1296-5 |
|
S4 |
1253-4 |
1262-6 |
1292-5 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1392-3 |
1377-5 |
1309-7 |
|
R3 |
1355-7 |
1341-1 |
1299-6 |
|
R2 |
1319-3 |
1319-3 |
1296-4 |
|
R1 |
1304-5 |
1304-5 |
1293-1 |
1312-0 |
PP |
1282-7 |
1282-7 |
1282-7 |
1286-5 |
S1 |
1268-1 |
1268-1 |
1286-3 |
1275-4 |
S2 |
1246-3 |
1246-3 |
1283-0 |
|
S3 |
1209-7 |
1231-5 |
1279-6 |
|
S4 |
1173-3 |
1195-1 |
1269-5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1301-2 |
1263-4 |
37-6 |
2.9% |
14-4 |
1.1% |
98% |
True |
False |
63,805 |
10 |
1305-0 |
1261-2 |
43-6 |
3.4% |
16-0 |
1.2% |
90% |
False |
False |
69,790 |
20 |
1330-0 |
1261-2 |
68-6 |
5.3% |
17-1 |
1.3% |
57% |
False |
False |
51,781 |
40 |
1406-0 |
1261-2 |
144-6 |
11.1% |
23-1 |
1.8% |
27% |
False |
False |
38,880 |
60 |
1406-0 |
1169-0 |
237-0 |
18.2% |
23-3 |
1.8% |
55% |
False |
False |
31,203 |
80 |
1406-0 |
1169-0 |
237-0 |
18.2% |
23-6 |
1.8% |
55% |
False |
False |
25,416 |
100 |
1406-0 |
1169-0 |
237-0 |
18.2% |
23-1 |
1.8% |
55% |
False |
False |
21,477 |
120 |
1406-0 |
1169-0 |
237-0 |
18.2% |
22-0 |
1.7% |
55% |
False |
False |
18,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1361-6 |
2.618 |
1338-4 |
1.618 |
1324-2 |
1.000 |
1315-4 |
0.618 |
1310-0 |
HIGH |
1301-2 |
0.618 |
1295-6 |
0.500 |
1294-1 |
0.382 |
1292-4 |
LOW |
1287-0 |
0.618 |
1278-2 |
1.000 |
1272-6 |
1.618 |
1264-0 |
2.618 |
1249-6 |
4.250 |
1226-4 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1298-3 |
1295-7 |
PP |
1296-2 |
1291-3 |
S1 |
1294-1 |
1286-6 |
|