CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1287-6 |
1298-2 |
10-4 |
0.8% |
1264-0 |
High |
1301-2 |
1301-0 |
-0-2 |
0.0% |
1297-6 |
Low |
1287-0 |
1290-0 |
3-0 |
0.2% |
1261-2 |
Close |
1300-4 |
1297-4 |
-3-0 |
-0.2% |
1289-6 |
Range |
14-2 |
11-0 |
-3-2 |
-22.8% |
36-4 |
ATR |
19-2 |
18-6 |
-0-5 |
-3.1% |
0-0 |
Volume |
73,296 |
58,797 |
-14,499 |
-19.8% |
323,084 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1329-1 |
1324-3 |
1303-4 |
|
R3 |
1318-1 |
1313-3 |
1300-4 |
|
R2 |
1307-1 |
1307-1 |
1299-4 |
|
R1 |
1302-3 |
1302-3 |
1298-4 |
1299-2 |
PP |
1296-1 |
1296-1 |
1296-1 |
1294-5 |
S1 |
1291-3 |
1291-3 |
1296-4 |
1288-2 |
S2 |
1285-1 |
1285-1 |
1295-4 |
|
S3 |
1274-1 |
1280-3 |
1294-4 |
|
S4 |
1263-1 |
1269-3 |
1291-4 |
|
|
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 |
1264-4 |
36-6 |
2.8% |
14-3 |
1.1% |
90% |
False |
False |
65,607 |
10 |
1301-2 |
1261-2 |
40-0 |
3.1% |
14-7 |
1.1% |
91% |
False |
False |
70,486 |
20 |
1330-0 |
1261-2 |
68-6 |
5.3% |
16-6 |
1.3% |
53% |
False |
False |
53,900 |
40 |
1406-0 |
1261-2 |
144-6 |
11.2% |
22-0 |
1.7% |
25% |
False |
False |
39,681 |
60 |
1406-0 |
1169-0 |
237-0 |
18.3% |
23-2 |
1.8% |
54% |
False |
False |
31,957 |
80 |
1406-0 |
1169-0 |
237-0 |
18.3% |
23-4 |
1.8% |
54% |
False |
False |
26,083 |
100 |
1406-0 |
1169-0 |
237-0 |
18.3% |
23-0 |
1.8% |
54% |
False |
False |
22,004 |
120 |
1406-0 |
1169-0 |
237-0 |
18.3% |
22-0 |
1.7% |
54% |
False |
False |
18,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1347-6 |
2.618 |
1329-6 |
1.618 |
1318-6 |
1.000 |
1312-0 |
0.618 |
1307-6 |
HIGH |
1301-0 |
0.618 |
1296-6 |
0.500 |
1295-4 |
0.382 |
1294-2 |
LOW |
1290-0 |
0.618 |
1283-2 |
1.000 |
1279-0 |
1.618 |
1272-2 |
2.618 |
1261-2 |
4.250 |
1243-2 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1296-7 |
1295-7 |
PP |
1296-1 |
1294-3 |
S1 |
1295-4 |
1292-6 |
|