CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 23-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1298-2 |
1294-4 |
-3-6 |
-0.3% |
1264-0 |
High |
1301-0 |
1312-6 |
11-6 |
0.9% |
1297-6 |
Low |
1290-0 |
1292-2 |
2-2 |
0.2% |
1261-2 |
Close |
1297-4 |
1304-0 |
6-4 |
0.5% |
1289-6 |
Range |
11-0 |
20-4 |
9-4 |
86.4% |
36-4 |
ATR |
18-6 |
18-7 |
0-1 |
0.7% |
0-0 |
Volume |
58,797 |
78,150 |
19,353 |
32.9% |
323,084 |
|
Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1364-4 |
1354-6 |
1315-2 |
|
R3 |
1344-0 |
1334-2 |
1309-5 |
|
R2 |
1323-4 |
1323-4 |
1307-6 |
|
R1 |
1313-6 |
1313-6 |
1305-7 |
1318-5 |
PP |
1303-0 |
1303-0 |
1303-0 |
1305-4 |
S1 |
1293-2 |
1293-2 |
1302-1 |
1298-1 |
S2 |
1282-4 |
1282-4 |
1300-2 |
|
S3 |
1262-0 |
1272-6 |
1298-3 |
|
S4 |
1241-4 |
1252-2 |
1292-6 |
|
|
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 |
1312-6 |
1272-2 |
40-4 |
3.1% |
15-7 |
1.2% |
78% |
True |
False |
71,276 |
10 |
1312-6 |
1261-2 |
51-4 |
3.9% |
15-7 |
1.2% |
83% |
True |
False |
70,607 |
20 |
1328-6 |
1261-2 |
67-4 |
5.2% |
16-6 |
1.3% |
63% |
False |
False |
56,939 |
40 |
1403-4 |
1261-2 |
142-2 |
10.9% |
21-4 |
1.6% |
30% |
False |
False |
40,691 |
60 |
1406-0 |
1169-0 |
237-0 |
18.2% |
23-2 |
1.8% |
57% |
False |
False |
33,122 |
80 |
1406-0 |
1169-0 |
237-0 |
18.2% |
23-4 |
1.8% |
57% |
False |
False |
26,930 |
100 |
1406-0 |
1169-0 |
237-0 |
18.2% |
22-7 |
1.8% |
57% |
False |
False |
22,671 |
120 |
1406-0 |
1169-0 |
237-0 |
18.2% |
22-0 |
1.7% |
57% |
False |
False |
19,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1399-7 |
2.618 |
1366-3 |
1.618 |
1345-7 |
1.000 |
1333-2 |
0.618 |
1325-3 |
HIGH |
1312-6 |
0.618 |
1304-7 |
0.500 |
1302-4 |
0.382 |
1300-1 |
LOW |
1292-2 |
0.618 |
1279-5 |
1.000 |
1271-6 |
1.618 |
1259-1 |
2.618 |
1238-5 |
4.250 |
1205-1 |
|
|
Fisher Pivots for day following 23-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1303-4 |
1302-5 |
PP |
1303-0 |
1301-2 |
S1 |
1302-4 |
1299-7 |
|