CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1303-0 |
1303-0 |
0-0 |
0.0% |
1287-6 |
High |
1311-2 |
1306-0 |
-5-2 |
-0.4% |
1312-6 |
Low |
1299-6 |
1292-6 |
-7-0 |
-0.5% |
1287-0 |
Close |
1303-6 |
1293-4 |
-10-2 |
-0.8% |
1293-4 |
Range |
11-4 |
13-2 |
1-6 |
15.2% |
25-6 |
ATR |
18-2 |
18-0 |
-0-3 |
-2.0% |
0-0 |
Volume |
101,199 |
74,040 |
-27,159 |
-26.8% |
385,482 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1337-1 |
1328-5 |
1300-6 |
|
R3 |
1323-7 |
1315-3 |
1297-1 |
|
R2 |
1310-5 |
1310-5 |
1295-7 |
|
R1 |
1302-1 |
1302-1 |
1294-6 |
1299-6 |
PP |
1297-3 |
1297-3 |
1297-3 |
1296-2 |
S1 |
1288-7 |
1288-7 |
1292-2 |
1286-4 |
S2 |
1284-1 |
1284-1 |
1291-1 |
|
S3 |
1270-7 |
1275-5 |
1289-7 |
|
S4 |
1257-5 |
1262-3 |
1286-2 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1375-0 |
1360-0 |
1307-5 |
|
R3 |
1349-2 |
1334-2 |
1300-5 |
|
R2 |
1323-4 |
1323-4 |
1298-2 |
|
R1 |
1308-4 |
1308-4 |
1295-7 |
1316-0 |
PP |
1297-6 |
1297-6 |
1297-6 |
1301-4 |
S1 |
1282-6 |
1282-6 |
1291-1 |
1290-2 |
S2 |
1272-0 |
1272-0 |
1288-6 |
|
S3 |
1246-2 |
1257-0 |
1286-3 |
|
S4 |
1220-4 |
1231-2 |
1279-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1312-6 |
1287-0 |
25-6 |
2.0% |
14-1 |
1.1% |
25% |
False |
False |
77,096 |
10 |
1312-6 |
1261-2 |
51-4 |
4.0% |
14-5 |
1.1% |
63% |
False |
False |
70,856 |
20 |
1318-2 |
1261-2 |
57-0 |
4.4% |
16-5 |
1.3% |
57% |
False |
False |
63,267 |
40 |
1403-4 |
1261-2 |
142-2 |
11.0% |
20-7 |
1.6% |
23% |
False |
False |
43,546 |
60 |
1406-0 |
1169-0 |
237-0 |
18.3% |
23-0 |
1.8% |
53% |
False |
False |
35,724 |
80 |
1406-0 |
1169-0 |
237-0 |
18.3% |
23-3 |
1.8% |
53% |
False |
False |
28,946 |
100 |
1406-0 |
1169-0 |
237-0 |
18.3% |
22-6 |
1.8% |
53% |
False |
False |
24,332 |
120 |
1406-0 |
1169-0 |
237-0 |
18.3% |
22-0 |
1.7% |
53% |
False |
False |
20,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1362-2 |
2.618 |
1340-6 |
1.618 |
1327-4 |
1.000 |
1319-2 |
0.618 |
1314-2 |
HIGH |
1306-0 |
0.618 |
1301-0 |
0.500 |
1299-3 |
0.382 |
1297-6 |
LOW |
1292-6 |
0.618 |
1284-4 |
1.000 |
1279-4 |
1.618 |
1271-2 |
2.618 |
1258-0 |
4.250 |
1236-4 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1299-3 |
1302-4 |
PP |
1297-3 |
1299-4 |
S1 |
1295-4 |
1296-4 |
|