CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1303-0 |
1293-2 |
-9-6 |
-0.7% |
1287-6 |
High |
1306-0 |
1294-2 |
-11-6 |
-0.9% |
1312-6 |
Low |
1292-6 |
1267-0 |
-25-6 |
-2.0% |
1287-0 |
Close |
1293-4 |
1268-0 |
-25-4 |
-2.0% |
1293-4 |
Range |
13-2 |
27-2 |
14-0 |
105.7% |
25-6 |
ATR |
18-0 |
18-5 |
0-5 |
3.7% |
0-0 |
Volume |
74,040 |
87,605 |
13,565 |
18.3% |
385,482 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1358-1 |
1340-3 |
1283-0 |
|
R3 |
1330-7 |
1313-1 |
1275-4 |
|
R2 |
1303-5 |
1303-5 |
1273-0 |
|
R1 |
1285-7 |
1285-7 |
1270-4 |
1281-1 |
PP |
1276-3 |
1276-3 |
1276-3 |
1274-0 |
S1 |
1258-5 |
1258-5 |
1265-4 |
1253-7 |
S2 |
1249-1 |
1249-1 |
1263-0 |
|
S3 |
1221-7 |
1231-3 |
1260-4 |
|
S4 |
1194-5 |
1204-1 |
1253-0 |
|
|
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 |
1267-0 |
45-6 |
3.6% |
16-6 |
1.3% |
2% |
False |
True |
79,958 |
10 |
1312-6 |
1263-4 |
49-2 |
3.9% |
15-5 |
1.2% |
9% |
False |
False |
71,881 |
20 |
1312-6 |
1261-2 |
51-4 |
4.1% |
16-2 |
1.3% |
13% |
False |
False |
66,363 |
40 |
1403-4 |
1261-2 |
142-2 |
11.2% |
21-0 |
1.7% |
5% |
False |
False |
45,394 |
60 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-7 |
1.8% |
42% |
False |
False |
36,907 |
80 |
1406-0 |
1169-0 |
237-0 |
18.7% |
23-4 |
1.9% |
42% |
False |
False |
29,968 |
100 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-6 |
1.8% |
42% |
False |
False |
25,183 |
120 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-1 |
1.7% |
42% |
False |
False |
21,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1410-0 |
2.618 |
1365-5 |
1.618 |
1338-3 |
1.000 |
1321-4 |
0.618 |
1311-1 |
HIGH |
1294-2 |
0.618 |
1283-7 |
0.500 |
1280-5 |
0.382 |
1277-3 |
LOW |
1267-0 |
0.618 |
1250-1 |
1.000 |
1239-6 |
1.618 |
1222-7 |
2.618 |
1195-5 |
4.250 |
1151-2 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1280-5 |
1289-1 |
PP |
1276-3 |
1282-1 |
S1 |
1272-2 |
1275-0 |
|