CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1293-2 |
1266-4 |
-26-6 |
-2.1% |
1287-6 |
High |
1294-2 |
1274-2 |
-20-0 |
-1.5% |
1312-6 |
Low |
1267-0 |
1264-4 |
-2-4 |
-0.2% |
1287-0 |
Close |
1268-0 |
1270-6 |
2-6 |
0.2% |
1293-4 |
Range |
27-2 |
9-6 |
-17-4 |
-64.2% |
25-6 |
ATR |
18-5 |
18-0 |
-0-5 |
-3.4% |
0-0 |
Volume |
87,605 |
140,691 |
53,086 |
60.6% |
385,482 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1299-1 |
1294-5 |
1276-1 |
|
R3 |
1289-3 |
1284-7 |
1273-3 |
|
R2 |
1279-5 |
1279-5 |
1272-4 |
|
R1 |
1275-1 |
1275-1 |
1271-5 |
1277-3 |
PP |
1269-7 |
1269-7 |
1269-7 |
1271-0 |
S1 |
1265-3 |
1265-3 |
1269-7 |
1267-5 |
S2 |
1260-1 |
1260-1 |
1269-0 |
|
S3 |
1250-3 |
1255-5 |
1268-1 |
|
S4 |
1240-5 |
1245-7 |
1265-3 |
|
|
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 |
1264-4 |
48-2 |
3.8% |
16-4 |
1.3% |
13% |
False |
True |
96,337 |
10 |
1312-6 |
1264-4 |
48-2 |
3.8% |
15-3 |
1.2% |
13% |
False |
True |
80,972 |
20 |
1312-6 |
1261-2 |
51-4 |
4.1% |
16-0 |
1.3% |
18% |
False |
False |
70,810 |
40 |
1397-6 |
1261-2 |
136-4 |
10.7% |
20-4 |
1.6% |
7% |
False |
False |
48,504 |
60 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-6 |
1.8% |
43% |
False |
False |
39,101 |
80 |
1406-0 |
1169-0 |
237-0 |
18.7% |
23-2 |
1.8% |
43% |
False |
False |
31,658 |
100 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-5 |
1.8% |
43% |
False |
False |
26,545 |
120 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-1 |
1.7% |
43% |
False |
False |
22,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1315-6 |
2.618 |
1299-6 |
1.618 |
1290-0 |
1.000 |
1284-0 |
0.618 |
1280-2 |
HIGH |
1274-2 |
0.618 |
1270-4 |
0.500 |
1269-3 |
0.382 |
1268-2 |
LOW |
1264-4 |
0.618 |
1258-4 |
1.000 |
1254-6 |
1.618 |
1248-6 |
2.618 |
1239-0 |
4.250 |
1223-0 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1270-2 |
1285-2 |
PP |
1269-7 |
1280-3 |
S1 |
1269-3 |
1275-5 |
|