CME Soybeans Future January 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1270-4 |
1274-2 |
3-6 |
0.3% |
1287-6 |
High |
1280-4 |
1287-4 |
7-0 |
0.5% |
1312-6 |
Low |
1270-4 |
1265-0 |
-5-4 |
-0.4% |
1287-0 |
Close |
1276-4 |
1266-2 |
-10-2 |
-0.8% |
1293-4 |
Range |
10-0 |
22-4 |
12-4 |
125.0% |
25-6 |
ATR |
17-3 |
17-6 |
0-3 |
2.1% |
0-0 |
Volume |
106,597 |
97,635 |
-8,962 |
-8.4% |
385,482 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1340-3 |
1325-7 |
1278-5 |
|
R3 |
1317-7 |
1303-3 |
1272-4 |
|
R2 |
1295-3 |
1295-3 |
1270-3 |
|
R1 |
1280-7 |
1280-7 |
1268-2 |
1276-7 |
PP |
1272-7 |
1272-7 |
1272-7 |
1271-0 |
S1 |
1258-3 |
1258-3 |
1264-2 |
1254-3 |
S2 |
1250-3 |
1250-3 |
1262-1 |
|
S3 |
1227-7 |
1235-7 |
1260-0 |
|
S4 |
1205-3 |
1213-3 |
1253-7 |
|
|
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 |
1306-0 |
1264-4 |
41-4 |
3.3% |
16-4 |
1.3% |
4% |
False |
False |
101,313 |
10 |
1312-6 |
1264-4 |
48-2 |
3.8% |
15-3 |
1.2% |
4% |
False |
False |
89,654 |
20 |
1312-6 |
1261-2 |
51-4 |
4.1% |
15-7 |
1.3% |
10% |
False |
False |
76,759 |
40 |
1397-6 |
1261-2 |
136-4 |
10.8% |
19-3 |
1.5% |
4% |
False |
False |
52,321 |
60 |
1406-0 |
1170-6 |
235-2 |
18.6% |
22-7 |
1.8% |
41% |
False |
False |
42,026 |
80 |
1406-0 |
1169-0 |
237-0 |
18.7% |
23-0 |
1.8% |
41% |
False |
False |
34,016 |
100 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-5 |
1.8% |
41% |
False |
False |
28,426 |
120 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-0 |
1.7% |
41% |
False |
False |
24,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1383-1 |
2.618 |
1346-3 |
1.618 |
1323-7 |
1.000 |
1310-0 |
0.618 |
1301-3 |
HIGH |
1287-4 |
0.618 |
1278-7 |
0.500 |
1276-2 |
0.382 |
1273-5 |
LOW |
1265-0 |
0.618 |
1251-1 |
1.000 |
1242-4 |
1.618 |
1228-5 |
2.618 |
1206-1 |
4.250 |
1169-3 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1276-2 |
1276-0 |
PP |
1272-7 |
1272-6 |
S1 |
1269-5 |
1269-4 |
|