CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1318-0 |
1315-0 |
-3-0 |
-0.2% |
1312-2 |
| High |
1328-6 |
1318-2 |
-10-4 |
-0.8% |
1330-0 |
| Low |
1314-0 |
1283-2 |
-30-6 |
-2.3% |
1307-4 |
| Close |
1321-4 |
1285-0 |
-36-4 |
-2.8% |
1321-4 |
| Range |
14-6 |
35-0 |
20-2 |
137.3% |
22-4 |
| ATR |
25-0 |
26-0 |
1-0 |
3.8% |
0-0 |
| Volume |
21,072 |
25,684 |
4,612 |
21.9% |
103,916 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1400-4 |
1377-6 |
1304-2 |
|
| R3 |
1365-4 |
1342-6 |
1294-5 |
|
| R2 |
1330-4 |
1330-4 |
1291-3 |
|
| R1 |
1307-6 |
1307-6 |
1288-2 |
1301-5 |
| PP |
1295-4 |
1295-4 |
1295-4 |
1292-4 |
| S1 |
1272-6 |
1272-6 |
1281-6 |
1266-5 |
| S2 |
1260-4 |
1260-4 |
1278-5 |
|
| S3 |
1225-4 |
1237-6 |
1275-3 |
|
| S4 |
1190-4 |
1202-6 |
1265-6 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1387-1 |
1376-7 |
1333-7 |
|
| R3 |
1364-5 |
1354-3 |
1327-6 |
|
| R2 |
1342-1 |
1342-1 |
1325-5 |
|
| R1 |
1331-7 |
1331-7 |
1323-4 |
1337-0 |
| PP |
1319-5 |
1319-5 |
1319-5 |
1322-2 |
| S1 |
1309-3 |
1309-3 |
1319-4 |
1314-4 |
| S2 |
1297-1 |
1297-1 |
1317-3 |
|
| S3 |
1274-5 |
1286-7 |
1315-2 |
|
| S4 |
1252-1 |
1264-3 |
1309-1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1330-0 |
1283-2 |
46-6 |
3.6% |
20-0 |
1.6% |
4% |
False |
True |
21,629 |
| 10 |
1365-0 |
1283-2 |
81-6 |
6.4% |
21-6 |
1.7% |
2% |
False |
True |
24,454 |
| 20 |
1403-4 |
1283-2 |
120-2 |
9.4% |
25-6 |
2.0% |
1% |
False |
True |
24,426 |
| 40 |
1406-0 |
1169-0 |
237-0 |
18.4% |
26-2 |
2.0% |
49% |
False |
False |
22,178 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.4% |
25-7 |
2.0% |
49% |
False |
False |
17,837 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.4% |
24-4 |
1.9% |
49% |
False |
False |
14,889 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-2 |
1.8% |
49% |
False |
False |
12,724 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-0 |
1.7% |
49% |
False |
False |
10,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1467-0 |
|
2.618 |
1409-7 |
|
1.618 |
1374-7 |
|
1.000 |
1353-2 |
|
0.618 |
1339-7 |
|
HIGH |
1318-2 |
|
0.618 |
1304-7 |
|
0.500 |
1300-6 |
|
0.382 |
1296-5 |
|
LOW |
1283-2 |
|
0.618 |
1261-5 |
|
1.000 |
1248-2 |
|
1.618 |
1226-5 |
|
2.618 |
1191-5 |
|
4.250 |
1134-4 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1300-6 |
1306-0 |
| PP |
1295-4 |
1299-0 |
| S1 |
1290-2 |
1292-0 |
|