CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1315-0 |
1281-0 |
-34-0 |
-2.6% |
1312-2 |
| High |
1318-2 |
1281-0 |
-37-2 |
-2.8% |
1330-0 |
| Low |
1283-2 |
1265-4 |
-17-6 |
-1.4% |
1307-4 |
| Close |
1285-0 |
1270-0 |
-15-0 |
-1.2% |
1321-4 |
| Range |
35-0 |
15-4 |
-19-4 |
-55.7% |
22-4 |
| ATR |
26-0 |
25-4 |
-0-4 |
-1.8% |
0-0 |
| Volume |
25,684 |
51,766 |
26,082 |
101.5% |
103,916 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1318-5 |
1309-7 |
1278-4 |
|
| R3 |
1303-1 |
1294-3 |
1274-2 |
|
| R2 |
1287-5 |
1287-5 |
1272-7 |
|
| R1 |
1278-7 |
1278-7 |
1271-3 |
1275-4 |
| PP |
1272-1 |
1272-1 |
1272-1 |
1270-4 |
| S1 |
1263-3 |
1263-3 |
1268-5 |
1260-0 |
| S2 |
1256-5 |
1256-5 |
1267-1 |
|
| S3 |
1241-1 |
1247-7 |
1265-6 |
|
| S4 |
1225-5 |
1232-3 |
1261-4 |
|
|
| 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 |
1265-4 |
64-4 |
5.1% |
19-4 |
1.5% |
7% |
False |
True |
28,697 |
| 10 |
1363-0 |
1265-4 |
97-4 |
7.7% |
20-0 |
1.6% |
5% |
False |
True |
27,210 |
| 20 |
1397-6 |
1265-4 |
132-2 |
10.4% |
25-1 |
2.0% |
3% |
False |
True |
26,198 |
| 40 |
1406-0 |
1169-0 |
237-0 |
18.7% |
26-2 |
2.1% |
43% |
False |
False |
23,246 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.7% |
25-5 |
2.0% |
43% |
False |
False |
18,607 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.7% |
24-2 |
1.9% |
43% |
False |
False |
15,479 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.7% |
23-3 |
1.8% |
43% |
False |
False |
13,211 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-0 |
1.7% |
43% |
False |
False |
11,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1346-7 |
|
2.618 |
1321-5 |
|
1.618 |
1306-1 |
|
1.000 |
1296-4 |
|
0.618 |
1290-5 |
|
HIGH |
1281-0 |
|
0.618 |
1275-1 |
|
0.500 |
1273-2 |
|
0.382 |
1271-3 |
|
LOW |
1265-4 |
|
0.618 |
1255-7 |
|
1.000 |
1250-0 |
|
1.618 |
1240-3 |
|
2.618 |
1224-7 |
|
4.250 |
1199-5 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1273-2 |
1297-1 |
| PP |
1272-1 |
1288-1 |
| S1 |
1271-1 |
1279-0 |
|