CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1297-0 |
1285-2 |
-11-6 |
-0.9% |
1315-0 |
| High |
1305-0 |
1288-6 |
-16-2 |
-1.2% |
1318-2 |
| Low |
1283-2 |
1278-0 |
-5-2 |
-0.4% |
1265-4 |
| Close |
1287-6 |
1284-0 |
-3-6 |
-0.3% |
1295-0 |
| Range |
21-6 |
10-6 |
-11-0 |
-50.6% |
52-6 |
| ATR |
23-1 |
22-2 |
-0-7 |
-3.8% |
0-0 |
| Volume |
51,836 |
76,939 |
25,103 |
48.4% |
208,647 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1315-7 |
1310-5 |
1289-7 |
|
| R3 |
1305-1 |
1299-7 |
1287-0 |
|
| R2 |
1294-3 |
1294-3 |
1286-0 |
|
| R1 |
1289-1 |
1289-1 |
1285-0 |
1286-3 |
| PP |
1283-5 |
1283-5 |
1283-5 |
1282-2 |
| S1 |
1278-3 |
1278-3 |
1283-0 |
1275-5 |
| S2 |
1272-7 |
1272-7 |
1282-0 |
|
| S3 |
1262-1 |
1267-5 |
1281-0 |
|
| S4 |
1251-3 |
1256-7 |
1278-1 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1451-1 |
1425-7 |
1324-0 |
|
| R3 |
1398-3 |
1373-1 |
1309-4 |
|
| R2 |
1345-5 |
1345-5 |
1304-5 |
|
| R1 |
1320-3 |
1320-3 |
1299-7 |
1306-5 |
| PP |
1292-7 |
1292-7 |
1292-7 |
1286-0 |
| S1 |
1267-5 |
1267-5 |
1290-1 |
1253-7 |
| S2 |
1240-1 |
1240-1 |
1285-3 |
|
| S3 |
1187-3 |
1214-7 |
1280-4 |
|
| S4 |
1134-5 |
1162-1 |
1266-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1305-0 |
1272-4 |
32-4 |
2.5% |
16-3 |
1.3% |
35% |
False |
False |
53,388 |
| 10 |
1328-6 |
1265-4 |
63-2 |
4.9% |
17-5 |
1.4% |
29% |
False |
False |
43,271 |
| 20 |
1397-6 |
1265-4 |
132-2 |
10.3% |
21-7 |
1.7% |
14% |
False |
False |
34,700 |
| 40 |
1406-0 |
1218-0 |
188-0 |
14.6% |
25-3 |
2.0% |
35% |
False |
False |
28,608 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.5% |
24-5 |
1.9% |
49% |
False |
False |
22,902 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.5% |
23-7 |
1.9% |
49% |
False |
False |
18,854 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.5% |
23-3 |
1.8% |
49% |
False |
False |
16,102 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.5% |
22-1 |
1.7% |
49% |
False |
False |
13,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1334-4 |
|
2.618 |
1316-7 |
|
1.618 |
1306-1 |
|
1.000 |
1299-4 |
|
0.618 |
1295-3 |
|
HIGH |
1288-6 |
|
0.618 |
1284-5 |
|
0.500 |
1283-3 |
|
0.382 |
1282-1 |
|
LOW |
1278-0 |
|
0.618 |
1271-3 |
|
1.000 |
1267-2 |
|
1.618 |
1260-5 |
|
2.618 |
1249-7 |
|
4.250 |
1232-2 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1283-6 |
1291-4 |
| PP |
1283-5 |
1289-0 |
| S1 |
1283-3 |
1286-4 |
|