CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1264-0 |
1270-0 |
6-0 |
0.5% |
1293-4 |
| High |
1278-4 |
1275-4 |
-3-0 |
-0.2% |
1305-0 |
| Low |
1261-2 |
1263-4 |
2-2 |
0.2% |
1266-0 |
| Close |
1271-6 |
1266-0 |
-5-6 |
-0.5% |
1266-2 |
| Range |
17-2 |
12-0 |
-5-2 |
-30.4% |
39-0 |
| ATR |
21-3 |
20-6 |
-0-5 |
-3.1% |
0-0 |
| Volume |
77,354 |
49,788 |
-27,566 |
-35.6% |
348,142 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1304-3 |
1297-1 |
1272-5 |
|
| R3 |
1292-3 |
1285-1 |
1269-2 |
|
| R2 |
1280-3 |
1280-3 |
1268-2 |
|
| R1 |
1273-1 |
1273-1 |
1267-1 |
1270-6 |
| PP |
1268-3 |
1268-3 |
1268-3 |
1267-1 |
| S1 |
1261-1 |
1261-1 |
1264-7 |
1258-6 |
| S2 |
1256-3 |
1256-3 |
1263-6 |
|
| S3 |
1244-3 |
1249-1 |
1262-6 |
|
| S4 |
1232-3 |
1237-1 |
1259-3 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1396-1 |
1370-1 |
1287-6 |
|
| R3 |
1357-1 |
1331-1 |
1277-0 |
|
| R2 |
1318-1 |
1318-1 |
1273-3 |
|
| R1 |
1292-1 |
1292-1 |
1269-7 |
1285-5 |
| PP |
1279-1 |
1279-1 |
1279-1 |
1275-6 |
| S1 |
1253-1 |
1253-1 |
1262-5 |
1246-5 |
| S2 |
1240-1 |
1240-1 |
1259-1 |
|
| S3 |
1201-1 |
1214-1 |
1255-4 |
|
| S4 |
1162-1 |
1175-1 |
1244-6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1297-4 |
1261-2 |
36-2 |
2.9% |
15-3 |
1.2% |
13% |
False |
False |
75,366 |
| 10 |
1305-0 |
1261-2 |
43-6 |
3.5% |
16-4 |
1.3% |
11% |
False |
False |
60,648 |
| 20 |
1363-0 |
1261-2 |
101-6 |
8.0% |
18-2 |
1.4% |
5% |
False |
False |
43,929 |
| 40 |
1406-0 |
1261-2 |
144-6 |
11.4% |
24-4 |
1.9% |
3% |
False |
False |
34,355 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.7% |
24-3 |
1.9% |
41% |
False |
False |
27,439 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.7% |
23-5 |
1.9% |
41% |
False |
False |
22,354 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.7% |
23-3 |
1.8% |
41% |
False |
False |
18,966 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.7% |
22-1 |
1.8% |
41% |
False |
False |
16,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1326-4 |
|
2.618 |
1306-7 |
|
1.618 |
1294-7 |
|
1.000 |
1287-4 |
|
0.618 |
1282-7 |
|
HIGH |
1275-4 |
|
0.618 |
1270-7 |
|
0.500 |
1269-4 |
|
0.382 |
1268-1 |
|
LOW |
1263-4 |
|
0.618 |
1256-1 |
|
1.000 |
1251-4 |
|
1.618 |
1244-1 |
|
2.618 |
1232-1 |
|
4.250 |
1212-4 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1269-4 |
1273-7 |
| PP |
1268-3 |
1271-2 |
| S1 |
1267-1 |
1268-5 |
|