CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1274-2 |
1287-2 |
13-0 |
1.0% |
1264-0 |
| High |
1292-2 |
1297-6 |
5-4 |
0.4% |
1297-6 |
| Low |
1272-2 |
1284-2 |
12-0 |
0.9% |
1261-2 |
| Close |
1289-4 |
1289-6 |
0-2 |
0.0% |
1289-6 |
| Range |
20-0 |
13-4 |
-6-4 |
-32.5% |
36-4 |
| ATR |
20-1 |
19-6 |
-0-4 |
-2.4% |
0-0 |
| Volume |
67,609 |
78,530 |
10,921 |
16.2% |
323,084 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1331-1 |
1323-7 |
1297-1 |
|
| R3 |
1317-5 |
1310-3 |
1293-4 |
|
| R2 |
1304-1 |
1304-1 |
1292-2 |
|
| R1 |
1296-7 |
1296-7 |
1291-0 |
1300-4 |
| PP |
1290-5 |
1290-5 |
1290-5 |
1292-3 |
| S1 |
1283-3 |
1283-3 |
1288-4 |
1287-0 |
| S2 |
1277-1 |
1277-1 |
1287-2 |
|
| S3 |
1263-5 |
1269-7 |
1286-0 |
|
| S4 |
1250-1 |
1256-3 |
1282-3 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1392-3 |
1377-5 |
1309-7 |
|
| R3 |
1355-7 |
1341-1 |
1299-6 |
|
| R2 |
1319-3 |
1319-3 |
1296-4 |
|
| R1 |
1304-5 |
1304-5 |
1293-1 |
1312-0 |
| PP |
1282-7 |
1282-7 |
1282-7 |
1286-5 |
| S1 |
1268-1 |
1268-1 |
1286-3 |
1275-4 |
| S2 |
1246-3 |
1246-3 |
1283-0 |
|
| S3 |
1209-7 |
1231-5 |
1279-6 |
|
| S4 |
1173-3 |
1195-1 |
1269-5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1297-6 |
1261-2 |
36-4 |
2.8% |
15-1 |
1.2% |
78% |
True |
False |
64,616 |
| 10 |
1305-0 |
1261-2 |
43-6 |
3.4% |
16-0 |
1.2% |
65% |
False |
False |
67,122 |
| 20 |
1330-0 |
1261-2 |
68-6 |
5.3% |
17-0 |
1.3% |
41% |
False |
False |
49,189 |
| 40 |
1406-0 |
1261-2 |
144-6 |
11.2% |
23-6 |
1.8% |
20% |
False |
False |
37,538 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-4 |
1.8% |
51% |
False |
False |
30,220 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-6 |
1.8% |
51% |
False |
False |
24,585 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.4% |
23-1 |
1.8% |
51% |
False |
False |
20,790 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.4% |
22-1 |
1.7% |
51% |
False |
False |
17,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1355-1 |
|
2.618 |
1333-1 |
|
1.618 |
1319-5 |
|
1.000 |
1311-2 |
|
0.618 |
1306-1 |
|
HIGH |
1297-6 |
|
0.618 |
1292-5 |
|
0.500 |
1291-0 |
|
0.382 |
1289-3 |
|
LOW |
1284-2 |
|
0.618 |
1275-7 |
|
1.000 |
1270-6 |
|
1.618 |
1262-3 |
|
2.618 |
1248-7 |
|
4.250 |
1226-7 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1291-0 |
1286-7 |
| PP |
1290-5 |
1284-0 |
| S1 |
1290-1 |
1281-1 |
|