CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1294-4 |
1303-0 |
8-4 |
0.7% |
1264-0 |
| High |
1312-6 |
1311-2 |
-1-4 |
-0.1% |
1297-6 |
| Low |
1292-2 |
1299-6 |
7-4 |
0.6% |
1261-2 |
| Close |
1304-0 |
1303-6 |
-0-2 |
0.0% |
1289-6 |
| Range |
20-4 |
11-4 |
-9-0 |
-43.9% |
36-4 |
| ATR |
18-7 |
18-2 |
-0-4 |
-2.8% |
0-0 |
| Volume |
78,150 |
101,199 |
23,049 |
29.5% |
323,084 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1339-3 |
1333-1 |
1310-1 |
|
| R3 |
1327-7 |
1321-5 |
1306-7 |
|
| R2 |
1316-3 |
1316-3 |
1305-7 |
|
| R1 |
1310-1 |
1310-1 |
1304-6 |
1313-2 |
| PP |
1304-7 |
1304-7 |
1304-7 |
1306-4 |
| S1 |
1298-5 |
1298-5 |
1302-6 |
1301-6 |
| S2 |
1293-3 |
1293-3 |
1301-5 |
|
| S3 |
1281-7 |
1287-1 |
1300-5 |
|
| S4 |
1270-3 |
1275-5 |
1297-3 |
|
|
| 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 |
1312-6 |
1284-2 |
28-4 |
2.2% |
14-1 |
1.1% |
68% |
False |
False |
77,994 |
| 10 |
1312-6 |
1261-2 |
51-4 |
4.0% |
15-3 |
1.2% |
83% |
False |
False |
71,871 |
| 20 |
1328-6 |
1261-2 |
67-4 |
5.2% |
16-6 |
1.3% |
63% |
False |
False |
60,619 |
| 40 |
1403-4 |
1261-2 |
142-2 |
10.9% |
21-1 |
1.6% |
30% |
False |
False |
42,344 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.2% |
23-1 |
1.8% |
57% |
False |
False |
34,621 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.2% |
23-4 |
1.8% |
57% |
False |
False |
28,104 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.2% |
22-7 |
1.7% |
57% |
False |
False |
23,625 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.2% |
22-0 |
1.7% |
57% |
False |
False |
20,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1360-1 |
|
2.618 |
1341-3 |
|
1.618 |
1329-7 |
|
1.000 |
1322-6 |
|
0.618 |
1318-3 |
|
HIGH |
1311-2 |
|
0.618 |
1306-7 |
|
0.500 |
1305-4 |
|
0.382 |
1304-1 |
|
LOW |
1299-6 |
|
0.618 |
1292-5 |
|
1.000 |
1288-2 |
|
1.618 |
1281-1 |
|
2.618 |
1269-5 |
|
4.250 |
1250-7 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1305-4 |
1303-0 |
| PP |
1304-7 |
1302-1 |
| S1 |
1304-3 |
1301-3 |
|