CME Soybeans Future January 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1266-4 |
1270-4 |
4-0 |
0.3% |
1287-6 |
| High |
1274-2 |
1280-4 |
6-2 |
0.5% |
1312-6 |
| Low |
1264-4 |
1270-4 |
6-0 |
0.5% |
1287-0 |
| Close |
1270-6 |
1276-4 |
5-6 |
0.5% |
1293-4 |
| Range |
9-6 |
10-0 |
0-2 |
2.6% |
25-6 |
| ATR |
18-0 |
17-3 |
-0-5 |
-3.2% |
0-0 |
| Volume |
140,691 |
106,597 |
-34,094 |
-24.2% |
385,482 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1305-7 |
1301-1 |
1282-0 |
|
| R3 |
1295-7 |
1291-1 |
1279-2 |
|
| R2 |
1285-7 |
1285-7 |
1278-3 |
|
| R1 |
1281-1 |
1281-1 |
1277-3 |
1283-4 |
| PP |
1275-7 |
1275-7 |
1275-7 |
1277-0 |
| S1 |
1271-1 |
1271-1 |
1275-5 |
1273-4 |
| S2 |
1265-7 |
1265-7 |
1274-5 |
|
| S3 |
1255-7 |
1261-1 |
1273-6 |
|
| S4 |
1245-7 |
1251-1 |
1271-0 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1375-0 |
1360-0 |
1307-5 |
|
| R3 |
1349-2 |
1334-2 |
1300-5 |
|
| R2 |
1323-4 |
1323-4 |
1298-2 |
|
| R1 |
1308-4 |
1308-4 |
1295-7 |
1316-0 |
| PP |
1297-6 |
1297-6 |
1297-6 |
1301-4 |
| S1 |
1282-6 |
1282-6 |
1291-1 |
1290-2 |
| S2 |
1272-0 |
1272-0 |
1288-6 |
|
| S3 |
1246-2 |
1257-0 |
1286-3 |
|
| S4 |
1220-4 |
1231-2 |
1279-3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1311-2 |
1264-4 |
46-6 |
3.7% |
14-3 |
1.1% |
26% |
False |
False |
102,026 |
| 10 |
1312-6 |
1264-4 |
48-2 |
3.8% |
15-1 |
1.2% |
25% |
False |
False |
86,651 |
| 20 |
1312-6 |
1261-2 |
51-4 |
4.0% |
15-5 |
1.2% |
30% |
False |
False |
74,157 |
| 40 |
1397-6 |
1261-2 |
136-4 |
10.7% |
19-5 |
1.5% |
11% |
False |
False |
50,536 |
| 60 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-5 |
1.8% |
45% |
False |
False |
40,639 |
| 80 |
1406-0 |
1169-0 |
237-0 |
18.6% |
23-0 |
1.8% |
45% |
False |
False |
32,918 |
| 100 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-4 |
1.8% |
45% |
False |
False |
27,513 |
| 120 |
1406-0 |
1169-0 |
237-0 |
18.6% |
22-0 |
1.7% |
45% |
False |
False |
23,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1323-0 |
|
2.618 |
1306-5 |
|
1.618 |
1296-5 |
|
1.000 |
1290-4 |
|
0.618 |
1286-5 |
|
HIGH |
1280-4 |
|
0.618 |
1276-5 |
|
0.500 |
1275-4 |
|
0.382 |
1274-3 |
|
LOW |
1270-4 |
|
0.618 |
1264-3 |
|
1.000 |
1260-4 |
|
1.618 |
1254-3 |
|
2.618 |
1244-3 |
|
4.250 |
1228-0 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1276-1 |
1279-3 |
| PP |
1275-7 |
1278-3 |
| S1 |
1275-4 |
1277-4 |
|