CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 1272-4 1281-4 9-0 0.7% 1255-0
High 1283-4 1298-2 14-6 1.1% 1302-0
Low 1266-4 1270-6 4-2 0.3% 1255-0
Close 1279-2 1292-4 13-2 1.0% 1279-2
Range 17-0 27-4 10-4 61.8% 47-0
ATR 22-1 22-4 0-3 1.8% 0-0
Volume 6,398 7,163 765 12.0% 35,059
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 1369-5 1358-5 1307-5
R3 1342-1 1331-1 1300-0
R2 1314-5 1314-5 1297-4
R1 1303-5 1303-5 1295-0 1309-1
PP 1287-1 1287-1 1287-1 1290-0
S1 1276-1 1276-1 1290-0 1281-5
S2 1259-5 1259-5 1287-4
S3 1232-1 1248-5 1285-0
S4 1204-5 1221-1 1277-3
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 1419-6 1396-4 1305-1
R3 1372-6 1349-4 1292-1
R2 1325-6 1325-6 1287-7
R1 1302-4 1302-4 1283-4 1314-1
PP 1278-6 1278-6 1278-6 1284-4
S1 1255-4 1255-4 1275-0 1267-1
S2 1231-6 1231-6 1270-5
S3 1184-6 1208-4 1266-3
S4 1137-6 1161-4 1253-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1302-0 1264-2 37-6 2.9% 22-4 1.7% 75% False False 6,715
10 1302-0 1255-0 47-0 3.6% 24-2 1.9% 80% False False 7,657
20 1302-0 1231-6 70-2 5.4% 21-4 1.7% 86% False False 7,100
40 1337-0 1231-6 105-2 8.1% 21-6 1.7% 58% False False 6,255
60 1337-0 1204-6 132-2 10.2% 20-0 1.5% 66% False False 4,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1415-1
2.618 1370-2
1.618 1342-6
1.000 1325-6
0.618 1315-2
HIGH 1298-2
0.618 1287-6
0.500 1284-4
0.382 1281-2
LOW 1270-6
0.618 1253-6
1.000 1243-2
1.618 1226-2
2.618 1198-6
4.250 1153-7
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 1289-7 1288-6
PP 1287-1 1285-0
S1 1284-4 1281-2

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols