CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 1303-0 1291-4 -11-4 -0.9% 1192-2
High 1310-0 1320-0 10-0 0.8% 1274-2
Low 1285-6 1287-4 1-6 0.1% 1189-0
Close 1291-6 1305-4 13-6 1.1% 1261-6
Range 24-2 32-4 8-2 34.0% 85-2
ATR 24-4 25-0 0-5 2.3% 0-0
Volume 24,874 20,245 -4,629 -18.6% 91,870
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 1401-7 1386-1 1323-3
R3 1369-3 1353-5 1314-4
R2 1336-7 1336-7 1311-4
R1 1321-1 1321-1 1308-4 1329-0
PP 1304-3 1304-3 1304-3 1308-2
S1 1288-5 1288-5 1302-4 1296-4
S2 1271-7 1271-7 1299-4
S3 1239-3 1256-1 1296-4
S4 1206-7 1223-5 1287-5
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1497-3 1464-7 1308-5
R3 1412-1 1379-5 1285-2
R2 1326-7 1326-7 1277-3
R1 1294-3 1294-3 1269-5 1310-5
PP 1241-5 1241-5 1241-5 1249-6
S1 1209-1 1209-1 1253-7 1225-3
S2 1156-3 1156-3 1246-1
S3 1071-1 1123-7 1238-2
S4 985-7 1038-5 1214-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1320-0 1243-6 76-2 5.8% 26-1 2.0% 81% True False 19,331
10 1320-0 1170-6 149-2 11.4% 25-6 2.0% 90% True False 17,854
20 1320-0 1169-0 151-0 11.6% 24-2 1.9% 90% True False 14,812
40 1320-0 1169-0 151-0 11.6% 23-3 1.8% 90% True False 11,169
60 1337-0 1169-0 168-0 12.9% 22-5 1.7% 81% False False 9,344
80 1337-0 1169-0 168-0 12.9% 21-2 1.6% 81% False False 7,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 4-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1458-1
2.618 1405-1
1.618 1372-5
1.000 1352-4
0.618 1340-1
HIGH 1320-0
0.618 1307-5
0.500 1303-6
0.382 1299-7
LOW 1287-4
0.618 1267-3
1.000 1255-0
1.618 1234-7
2.618 1202-3
4.250 1149-3
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 1304-7 1302-4
PP 1304-3 1299-4
S1 1303-6 1296-4

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

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