CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 1342-2 1312-2 -30-0 -2.2% 1372-4
High 1342-2 1320-0 -22-2 -1.7% 1374-0
Low 1314-0 1308-4 -5-4 -0.4% 1314-0
Close 1318-0 1310-4 -7-4 -0.6% 1318-0
Range 28-2 11-4 -16-6 -59.3% 60-0
ATR 29-3 28-1 -1-2 -4.3% 0-0
Volume 20,645 21,453 808 3.9% 144,682
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 1347-4 1340-4 1316-7
R3 1336-0 1329-0 1313-5
R2 1324-4 1324-4 1312-5
R1 1317-4 1317-4 1311-4 1315-2
PP 1313-0 1313-0 1313-0 1311-7
S1 1306-0 1306-0 1309-4 1303-6
S2 1301-4 1301-4 1308-3
S3 1290-0 1294-4 1307-3
S4 1278-4 1283-0 1304-1
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1515-3 1476-5 1351-0
R3 1455-3 1416-5 1334-4
R2 1395-3 1395-3 1329-0
R1 1356-5 1356-5 1323-4 1346-0
PP 1335-3 1335-3 1335-3 1330-0
S1 1296-5 1296-5 1312-4 1286-0
S2 1275-3 1275-3 1307-0
S3 1215-3 1236-5 1301-4
S4 1155-3 1176-5 1285-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1365-0 1308-4 56-4 4.3% 23-5 1.8% 4% False True 27,279
10 1397-6 1308-4 89-2 6.8% 25-6 2.0% 2% False True 27,171
20 1406-0 1308-4 97-4 7.4% 29-1 2.2% 2% False True 25,979
40 1406-0 1169-0 237-0 18.1% 26-5 2.0% 60% False False 20,913
60 1406-0 1169-0 237-0 18.1% 25-7 2.0% 60% False False 16,628
80 1406-0 1169-0 237-0 18.1% 24-5 1.9% 60% False False 13,900
100 1406-0 1169-0 237-0 18.1% 23-0 1.8% 60% False False 11,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 6-6
Narrowest range in 61 trading days
Fibonacci Retracements and Extensions
4.250 1368-7
2.618 1350-1
1.618 1338-5
1.000 1331-4
0.618 1327-1
HIGH 1320-0
0.618 1315-5
0.500 1314-2
0.382 1312-7
LOW 1308-4
0.618 1301-3
1.000 1297-0
1.618 1289-7
2.618 1278-3
4.250 1259-5
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 1314-2 1335-6
PP 1313-0 1327-3
S1 1311-6 1318-7

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

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