CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 1322-2 1318-0 -4-2 -0.3% 1312-2
High 1324-4 1328-6 4-2 0.3% 1330-0
Low 1313-0 1314-0 1-0 0.1% 1307-4
Close 1318-6 1321-4 2-6 0.2% 1321-4
Range 11-4 14-6 3-2 28.3% 22-4
ATR 25-6 25-0 -0-6 -3.1% 0-0
Volume 27,606 21,072 -6,534 -23.7% 103,916
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1365-5 1358-3 1329-5
R3 1350-7 1343-5 1325-4
R2 1336-1 1336-1 1324-2
R1 1328-7 1328-7 1322-7 1332-4
PP 1321-3 1321-3 1321-3 1323-2
S1 1314-1 1314-1 1320-1 1317-6
S2 1306-5 1306-5 1318-6
S3 1291-7 1299-3 1317-4
S4 1277-1 1284-5 1313-3
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 1387-1 1376-7 1333-7
R3 1364-5 1354-3 1327-6
R2 1342-1 1342-1 1325-5
R1 1331-7 1331-7 1323-4 1337-0
PP 1319-5 1319-5 1319-5 1322-2
S1 1309-3 1309-3 1319-4 1314-4
S2 1297-1 1297-1 1317-3
S3 1274-5 1286-7 1315-2
S4 1252-1 1264-3 1309-1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1330-0 1307-4 22-4 1.7% 15-2 1.2% 62% False False 20,783
10 1374-0 1307-4 66-4 5.0% 21-3 1.6% 21% False False 24,859
20 1403-4 1307-4 96-0 7.3% 25-1 1.9% 15% False False 23,825
40 1406-0 1169-0 237-0 17.9% 26-1 2.0% 64% False False 21,953
60 1406-0 1169-0 237-0 17.9% 25-5 1.9% 64% False False 17,505
80 1406-0 1169-0 237-0 17.9% 24-2 1.8% 64% False False 14,599
100 1406-0 1169-0 237-0 17.9% 23-0 1.7% 64% False False 12,489
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1391-4
2.618 1367-3
1.618 1352-5
1.000 1343-4
0.618 1337-7
HIGH 1328-6
0.618 1323-1
0.500 1321-3
0.382 1319-5
LOW 1314-0
0.618 1304-7
1.000 1299-2
1.618 1290-1
2.618 1275-3
4.250 1251-2
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 1321-4 1320-7
PP 1321-3 1320-1
S1 1321-3 1319-4

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

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