CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 02-Oct-2013
Day Change Summary
Previous Current
01-Oct-2013 02-Oct-2013 Change Change % Previous Week
Open 1281-0 1270-0 -11-0 -0.9% 1312-2
High 1281-0 1283-4 2-4 0.2% 1330-0
Low 1265-4 1266-0 0-4 0.0% 1307-4
Close 1270-0 1275-6 5-6 0.5% 1321-4
Range 15-4 17-4 2-0 12.9% 22-4
ATR 25-4 24-7 -0-5 -2.2% 0-0
Volume 51,766 39,646 -12,120 -23.4% 103,916
Daily Pivots for day following 02-Oct-2013
Classic Woodie Camarilla DeMark
R4 1327-5 1319-1 1285-3
R3 1310-1 1301-5 1280-4
R2 1292-5 1292-5 1279-0
R1 1284-1 1284-1 1277-3 1288-3
PP 1275-1 1275-1 1275-1 1277-2
S1 1266-5 1266-5 1274-1 1270-7
S2 1257-5 1257-5 1272-4
S3 1240-1 1249-1 1271-0
S4 1222-5 1231-5 1266-1
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 1328-6 1265-4 63-2 5.0% 18-7 1.5% 16% False False 33,154
10 1363-0 1265-4 97-4 7.6% 20-2 1.6% 11% False False 27,627
20 1397-6 1265-4 132-2 10.4% 23-6 1.9% 8% False False 26,915
40 1406-0 1169-0 237-0 18.6% 26-1 2.1% 45% False False 23,879
60 1406-0 1169-0 237-0 18.6% 25-3 2.0% 45% False False 19,172
80 1406-0 1169-0 237-0 18.6% 24-2 1.9% 45% False False 15,853
100 1406-0 1169-0 237-0 18.6% 23-2 1.8% 45% False False 13,587
120 1406-0 1169-0 237-0 18.6% 22-1 1.7% 45% False False 11,561
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 3-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1357-7
2.618 1329-3
1.618 1311-7
1.000 1301-0
0.618 1294-3
HIGH 1283-4
0.618 1276-7
0.500 1274-6
0.382 1272-5
LOW 1266-0
0.618 1255-1
1.000 1248-4
1.618 1237-5
2.618 1220-1
4.250 1191-5
Fisher Pivots for day following 02-Oct-2013
Pivot 1 day 3 day
R1 1275-3 1291-7
PP 1275-1 1286-4
S1 1274-6 1281-1

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

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