CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 1303-0 1293-2 -9-6 -0.7% 1287-6
High 1306-0 1294-2 -11-6 -0.9% 1312-6
Low 1292-6 1267-0 -25-6 -2.0% 1287-0
Close 1293-4 1268-0 -25-4 -2.0% 1293-4
Range 13-2 27-2 14-0 105.7% 25-6
ATR 18-0 18-5 0-5 3.7% 0-0
Volume 74,040 87,605 13,565 18.3% 385,482
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 1358-1 1340-3 1283-0
R3 1330-7 1313-1 1275-4
R2 1303-5 1303-5 1273-0
R1 1285-7 1285-7 1270-4 1281-1
PP 1276-3 1276-3 1276-3 1274-0
S1 1258-5 1258-5 1265-4 1253-7
S2 1249-1 1249-1 1263-0
S3 1221-7 1231-3 1260-4
S4 1194-5 1204-1 1253-0
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1375-0 1360-0 1307-5
R3 1349-2 1334-2 1300-5
R2 1323-4 1323-4 1298-2
R1 1308-4 1308-4 1295-7 1316-0
PP 1297-6 1297-6 1297-6 1301-4
S1 1282-6 1282-6 1291-1 1290-2
S2 1272-0 1272-0 1288-6
S3 1246-2 1257-0 1286-3
S4 1220-4 1231-2 1279-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1312-6 1267-0 45-6 3.6% 16-6 1.3% 2% False True 79,958
10 1312-6 1263-4 49-2 3.9% 15-5 1.2% 9% False False 71,881
20 1312-6 1261-2 51-4 4.1% 16-2 1.3% 13% False False 66,363
40 1403-4 1261-2 142-2 11.2% 21-0 1.7% 5% False False 45,394
60 1406-0 1169-0 237-0 18.7% 22-7 1.8% 42% False False 36,907
80 1406-0 1169-0 237-0 18.7% 23-4 1.9% 42% False False 29,968
100 1406-0 1169-0 237-0 18.7% 22-6 1.8% 42% False False 25,183
120 1406-0 1169-0 237-0 18.7% 22-1 1.7% 42% False False 21,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1410-0
2.618 1365-5
1.618 1338-3
1.000 1321-4
0.618 1311-1
HIGH 1294-2
0.618 1283-7
0.500 1280-5
0.382 1277-3
LOW 1267-0
0.618 1250-1
1.000 1239-6
1.618 1222-7
2.618 1195-5
4.250 1151-2
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 1280-5 1289-1
PP 1276-3 1282-1
S1 1272-2 1275-0

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

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