CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 1270-4 1274-2 3-6 0.3% 1287-6
High 1280-4 1287-4 7-0 0.5% 1312-6
Low 1270-4 1265-0 -5-4 -0.4% 1287-0
Close 1276-4 1266-2 -10-2 -0.8% 1293-4
Range 10-0 22-4 12-4 125.0% 25-6
ATR 17-3 17-6 0-3 2.1% 0-0
Volume 106,597 97,635 -8,962 -8.4% 385,482
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 1340-3 1325-7 1278-5
R3 1317-7 1303-3 1272-4
R2 1295-3 1295-3 1270-3
R1 1280-7 1280-7 1268-2 1276-7
PP 1272-7 1272-7 1272-7 1271-0
S1 1258-3 1258-3 1264-2 1254-3
S2 1250-3 1250-3 1262-1
S3 1227-7 1235-7 1260-0
S4 1205-3 1213-3 1253-7
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 1306-0 1264-4 41-4 3.3% 16-4 1.3% 4% False False 101,313
10 1312-6 1264-4 48-2 3.8% 15-3 1.2% 4% False False 89,654
20 1312-6 1261-2 51-4 4.1% 15-7 1.3% 10% False False 76,759
40 1397-6 1261-2 136-4 10.8% 19-3 1.5% 4% False False 52,321
60 1406-0 1170-6 235-2 18.6% 22-7 1.8% 41% False False 42,026
80 1406-0 1169-0 237-0 18.7% 23-0 1.8% 41% False False 34,016
100 1406-0 1169-0 237-0 18.7% 22-5 1.8% 41% False False 28,426
120 1406-0 1169-0 237-0 18.7% 22-0 1.7% 41% False False 24,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1383-1
2.618 1346-3
1.618 1323-7
1.000 1310-0
0.618 1301-3
HIGH 1287-4
0.618 1278-7
0.500 1276-2
0.382 1273-5
LOW 1265-0
0.618 1251-1
1.000 1242-4
1.618 1228-5
2.618 1206-1
4.250 1169-3
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 1276-2 1276-0
PP 1272-7 1272-6
S1 1269-5 1269-4

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

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