CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 1332-0 1318-6 -13-2 -1.0% 1343-4
High 1332-0 1332-4 0-4 0.0% 1347-0
Low 1316-6 1318-6 2-0 0.2% 1316-6
Close 1318-6 1331-4 12-6 1.0% 1331-4
Range 15-2 13-6 -1-4 -9.8% 30-2
ATR 19-6 19-2 -0-3 -2.2% 0-0
Volume 49,390 40,255 -9,135 -18.5% 167,697
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1368-7 1363-7 1339-0
R3 1355-1 1350-1 1335-2
R2 1341-3 1341-3 1334-0
R1 1336-3 1336-3 1332-6 1338-7
PP 1327-5 1327-5 1327-5 1328-6
S1 1322-5 1322-5 1330-2 1325-1
S2 1313-7 1313-7 1329-0
S3 1300-1 1308-7 1327-6
S4 1286-3 1295-1 1324-0
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1422-4 1407-2 1348-1
R3 1392-2 1377-0 1339-7
R2 1362-0 1362-0 1337-0
R1 1346-6 1346-6 1334-2 1339-2
PP 1331-6 1331-6 1331-6 1328-0
S1 1316-4 1316-4 1328-6 1309-0
S2 1301-4 1301-4 1326-0
S3 1271-2 1286-2 1323-1
S4 1241-0 1256-0 1314-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1347-0 1316-6 30-2 2.3% 17-1 1.3% 49% False False 48,577
10 1351-0 1312-2 38-6 2.9% 18-7 1.4% 50% False False 74,954
20 1353-4 1311-2 42-2 3.2% 19-1 1.4% 48% False False 90,620
40 1353-4 1247-0 106-4 8.0% 19-7 1.5% 79% False False 94,361
60 1353-4 1247-0 106-4 8.0% 18-3 1.4% 79% False False 87,627
80 1397-6 1247-0 150-6 11.3% 19-6 1.5% 56% False False 72,449
100 1406-0 1169-0 237-0 17.8% 21-4 1.6% 69% False False 62,128
120 1406-0 1169-0 237-0 17.8% 21-7 1.6% 69% False False 53,399
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1391-0
2.618 1368-4
1.618 1354-6
1.000 1346-2
0.618 1341-0
HIGH 1332-4
0.618 1327-2
0.500 1325-5
0.382 1324-0
LOW 1318-6
0.618 1310-2
1.000 1305-0
1.618 1296-4
2.618 1282-6
4.250 1260-2
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 1329-4 1330-1
PP 1327-5 1328-6
S1 1325-5 1327-3

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

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