CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 1208-6 1198-4 -10-2 -0.8% 1228-6
High 1215-2 1213-2 -2-0 -0.2% 1233-0
Low 1194-6 1181-6 -13-0 -1.1% 1181-6
Close 1198-0 1187-2 -10-6 -0.9% 1187-2
Range 20-4 31-4 11-0 53.7% 51-2
ATR 23-3 23-7 0-5 2.5% 0-0
Volume 7,810 16,677 8,867 113.5% 57,556
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1288-5 1269-3 1204-5
R3 1257-1 1237-7 1195-7
R2 1225-5 1225-5 1193-0
R1 1206-3 1206-3 1190-1 1200-2
PP 1194-1 1194-1 1194-1 1191-0
S1 1174-7 1174-7 1184-3 1168-6
S2 1162-5 1162-5 1181-4
S3 1131-1 1143-3 1178-5
S4 1099-5 1111-7 1169-7
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 1354-3 1322-1 1215-4
R3 1303-1 1270-7 1201-3
R2 1251-7 1251-7 1196-5
R1 1219-5 1219-5 1192-0 1210-1
PP 1200-5 1200-5 1200-5 1196-0
S1 1168-3 1168-3 1182-4 1158-7
S2 1149-3 1149-3 1177-7
S3 1098-1 1117-1 1173-1
S4 1046-7 1065-7 1159-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1233-0 1181-6 51-2 4.3% 22-5 1.9% 11% False True 11,511
10 1300-0 1181-6 118-2 10.0% 26-0 2.2% 5% False True 10,814
20 1302-0 1181-6 120-2 10.1% 25-1 2.1% 5% False True 9,153
40 1337-0 1181-6 155-2 13.1% 22-5 1.9% 4% False True 7,599
60 1337-0 1181-6 155-2 13.1% 21-2 1.8% 4% False True 6,422
80 1337-0 1181-6 155-2 13.1% 19-6 1.7% 4% False True 5,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1347-1
2.618 1295-6
1.618 1264-2
1.000 1244-6
0.618 1232-6
HIGH 1213-2
0.618 1201-2
0.500 1197-4
0.382 1193-6
LOW 1181-6
0.618 1162-2
1.000 1150-2
1.618 1130-6
2.618 1099-2
4.250 1047-7
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 1197-4 1199-1
PP 1194-1 1195-1
S1 1190-5 1191-2

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

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