CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 25-Apr-2013

Day Change Summary
	Previous	Current
	24-Apr-2013	25-Apr-2013	Change	Change %	Previous Week
Open	1201-4	1201-2	-0-2	0.0%	1231-4
High	1206-6	1214-2	7-4	0.6%	1235-6
Low	1194-2	1201-2	7-0	0.6%	1209-0
Close	1201-6	1213-6	12-0	1.0%	1220-6
Range	12-4	13-0	0-4	4.0%	26-6
ATR
Volume	1,252	1,088	-164	-13.1%	7,650

Daily Pivots for day following 25-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1248-6	1244-2	1220-7
R3	1235-6	1231-2	1217-3
R2	1222-6	1222-6	1216-1
R1	1218-2	1218-2	1215-0	1220-4
PP	1209-6	1209-6	1209-6	1210-7
S1	1205-2	1205-2	1212-4	1207-4
S2	1196-6	1196-6	1211-3
S3	1183-6	1192-2	1210-1
S4	1170-6	1179-2	1206-5

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1302-1	1288-1	1235-4
R3	1275-3	1261-3	1228-1
R2	1248-5	1248-5	1225-5
R1	1234-5	1234-5	1223-2	1228-2
PP	1221-7	1221-7	1221-7	1218-5
S1	1207-7	1207-7	1218-2	1201-4
S2	1195-1	1195-1	1215-7
S3	1168-3	1181-1	1213-3
S4	1141-5	1154-3	1206-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1235-0	1194-2	40-6	3.4%	14-4	1.2%	48%	False	False	1,166
10	1238-6	1194-2	44-4	3.7%	14-4	1.2%	44%	False	False	1,334

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	2-4
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1269-4
2.618	1248-2
1.618	1235-2
1.000	1227-2
0.618	1222-2
HIGH	1214-2
0.618	1209-2
0.500	1207-6
0.382	1206-2
LOW	1201-2
0.618	1193-2
1.000	1188-2
1.618	1180-2
2.618	1167-2
4.250	1146-0

Fisher Pivots for day following 25-Apr-2013
Pivot	1 day	3 day
R1	1211-6	1210-6
PP	1209-6	1207-6
S1	1207-6	1204-6

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols