CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 26-Apr-2013

Day Change Summary
	Previous	Current
	25-Apr-2013	26-Apr-2013	Change	Change %	Previous Week
Open	1201-2	1211-2	10-0	0.8%	1217-6
High	1214-2	1218-6	4-4	0.4%	1218-6
Low	1201-2	1204-6	3-4	0.3%	1194-2
Close	1213-6	1217-4	3-6	0.3%	1217-4
Range	13-0	14-0	1-0	7.7%	24-4
ATR
Volume	1,088	1,118	30	2.8%	4,984

Daily Pivots for day following 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1255-5	1250-5	1225-2
R3	1241-5	1236-5	1221-3
R2	1227-5	1227-5	1220-1
R1	1222-5	1222-5	1218-6	1225-1
PP	1213-5	1213-5	1213-5	1215-0
S1	1208-5	1208-5	1216-2	1211-1
S2	1199-5	1199-5	1214-7
S3	1185-5	1194-5	1213-5
S4	1171-5	1180-5	1209-6

Weekly Pivots for week ending 26-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1283-5	1275-1	1231-0
R3	1259-1	1250-5	1224-2
R2	1234-5	1234-5	1222-0
R1	1226-1	1226-1	1219-6	1218-1
PP	1210-1	1210-1	1210-1	1206-2
S1	1201-5	1201-5	1215-2	1193-5
S2	1185-5	1185-5	1213-0
S3	1161-1	1177-1	1210-6
S4	1136-5	1152-5	1204-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1218-6	1194-2	24-4	2.0%	14-2	1.2%	95%	True	False	996
10	1235-6	1194-2	41-4	3.4%	15-0	1.2%	56%	False	False	1,263

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	3-0
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1278-2
2.618	1255-3
1.618	1241-3
1.000	1232-6
0.618	1227-3
HIGH	1218-6
0.618	1213-3
0.500	1211-6
0.382	1210-1
LOW	1204-6
0.618	1196-1
1.000	1190-6
1.618	1182-1
2.618	1168-1
4.250	1145-2

Fisher Pivots for day following 26-Apr-2013
Pivot	1 day	3 day
R1	1215-5	1213-7
PP	1213-5	1210-1
S1	1211-6	1206-4

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