CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 1267-6 1275-2 7-4 0.6% 1192-2
High 1274-2 1305-6 31-4 2.5% 1274-2
Low 1260-6 1273-0 12-2 1.0% 1189-0
Close 1261-6 1303-6 42-0 3.3% 1261-6
Range 13-4 32-6 19-2 142.6% 85-2
ATR 23-0 24-4 1-4 6.5% 0-0
Volume 23,613 12,795 -10,818 -45.8% 91,870
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 1392-3 1380-7 1321-6
R3 1359-5 1348-1 1312-6
R2 1326-7 1326-7 1309-6
R1 1315-3 1315-3 1306-6 1321-1
PP 1294-1 1294-1 1294-1 1297-0
S1 1282-5 1282-5 1300-6 1288-3
S2 1261-3 1261-3 1297-6
S3 1228-5 1249-7 1294-6
S4 1195-7 1217-1 1285-6
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 1497-3 1464-7 1308-5
R3 1412-1 1379-5 1285-2
R2 1326-7 1326-7 1277-3
R1 1294-3 1294-3 1269-5 1310-5
PP 1241-5 1241-5 1241-5 1249-6
S1 1209-1 1209-1 1253-7 1225-3
S2 1156-3 1156-3 1246-1
S3 1071-1 1123-7 1238-2
S4 985-7 1038-5 1214-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1305-6 1218-0 87-6 6.7% 23-6 1.8% 98% True False 18,103
10 1305-6 1169-0 136-6 10.5% 23-1 1.8% 99% True False 16,214
20 1305-6 1169-0 136-6 10.5% 24-0 1.8% 99% True False 13,608
40 1305-6 1169-0 136-6 10.5% 22-6 1.7% 99% True False 10,354
60 1337-0 1169-0 168-0 12.9% 22-4 1.7% 80% False False 8,706
80 1337-0 1169-0 168-0 12.9% 21-0 1.6% 80% False False 7,105
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 3-5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1445-0
2.618 1391-4
1.618 1358-6
1.000 1338-4
0.618 1326-0
HIGH 1305-6
0.618 1293-2
0.500 1289-3
0.382 1285-4
LOW 1273-0
0.618 1252-6
1.000 1240-2
1.618 1220-0
2.618 1187-2
4.250 1133-6
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 1299-0 1294-1
PP 1294-1 1284-3
S1 1289-3 1274-6

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

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