CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 1291-4 1302-4 11-0 0.9% 1192-2
High 1320-0 1307-2 -12-6 -1.0% 1274-2
Low 1287-4 1285-4 -2-0 -0.2% 1189-0
Close 1305-4 1288-4 -17-0 -1.3% 1261-6
Range 32-4 21-6 -10-6 -33.1% 85-2
ATR 25-0 24-6 -0-2 -0.9% 0-0
Volume 20,245 23,506 3,261 16.1% 91,870
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 1359-0 1345-4 1300-4
R3 1337-2 1323-6 1294-4
R2 1315-4 1315-4 1292-4
R1 1302-0 1302-0 1290-4 1297-7
PP 1293-6 1293-6 1293-6 1291-6
S1 1280-2 1280-2 1286-4 1276-1
S2 1272-0 1272-0 1284-4
S3 1250-2 1258-4 1282-4
S4 1228-4 1236-6 1276-4
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 1320-0 1260-6 59-2 4.6% 25-0 1.9% 47% False False 21,006
10 1320-0 1185-2 134-6 10.5% 25-4 2.0% 77% False False 18,839
20 1320-0 1169-0 151-0 11.7% 23-1 1.8% 79% False False 15,586
40 1320-0 1169-0 151-0 11.7% 23-5 1.8% 79% False False 11,631
60 1337-0 1169-0 168-0 13.0% 22-6 1.8% 71% False False 9,625
80 1337-0 1169-0 168-0 13.0% 21-2 1.6% 71% False False 7,914
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 4-4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1399-6
2.618 1364-2
1.618 1342-4
1.000 1329-0
0.618 1320-6
HIGH 1307-2
0.618 1299-0
0.500 1296-3
0.382 1293-6
LOW 1285-4
0.618 1272-0
1.000 1263-6
1.618 1250-2
2.618 1228-4
4.250 1193-0
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 1296-3 1302-6
PP 1293-6 1298-0
S1 1291-1 1293-2

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

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