CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 23-Aug-2013
Day Change Summary
Previous Current
22-Aug-2013 23-Aug-2013 Change Change % Previous Week
Open 1302-4 1290-2 -12-2 -0.9% 1275-2
High 1307-2 1331-6 24-4 1.9% 1331-6
Low 1285-4 1290-2 4-6 0.4% 1273-0
Close 1288-4 1328-4 40-0 3.1% 1328-4
Range 21-6 41-4 19-6 90.8% 58-6
ATR 24-6 26-1 1-3 5.3% 0-0
Volume 23,506 19,590 -3,916 -16.7% 101,010
Daily Pivots for day following 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1441-3 1426-3 1351-3
R3 1399-7 1384-7 1339-7
R2 1358-3 1358-3 1336-1
R1 1343-3 1343-3 1332-2 1350-7
PP 1316-7 1316-7 1316-7 1320-4
S1 1301-7 1301-7 1324-6 1309-3
S2 1275-3 1275-3 1320-7
S3 1233-7 1260-3 1317-1
S4 1192-3 1218-7 1305-5
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 1487-3 1466-5 1360-6
R3 1428-5 1407-7 1344-5
R2 1369-7 1369-7 1339-2
R1 1349-1 1349-1 1333-7 1359-4
PP 1311-1 1311-1 1311-1 1316-2
S1 1290-3 1290-3 1323-1 1300-6
S2 1252-3 1252-3 1317-6
S3 1193-5 1231-5 1312-3
S4 1134-7 1172-7 1296-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1331-6 1273-0 58-6 4.4% 30-4 2.3% 94% True False 20,202
10 1331-6 1189-0 142-6 10.7% 28-2 2.1% 98% True False 19,288
20 1331-6 1169-0 162-6 12.3% 24-1 1.8% 98% True False 15,847
40 1331-6 1169-0 162-6 12.3% 24-3 1.8% 98% True False 11,952
60 1337-0 1169-0 168-0 12.6% 23-1 1.7% 95% False False 9,874
80 1337-0 1169-0 168-0 12.6% 21-4 1.6% 95% False False 8,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-1
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1508-1
2.618 1440-3
1.618 1398-7
1.000 1373-2
0.618 1357-3
HIGH 1331-6
0.618 1315-7
0.500 1311-0
0.382 1306-1
LOW 1290-2
0.618 1264-5
1.000 1248-6
1.618 1223-1
2.618 1181-5
4.250 1113-7
Fisher Pivots for day following 23-Aug-2013
Pivot 1 day 3 day
R1 1322-5 1321-7
PP 1316-7 1315-2
S1 1311-0 1308-5

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

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