CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 05-Sep-2013
Day Change Summary
Previous Current
04-Sep-2013 05-Sep-2013 Change Change % Previous Week
Open 1384-0 1352-4 -31-4 -2.3% 1344-6
High 1385-0 1365-0 -20-0 -1.4% 1406-0
Low 1340-2 1333-4 -6-6 -0.5% 1343-4
Close 1351-0 1364-2 13-2 1.0% 1354-6
Range 44-6 31-4 -13-2 -29.6% 62-4
ATR 31-2 31-3 0-0 0.0% 0-0
Volume 25,304 26,249 945 3.7% 139,220
Daily Pivots for day following 05-Sep-2013
Classic Woodie Camarilla DeMark
R4 1448-6 1438-0 1381-5
R3 1417-2 1406-4 1372-7
R2 1385-6 1385-6 1370-0
R1 1375-0 1375-0 1367-1 1380-3
PP 1354-2 1354-2 1354-2 1357-0
S1 1343-4 1343-4 1361-3 1348-7
S2 1322-6 1322-6 1358-4
S3 1291-2 1312-0 1355-5
S4 1259-6 1280-4 1346-7
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1555-5 1517-5 1389-1
R3 1493-1 1455-1 1372-0
R2 1430-5 1430-5 1366-2
R1 1392-5 1392-5 1360-4 1411-5
PP 1368-1 1368-1 1368-1 1377-4
S1 1330-1 1330-1 1349-0 1349-1
S2 1305-5 1305-5 1343-2
S3 1243-1 1267-5 1337-4
S4 1180-5 1205-1 1320-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1403-4 1333-4 70-0 5.1% 29-7 2.2% 44% False True 21,498
10 1406-0 1285-4 120-4 8.8% 33-4 2.5% 65% False False 25,018
20 1406-0 1170-6 235-2 17.2% 29-5 2.2% 82% False False 21,436
40 1406-0 1169-0 237-0 17.4% 26-4 1.9% 82% False False 15,711
60 1406-0 1169-0 237-0 17.4% 24-6 1.8% 82% False False 12,496
80 1406-0 1169-0 237-0 17.4% 23-3 1.7% 82% False False 10,544
100 1406-0 1169-0 237-0 17.4% 21-7 1.6% 82% False False 8,742
Crabel Price Patterns
NR True
NR4 False
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 7-1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1498-7
2.618 1447-4
1.618 1416-0
1.000 1396-4
0.618 1384-4
HIGH 1365-0
0.618 1353-0
0.500 1349-2
0.382 1345-4
LOW 1333-4
0.618 1314-0
1.000 1302-0
1.618 1282-4
2.618 1251-0
4.250 1199-5
Fisher Pivots for day following 05-Sep-2013
Pivot 1 day 3 day
R1 1359-2 1368-4
PP 1354-2 1367-1
S1 1349-2 1365-5

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

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