CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1395-2 1372-4 -22-6 -1.6% 1379-0
High 1397-6 1374-0 -23-6 -1.7% 1397-6
Low 1378-4 1343-4 -35-0 -2.5% 1340-0
Close 1379-6 1348-2 -31-4 -2.3% 1379-6
Range 19-2 30-4 11-2 58.4% 57-6
ATR 29-7 30-2 0-4 1.5% 0-0
Volume 44,156 29,737 -14,419 -32.7% 128,417
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1446-6 1428-0 1365-0
R3 1416-2 1397-4 1356-5
R2 1385-6 1385-6 1353-7
R1 1367-0 1367-0 1351-0 1361-1
PP 1355-2 1355-2 1355-2 1352-2
S1 1336-4 1336-4 1345-4 1330-5
S2 1324-6 1324-6 1342-5
S3 1294-2 1306-0 1339-7
S4 1263-6 1275-4 1331-4
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1545-6 1520-4 1411-4
R3 1488-0 1462-6 1395-5
R2 1430-2 1430-2 1390-3
R1 1405-0 1405-0 1385-0 1417-5
PP 1372-4 1372-4 1372-4 1378-6
S1 1347-2 1347-2 1374-4 1359-7
S2 1314-6 1314-6 1369-1
S3 1257-0 1289-4 1363-7
S4 1199-2 1231-6 1348-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1397-6 1340-0 57-6 4.3% 28-0 2.1% 14% False False 27,063
10 1403-4 1333-4 70-0 5.2% 29-5 2.2% 21% False False 24,397
20 1406-0 1273-0 133-0 9.9% 30-6 2.3% 57% False False 24,210
40 1406-0 1169-0 237-0 17.6% 27-2 2.0% 76% False False 18,768
60 1406-0 1169-0 237-0 17.6% 25-1 1.9% 76% False False 14,851
80 1406-0 1169-0 237-0 17.6% 24-3 1.8% 76% False False 12,462
100 1406-0 1169-0 237-0 17.6% 22-6 1.7% 76% False False 10,409
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 7-1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1503-5
2.618 1453-7
1.618 1423-3
1.000 1404-4
0.618 1392-7
HIGH 1374-0
0.618 1362-3
0.500 1358-6
0.382 1355-1
LOW 1343-4
0.618 1324-5
1.000 1313-0
1.618 1294-1
2.618 1263-5
4.250 1213-7
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1358-6 1369-2
PP 1355-2 1362-2
S1 1351-6 1355-2

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

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