CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1349-0 1342-4 -6-4 -0.5% 1379-0
High 1365-0 1351-6 -13-2 -1.0% 1397-6
Low 1332-0 1335-6 3-6 0.3% 1340-0
Close 1343-0 1350-2 7-2 0.5% 1379-6
Range 33-0 16-0 -17-0 -51.5% 57-6
ATR 30-4 29-4 -1-0 -3.4% 0-0
Volume 24,209 35,478 11,269 46.5% 128,417
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1393-7 1388-1 1359-0
R3 1377-7 1372-1 1354-5
R2 1361-7 1361-7 1353-1
R1 1356-1 1356-1 1351-6 1359-0
PP 1345-7 1345-7 1345-7 1347-3
S1 1340-1 1340-1 1348-6 1343-0
S2 1329-7 1329-7 1347-3
S3 1313-7 1324-1 1345-7
S4 1297-7 1308-1 1341-4
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 1332-0 65-6 4.9% 30-6 2.3% 28% False False 30,160
10 1397-6 1332-0 65-6 4.9% 27-2 2.0% 28% False False 26,204
20 1406-0 1285-4 120-4 8.9% 30-3 2.3% 54% False False 25,311
40 1406-0 1169-0 237-0 17.6% 26-7 2.0% 76% False False 19,801
60 1406-0 1169-0 237-0 17.6% 25-3 1.9% 76% False False 15,661
80 1406-0 1169-0 237-0 17.6% 24-5 1.8% 76% False False 13,124
100 1406-0 1169-0 237-0 17.6% 23-0 1.7% 76% False False 10,984
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8-0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1419-6
2.618 1393-5
1.618 1377-5
1.000 1367-6
0.618 1361-5
HIGH 1351-6
0.618 1345-5
0.500 1343-6
0.382 1341-7
LOW 1335-6
0.618 1325-7
1.000 1319-6
1.618 1309-7
2.618 1293-7
4.250 1267-6
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1348-1 1353-0
PP 1345-7 1352-1
S1 1343-6 1351-1

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

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