CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 1342-4 1355-0 12-4 0.9% 1379-0
High 1351-6 1363-0 11-2 0.8% 1397-6
Low 1335-6 1333-4 -2-2 -0.2% 1340-0
Close 1350-2 1341-4 -8-6 -0.6% 1379-6
Range 16-0 29-4 13-4 84.4% 57-6
ATR 29-4 29-4 0-0 0.0% 0-0
Volume 35,478 34,613 -865 -2.4% 128,417
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 1434-4 1417-4 1357-6
R3 1405-0 1388-0 1349-5
R2 1375-4 1375-4 1346-7
R1 1358-4 1358-4 1344-2 1352-2
PP 1346-0 1346-0 1346-0 1342-7
S1 1329-0 1329-0 1338-6 1322-6
S2 1316-4 1316-4 1336-1
S3 1287-0 1299-4 1333-3
S4 1257-4 1270-0 1325-2
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% 25-5 1.9% 14% False False 33,638
10 1397-6 1332-0 65-6 4.9% 27-0 2.0% 14% False False 27,040
20 1406-0 1285-4 120-4 9.0% 30-2 2.3% 46% False False 26,029
40 1406-0 1169-0 237-0 17.7% 27-2 2.0% 73% False False 20,421
60 1406-0 1169-0 237-0 17.7% 25-5 1.9% 73% False False 16,123
80 1406-0 1169-0 237-0 17.7% 24-4 1.8% 73% False False 13,515
100 1406-0 1169-0 237-0 17.7% 23-0 1.7% 73% False False 11,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7-4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1488-3
2.618 1440-2
1.618 1410-6
1.000 1392-4
0.618 1381-2
HIGH 1363-0
0.618 1351-6
0.500 1348-2
0.382 1344-6
LOW 1333-4
0.618 1315-2
1.000 1304-0
1.618 1285-6
2.618 1256-2
4.250 1208-1
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 1348-2 1348-4
PP 1346-0 1346-1
S1 1343-6 1343-7

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

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