CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 1313-2 1322-2 9-0 0.7% 1372-4
High 1330-0 1324-4 -5-4 -0.4% 1374-0
Low 1309-0 1313-0 4-0 0.3% 1314-0
Close 1324-0 1318-6 -5-2 -0.4% 1318-0
Range 21-0 11-4 -9-4 -45.2% 60-0
ATR 26-7 25-6 -1-1 -4.1% 0-0
Volume 17,360 27,606 10,246 59.0% 144,682
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 1353-2 1347-4 1325-1
R3 1341-6 1336-0 1321-7
R2 1330-2 1330-2 1320-7
R1 1324-4 1324-4 1319-6 1321-5
PP 1318-6 1318-6 1318-6 1317-2
S1 1313-0 1313-0 1317-6 1310-1
S2 1307-2 1307-2 1316-5
S3 1295-6 1301-4 1315-5
S4 1284-2 1290-0 1312-3
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1515-3 1476-5 1351-0
R3 1455-3 1416-5 1334-4
R2 1395-3 1395-3 1329-0
R1 1356-5 1356-5 1323-4 1346-0
PP 1335-3 1335-3 1335-3 1330-0
S1 1296-5 1296-5 1312-4 1286-0
S2 1275-3 1275-3 1307-0
S3 1215-3 1236-5 1301-4
S4 1155-3 1176-5 1285-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1342-2 1307-4 34-6 2.6% 18-0 1.4% 32% False False 20,697
10 1397-6 1307-4 90-2 6.8% 21-6 1.7% 12% False False 27,168
20 1403-4 1307-4 96-0 7.3% 25-4 1.9% 12% False False 24,069
40 1406-0 1169-0 237-0 18.0% 26-2 2.0% 63% False False 21,621
60 1406-0 1169-0 237-0 18.0% 25-6 1.9% 63% False False 17,265
80 1406-0 1169-0 237-0 18.0% 24-3 1.8% 63% False False 14,377
100 1406-0 1169-0 237-0 18.0% 23-0 1.7% 63% False False 12,287
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 4-5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1373-3
2.618 1354-5
1.618 1343-1
1.000 1336-0
0.618 1331-5
HIGH 1324-4
0.618 1320-1
0.500 1318-6
0.382 1317-3
LOW 1313-0
0.618 1305-7
1.000 1301-4
1.618 1294-3
2.618 1282-7
4.250 1264-1
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 1318-6 1318-6
PP 1318-6 1318-6
S1 1318-6 1318-6

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

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