CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 07-Oct-2013
Day Change Summary
Previous Current
04-Oct-2013 07-Oct-2013 Change Change % Previous Week
Open 1286-6 1293-4 6-6 0.5% 1315-0
High 1297-6 1304-0 6-2 0.5% 1318-2
Low 1281-0 1289-0 8-0 0.6% 1265-4
Close 1295-0 1297-0 2-0 0.2% 1295-0
Range 16-6 15-0 -1-6 -10.4% 52-6
ATR 23-7 23-2 -0-5 -2.6% 0-0
Volume 45,952 46,618 666 1.4% 208,647
Daily Pivots for day following 07-Oct-2013
Classic Woodie Camarilla DeMark
R4 1341-5 1334-3 1305-2
R3 1326-5 1319-3 1301-1
R2 1311-5 1311-5 1299-6
R1 1304-3 1304-3 1298-3 1308-0
PP 1296-5 1296-5 1296-5 1298-4
S1 1289-3 1289-3 1295-5 1293-0
S2 1281-5 1281-5 1294-2
S3 1266-5 1274-3 1292-7
S4 1251-5 1259-3 1288-6
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1451-1 1425-7 1324-0
R3 1398-3 1373-1 1309-4
R2 1345-5 1345-5 1304-5
R1 1320-3 1320-3 1299-7 1306-5
PP 1292-7 1292-7 1292-7 1286-0
S1 1267-5 1267-5 1290-1 1253-7
S2 1240-1 1240-1 1285-3
S3 1187-3 1214-7 1280-4
S4 1134-5 1162-1 1266-0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1304-0 1265-4 38-4 3.0% 16-4 1.3% 82% True False 45,916
10 1330-0 1265-4 64-4 5.0% 18-2 1.4% 49% False False 33,772
20 1397-6 1265-4 132-2 10.2% 22-0 1.7% 24% False False 30,472
40 1406-0 1189-0 217-0 16.7% 26-1 2.0% 50% False False 26,255
60 1406-0 1169-0 237-0 18.3% 24-7 1.9% 54% False False 20,998
80 1406-0 1169-0 237-0 18.3% 23-7 1.8% 54% False False 17,362
100 1406-0 1169-0 237-0 18.3% 23-3 1.8% 54% False False 14,869
120 1406-0 1169-0 237-0 18.3% 22-0 1.7% 54% False False 12,674
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 3-2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1367-6
2.618 1343-2
1.618 1328-2
1.000 1319-0
0.618 1313-2
HIGH 1304-0
0.618 1298-2
0.500 1296-4
0.382 1294-6
LOW 1289-0
0.618 1279-6
1.000 1274-0
1.618 1264-6
2.618 1249-6
4.250 1225-2
Fisher Pivots for day following 07-Oct-2013
Pivot 1 day 3 day
R1 1296-7 1294-1
PP 1296-5 1291-1
S1 1296-4 1288-2

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

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