CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 08-Oct-2013
Day Change Summary
Previous Current
07-Oct-2013 08-Oct-2013 Change Change % Previous Week
Open 1293-4 1297-0 3-4 0.3% 1315-0
High 1304-0 1305-0 1-0 0.1% 1318-2
Low 1289-0 1283-2 -5-6 -0.4% 1265-4
Close 1297-0 1287-6 -9-2 -0.7% 1295-0
Range 15-0 21-6 6-6 45.0% 52-6
ATR 23-2 23-1 -0-1 -0.4% 0-0
Volume 46,618 51,836 5,218 11.2% 208,647
Daily Pivots for day following 08-Oct-2013
Classic Woodie Camarilla DeMark
R4 1357-2 1344-2 1299-6
R3 1335-4 1322-4 1293-6
R2 1313-6 1313-6 1291-6
R1 1300-6 1300-6 1289-6 1296-3
PP 1292-0 1292-0 1292-0 1289-6
S1 1279-0 1279-0 1285-6 1274-5
S2 1270-2 1270-2 1283-6
S3 1248-4 1257-2 1281-6
S4 1226-6 1235-4 1275-6
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 1305-0 1266-0 39-0 3.0% 17-6 1.4% 56% True False 45,930
10 1330-0 1265-4 64-4 5.0% 18-5 1.4% 34% False False 37,313
20 1397-6 1265-4 132-2 10.3% 22-0 1.7% 17% False False 32,101
40 1406-0 1218-0 188-0 14.6% 25-5 2.0% 37% False False 27,197
60 1406-0 1169-0 237-0 18.4% 25-0 1.9% 50% False False 21,718
80 1406-0 1169-0 237-0 18.4% 24-0 1.9% 50% False False 17,960
100 1406-0 1169-0 237-0 18.4% 23-3 1.8% 50% False False 15,365
120 1406-0 1169-0 237-0 18.4% 22-1 1.7% 50% False False 13,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3-7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1397-4
2.618 1362-0
1.618 1340-2
1.000 1326-6
0.618 1318-4
HIGH 1305-0
0.618 1296-6
0.500 1294-1
0.382 1291-4
LOW 1283-2
0.618 1269-6
1.000 1261-4
1.618 1248-0
2.618 1226-2
4.250 1190-6
Fisher Pivots for day following 08-Oct-2013
Pivot 1 day 3 day
R1 1294-1 1293-0
PP 1292-0 1291-2
S1 1289-7 1289-4

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

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