CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 22-Oct-2013
Day Change Summary
Previous Current
21-Oct-2013 22-Oct-2013 Change Change % Previous Week
Open 1287-6 1298-2 10-4 0.8% 1264-0
High 1301-2 1301-0 -0-2 0.0% 1297-6
Low 1287-0 1290-0 3-0 0.2% 1261-2
Close 1300-4 1297-4 -3-0 -0.2% 1289-6
Range 14-2 11-0 -3-2 -22.8% 36-4
ATR 19-2 18-6 -0-5 -3.1% 0-0
Volume 73,296 58,797 -14,499 -19.8% 323,084
Daily Pivots for day following 22-Oct-2013
Classic Woodie Camarilla DeMark
R4 1329-1 1324-3 1303-4
R3 1318-1 1313-3 1300-4
R2 1307-1 1307-1 1299-4
R1 1302-3 1302-3 1298-4 1299-2
PP 1296-1 1296-1 1296-1 1294-5
S1 1291-3 1291-3 1296-4 1288-2
S2 1285-1 1285-1 1295-4
S3 1274-1 1280-3 1294-4
S4 1263-1 1269-3 1291-4
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 1392-3 1377-5 1309-7
R3 1355-7 1341-1 1299-6
R2 1319-3 1319-3 1296-4
R1 1304-5 1304-5 1293-1 1312-0
PP 1282-7 1282-7 1282-7 1286-5
S1 1268-1 1268-1 1286-3 1275-4
S2 1246-3 1246-3 1283-0
S3 1209-7 1231-5 1279-6
S4 1173-3 1195-1 1269-5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1301-2 1264-4 36-6 2.8% 14-3 1.1% 90% False False 65,607
10 1301-2 1261-2 40-0 3.1% 14-7 1.1% 91% False False 70,486
20 1330-0 1261-2 68-6 5.3% 16-6 1.3% 53% False False 53,900
40 1406-0 1261-2 144-6 11.2% 22-0 1.7% 25% False False 39,681
60 1406-0 1169-0 237-0 18.3% 23-2 1.8% 54% False False 31,957
80 1406-0 1169-0 237-0 18.3% 23-4 1.8% 54% False False 26,083
100 1406-0 1169-0 237-0 18.3% 23-0 1.8% 54% False False 22,004
120 1406-0 1169-0 237-0 18.3% 22-0 1.7% 54% False False 18,861
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2-4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1347-6
2.618 1329-6
1.618 1318-6
1.000 1312-0
0.618 1307-6
HIGH 1301-0
0.618 1296-6
0.500 1295-4
0.382 1294-2
LOW 1290-0
0.618 1283-2
1.000 1279-0
1.618 1272-2
2.618 1261-2
4.250 1243-2
Fisher Pivots for day following 22-Oct-2013
Pivot 1 day 3 day
R1 1296-7 1295-7
PP 1296-1 1294-3
S1 1295-4 1292-6

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

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