CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 29-Oct-2013
Day Change Summary
Previous Current
28-Oct-2013 29-Oct-2013 Change Change % Previous Week
Open 1293-2 1266-4 -26-6 -2.1% 1287-6
High 1294-2 1274-2 -20-0 -1.5% 1312-6
Low 1267-0 1264-4 -2-4 -0.2% 1287-0
Close 1268-0 1270-6 2-6 0.2% 1293-4
Range 27-2 9-6 -17-4 -64.2% 25-6
ATR 18-5 18-0 -0-5 -3.4% 0-0
Volume 87,605 140,691 53,086 60.6% 385,482
Daily Pivots for day following 29-Oct-2013
Classic Woodie Camarilla DeMark
R4 1299-1 1294-5 1276-1
R3 1289-3 1284-7 1273-3
R2 1279-5 1279-5 1272-4
R1 1275-1 1275-1 1271-5 1277-3
PP 1269-7 1269-7 1269-7 1271-0
S1 1265-3 1265-3 1269-7 1267-5
S2 1260-1 1260-1 1269-0
S3 1250-3 1255-5 1268-1
S4 1240-5 1245-7 1265-3
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1375-0 1360-0 1307-5
R3 1349-2 1334-2 1300-5
R2 1323-4 1323-4 1298-2
R1 1308-4 1308-4 1295-7 1316-0
PP 1297-6 1297-6 1297-6 1301-4
S1 1282-6 1282-6 1291-1 1290-2
S2 1272-0 1272-0 1288-6
S3 1246-2 1257-0 1286-3
S4 1220-4 1231-2 1279-3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1312-6 1264-4 48-2 3.8% 16-4 1.3% 13% False True 96,337
10 1312-6 1264-4 48-2 3.8% 15-3 1.2% 13% False True 80,972
20 1312-6 1261-2 51-4 4.1% 16-0 1.3% 18% False False 70,810
40 1397-6 1261-2 136-4 10.7% 20-4 1.6% 7% False False 48,504
60 1406-0 1169-0 237-0 18.7% 22-6 1.8% 43% False False 39,101
80 1406-0 1169-0 237-0 18.7% 23-2 1.8% 43% False False 31,658
100 1406-0 1169-0 237-0 18.7% 22-5 1.8% 43% False False 26,545
120 1406-0 1169-0 237-0 18.7% 22-1 1.7% 43% False False 22,810
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 2-1
Narrowest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 1315-6
2.618 1299-6
1.618 1290-0
1.000 1284-0
0.618 1280-2
HIGH 1274-2
0.618 1270-4
0.500 1269-3
0.382 1268-2
LOW 1264-4
0.618 1258-4
1.000 1254-6
1.618 1248-6
2.618 1239-0
4.250 1223-0
Fisher Pivots for day following 29-Oct-2013
Pivot 1 day 3 day
R1 1270-2 1285-2
PP 1269-7 1280-3
S1 1269-3 1275-5

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

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