CME Soybeans Future January 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 1264-4 1295-0 30-4 2.4% 1252-0
High 1297-4 1304-6 7-2 0.6% 1297-4
Low 1261-6 1288-2 26-4 2.1% 1247-0
Close 1296-0 1301-0 5-0 0.4% 1296-0
Range 35-6 16-4 -19-2 -53.8% 50-4
ATR 18-6 18-5 -0-1 -0.9% 0-0
Volume 161,534 89,497 -72,037 -44.6% 482,048
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 1347-4 1340-6 1310-1
R3 1331-0 1324-2 1305-4
R2 1314-4 1314-4 1304-0
R1 1307-6 1307-6 1302-4 1311-1
PP 1298-0 1298-0 1298-0 1299-6
S1 1291-2 1291-2 1299-4 1294-5
S2 1281-4 1281-4 1298-0
S3 1265-0 1274-6 1296-4
S4 1248-4 1258-2 1291-7
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1431-5 1414-3 1323-6
R3 1381-1 1363-7 1309-7
R2 1330-5 1330-5 1305-2
R1 1313-3 1313-3 1300-5 1322-0
PP 1280-1 1280-1 1280-1 1284-4
S1 1262-7 1262-7 1291-3 1271-4
S2 1229-5 1229-5 1286-6
S3 1179-1 1212-3 1282-1
S4 1128-5 1161-7 1268-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1304-6 1247-0 57-6 4.4% 20-4 1.6% 94% True False 98,458
10 1304-6 1247-0 57-6 4.4% 17-7 1.4% 94% True False 101,884
20 1312-6 1247-0 65-6 5.1% 16-6 1.3% 82% False False 86,882
40 1365-0 1247-0 118-0 9.1% 18-0 1.4% 46% False False 64,766
60 1406-0 1247-0 159-0 12.2% 22-2 1.7% 34% False False 51,247
80 1406-0 1169-0 237-0 18.2% 22-5 1.7% 56% False False 41,767
100 1406-0 1169-0 237-0 18.2% 22-3 1.7% 56% False False 34,817
120 1406-0 1169-0 237-0 18.2% 22-2 1.7% 56% False False 29,896
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3-6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1374-7
2.618 1348-0
1.618 1331-4
1.000 1321-2
0.618 1315-0
HIGH 1304-6
0.618 1298-4
0.500 1296-4
0.382 1294-4
LOW 1288-2
0.618 1278-0
1.000 1271-6
1.618 1261-4
2.618 1245-0
4.250 1218-1
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 1299-4 1293-3
PP 1298-0 1285-5
S1 1296-4 1278-0

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

View Archives - Comment on this page... - Back to Index of Symbols