CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 24-Apr-2013

Day Change Summary
	Previous	Current
	23-Apr-2013	24-Apr-2013	Change	Change %	Previous Week
Open	1211-4	1201-4	-10-0	-0.8%	1231-4
High	1215-2	1206-6	-8-4	-0.7%	1235-6
Low	1198-2	1194-2	-4-0	-0.3%	1209-0
Close	1204-0	1201-6	-2-2	-0.2%	1220-6
Range	17-0	12-4	-4-4	-26.5%	26-6
ATR
Volume	796	1,252	456	57.3%	7,650

Daily Pivots for day following 24-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1238-3	1232-5	1208-5
R3	1225-7	1220-1	1205-2
R2	1213-3	1213-3	1204-0
R1	1207-5	1207-5	1202-7	1210-4
PP	1200-7	1200-7	1200-7	1202-3
S1	1195-1	1195-1	1200-5	1198-0
S2	1188-3	1188-3	1199-4
S3	1175-7	1182-5	1198-2
S4	1163-3	1170-1	1194-7

Weekly Pivots for week ending 19-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	1302-1	1288-1	1235-4
R3	1275-3	1261-3	1228-1
R2	1248-5	1248-5	1225-5
R1	1234-5	1234-5	1223-2	1228-2
PP	1221-7	1221-7	1221-7	1218-5
S1	1207-7	1207-7	1218-2	1201-4
S2	1195-1	1195-1	1215-7
S3	1168-3	1181-1	1213-3
S4	1141-5	1154-3	1206-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1235-6	1194-2	41-4	3.5%	14-1	1.2%	18%	False	True	1,178
10	1243-4	1194-2	49-2	4.1%	14-3	1.2%	15%	False	True	1,384

Crabel Price Patterns
NR	True
NR4	True
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	2-4
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1259-7
2.618	1239-4
1.618	1227-0
1.000	1219-2
0.618	1214-4
HIGH	1206-6
0.618	1202-0
0.500	1200-4
0.382	1199-0
LOW	1194-2
0.618	1186-4
1.000	1181-6
1.618	1174-0
2.618	1161-4
4.250	1141-1

Fisher Pivots for day following 24-Apr-2013
Pivot	1 day	3 day
R1	1201-3	1206-0
PP	1200-7	1204-5
S1	1200-4	1203-1

Download as Excel Spreadsheet

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

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