CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 15-May-2013

Day Change Summary
	Previous	Current
	14-May-2013	15-May-2013	Change	Change %	Previous Week
Open	1217-4	1224-0	6-4	0.5%	1221-2
High	1225-0	1228-4	3-4	0.3%	1231-4
Low	1210-6	1213-0	2-2	0.2%	1207-6
Close	1221-6	1217-2	-4-4	-0.4%	1212-6
Range	14-2	15-4	1-2	8.8%	23-6
ATR	15-5	15-5	0-0	-0.1%	0-0
Volume	1,794	5,048	3,254	181.4%	9,014

Daily Pivots for day following 15-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1266-1	1257-1	1225-6
R3	1250-5	1241-5	1221-4
R2	1235-1	1235-1	1220-1
R1	1226-1	1226-1	1218-5	1222-7
PP	1219-5	1219-5	1219-5	1218-0
S1	1210-5	1210-5	1215-7	1207-3
S2	1204-1	1204-1	1214-3
S3	1188-5	1195-1	1213-0
S4	1173-1	1179-5	1208-6

Weekly Pivots for week ending 10-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1288-5	1274-3	1225-6
R3	1264-7	1250-5	1219-2
R2	1241-1	1241-1	1217-1
R1	1226-7	1226-7	1214-7	1222-1
PP	1217-3	1217-3	1217-3	1215-0
S1	1203-1	1203-1	1210-5	1198-3
S2	1193-5	1193-5	1208-3
S3	1169-7	1179-3	1206-2
S4	1146-1	1155-5	1199-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1231-4	1207-6	23-6	2.0%	15-3	1.3%	40%	False	False	3,014
10	1232-4	1207-6	24-6	2.0%	15-0	1.2%	38%	False	False	2,163
20	1246-0	1194-2	51-6	4.3%	15-5	1.3%	44%	False	False	1,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	3-5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1294-3
2.618	1269-1
1.618	1253-5
1.000	1244-0
0.618	1238-1
HIGH	1228-4
0.618	1222-5
0.500	1220-6
0.382	1218-7
LOW	1213-0
0.618	1203-3
1.000	1197-4
1.618	1187-7
2.618	1172-3
4.250	1147-1

Fisher Pivots for day following 15-May-2013
Pivot	1 day	3 day
R1	1220-6	1218-2
PP	1219-5	1217-7
S1	1218-3	1217-5

Download as Excel Spreadsheet

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

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