CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 16-May-2013

Day Change Summary
	Previous	Current
	15-May-2013	16-May-2013	Change	Change %	Previous Week
Open	1224-0	1213-4	-10-4	-0.9%	1221-2
High	1228-4	1227-6	-0-6	-0.1%	1231-4
Low	1213-0	1213-2	0-2	0.0%	1207-6
Close	1217-2	1224-6	7-4	0.6%	1212-6
Range	15-4	14-4	-1-0	-6.5%	23-6
ATR	15-5	15-4	-0-1	-0.5%	0-0
Volume	5,048	2,283	-2,765	-54.8%	9,014

Daily Pivots for day following 16-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1265-3	1259-5	1232-6
R3	1250-7	1245-1	1228-6
R2	1236-3	1236-3	1227-3
R1	1230-5	1230-5	1226-1	1233-4
PP	1221-7	1221-7	1221-7	1223-3
S1	1216-1	1216-1	1223-3	1219-0
S2	1207-3	1207-3	1222-1
S3	1192-7	1201-5	1220-6
S4	1178-3	1187-1	1216-6

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	1.9%	16-3	1.3%	72%	False	False	2,844
10	1232-4	1207-6	24-6	2.0%	15-4	1.3%	69%	False	False	2,198
20	1246-0	1194-2	51-6	4.2%	15-6	1.3%	59%	False	False	1,757

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1289-3
2.618	1265-6
1.618	1251-2
1.000	1242-2
0.618	1236-6
HIGH	1227-6
0.618	1222-2
0.500	1220-4
0.382	1218-6
LOW	1213-2
0.618	1204-2
1.000	1198-6
1.618	1189-6
2.618	1175-2
4.250	1151-5

Fisher Pivots for day following 16-May-2013
Pivot	1 day	3 day
R1	1223-3	1223-0
PP	1221-7	1221-3
S1	1220-4	1219-5

Download as Excel Spreadsheet

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

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