CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 17-May-2013

Day Change Summary
	Previous	Current
	16-May-2013	17-May-2013	Change	Change %	Previous Week
Open	1213-4	1224-2	10-6	0.9%	1208-0
High	1227-6	1235-6	8-0	0.7%	1235-6
Low	1213-2	1218-6	5-4	0.5%	1208-0
Close	1224-6	1235-2	10-4	0.9%	1235-2
Range	14-4	17-0	2-4	17.2%	27-6
ATR	15-4	15-5	0-1	0.7%	0-0
Volume	2,283	3,231	948	41.5%	15,438

Daily Pivots for day following 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1280-7	1275-1	1244-5
R3	1263-7	1258-1	1239-7
R2	1246-7	1246-7	1238-3
R1	1241-1	1241-1	1236-6	1244-0
PP	1229-7	1229-7	1229-7	1231-3
S1	1224-1	1224-1	1233-6	1227-0
S2	1212-7	1212-7	1232-1
S3	1195-7	1207-1	1230-5
S4	1178-7	1190-1	1225-7

Weekly Pivots for week ending 17-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1309-5	1300-1	1250-4
R3	1281-7	1272-3	1242-7
R2	1254-1	1254-1	1240-3
R1	1244-5	1244-5	1237-6	1249-3
PP	1226-3	1226-3	1226-3	1228-6
S1	1216-7	1216-7	1232-6	1221-5
S2	1198-5	1198-5	1230-1
S3	1170-7	1189-1	1227-5
S4	1143-1	1161-3	1220-0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1235-6	1208-0	27-6	2.2%	15-0	1.2%	98%	True	False	3,087
10	1235-6	1207-6	28-0	2.3%	15-1	1.2%	98%	True	False	2,445
20	1246-0	1194-2	51-6	4.2%	15-7	1.3%	79%	False	False	1,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	3-7
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1308-0
2.618	1280-2
1.618	1263-2
1.000	1252-6
0.618	1246-2
HIGH	1235-6
0.618	1229-2
0.500	1227-2
0.382	1225-2
LOW	1218-6
0.618	1208-2
1.000	1201-6
1.618	1191-2
2.618	1174-2
4.250	1146-4

Fisher Pivots for day following 17-May-2013
Pivot	1 day	3 day
R1	1232-5	1231-5
PP	1229-7	1228-0
S1	1227-2	1224-3

Download as Excel Spreadsheet

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

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