CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 20-May-2013

Day Change Summary
	Previous	Current
	17-May-2013	20-May-2013	Change	Change %	Previous Week
Open	1224-2	1233-0	8-6	0.7%	1208-0
High	1235-6	1235-0	-0-6	-0.1%	1235-6
Low	1218-6	1217-2	-1-4	-0.1%	1208-0
Close	1235-2	1232-0	-3-2	-0.3%	1235-2
Range	17-0	17-6	0-6	4.4%	27-6
ATR	15-5	15-7	0-1	1.1%	0-0
Volume	3,231	2,815	-416	-12.9%	15,438

Daily Pivots for day following 20-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1281-3	1274-3	1241-6
R3	1263-5	1256-5	1236-7
R2	1245-7	1245-7	1235-2
R1	1238-7	1238-7	1233-5	1233-4
PP	1228-1	1228-1	1228-1	1225-3
S1	1221-1	1221-1	1230-3	1215-6
S2	1210-3	1210-3	1228-6
S3	1192-5	1203-3	1227-1
S4	1174-7	1185-5	1222-2

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	1210-6	25-0	2.0%	15-6	1.3%	85%	False	False	3,034
10	1235-6	1207-6	28-0	2.3%	15-1	1.2%	87%	False	False	2,641
20	1246-0	1194-2	51-6	4.2%	16-0	1.3%	73%	False	False	1,925

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	3-2
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1310-4
2.618	1281-4
1.618	1263-6
1.000	1252-6
0.618	1246-0
HIGH	1235-0
0.618	1228-2
0.500	1226-1
0.382	1224-0
LOW	1217-2
0.618	1206-2
1.000	1199-4
1.618	1188-4
2.618	1170-6
4.250	1141-6

Fisher Pivots for day following 20-May-2013
Pivot	1 day	3 day
R1	1230-0	1229-4
PP	1228-1	1227-0
S1	1226-1	1224-4

Download as Excel Spreadsheet

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

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