CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 22-May-2013

Day Change Summary
	Previous	Current
	21-May-2013	22-May-2013	Change	Change %	Previous Week
Open	1227-6	1227-2	-0-4	0.0%	1208-0
High	1234-4	1246-0	11-4	0.9%	1235-6
Low	1221-4	1227-2	5-6	0.5%	1208-0
Close	1227-4	1245-2	17-6	1.4%	1235-2
Range	13-0	18-6	5-6	44.2%	27-6
ATR	15-5	15-7	0-2	1.4%	0-0
Volume	4,144	3,407	-737	-17.8%	15,438

Daily Pivots for day following 22-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1295-6	1289-2	1255-4
R3	1277-0	1270-4	1250-3
R2	1258-2	1258-2	1248-6
R1	1251-6	1251-6	1247-0	1255-0
PP	1239-4	1239-4	1239-4	1241-1
S1	1233-0	1233-0	1243-4	1236-2
S2	1220-6	1220-6	1241-6
S3	1202-0	1214-2	1240-1
S4	1183-2	1195-4	1235-0

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	1246-0	1213-2	32-6	2.6%	16-2	1.3%	98%	True	False	3,176
10	1246-0	1207-6	38-2	3.1%	15-6	1.3%	98%	True	False	3,095
20	1246-0	1201-2	44-6	3.6%	16-1	1.3%	98%	True	False	2,200

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

Fibonacci Retracements and Extensions
4.250	1325-6
2.618	1295-1
1.618	1276-3
1.000	1264-6
0.618	1257-5
HIGH	1246-0
0.618	1238-7
0.500	1236-5
0.382	1234-3
LOW	1227-2
0.618	1215-5
1.000	1208-4
1.618	1196-7
2.618	1178-1
4.250	1147-4

Fisher Pivots for day following 22-May-2013
Pivot	1 day	3 day
R1	1242-3	1240-6
PP	1239-4	1236-1
S1	1236-5	1231-5

Download as Excel Spreadsheet

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

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