CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 23-May-2013

Day Change Summary
	Previous	Current
	22-May-2013	23-May-2013	Change	Change %	Previous Week
Open	1227-2	1244-4	17-2	1.4%	1208-0
High	1246-0	1255-0	9-0	0.7%	1235-6
Low	1227-2	1239-2	12-0	1.0%	1208-0
Close	1245-2	1249-2	4-0	0.3%	1235-2
Range	18-6	15-6	-3-0	-16.0%	27-6
ATR	15-7	15-7	0-0	0.0%	0-0
Volume	3,407	3,149	-258	-7.6%	15,438

Daily Pivots for day following 23-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1295-1	1287-7	1257-7
R3	1279-3	1272-1	1253-5
R2	1263-5	1263-5	1252-1
R1	1256-3	1256-3	1250-6	1260-0
PP	1247-7	1247-7	1247-7	1249-5
S1	1240-5	1240-5	1247-6	1244-2
S2	1232-1	1232-1	1246-3
S3	1216-3	1224-7	1244-7
S4	1200-5	1209-1	1240-5

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	1255-0	1217-2	37-6	3.0%	16-4	1.3%	85%	True	False	3,349
10	1255-0	1207-6	47-2	3.8%	16-3	1.3%	88%	True	False	3,096
20	1255-0	1204-6	50-2	4.0%	16-2	1.3%	89%	True	False	2,303

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1322-0
2.618	1296-2
1.618	1280-4
1.000	1270-6
0.618	1264-6
HIGH	1255-0
0.618	1249-0
0.500	1247-1
0.382	1245-2
LOW	1239-2
0.618	1229-4
1.000	1223-4
1.618	1213-6
2.618	1198-0
4.250	1172-2

Fisher Pivots for day following 23-May-2013
Pivot	1 day	3 day
R1	1248-4	1245-5
PP	1247-7	1241-7
S1	1247-1	1238-2

Download as Excel Spreadsheet

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

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