CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 24-May-2013

Day Change Summary
	Previous	Current
	23-May-2013	24-May-2013	Change	Change %	Previous Week
Open	1244-4	1246-0	1-4	0.1%	1233-0
High	1255-0	1256-2	1-2	0.1%	1256-2
Low	1239-2	1245-4	6-2	0.5%	1217-2
Close	1249-2	1254-2	5-0	0.4%	1254-2
Range	15-6	10-6	-5-0	-31.7%	39-0
ATR	15-7	15-4	-0-3	-2.3%	0-0
Volume	3,149	3,562	413	13.1%	17,077

Daily Pivots for day following 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1284-2	1280-0	1260-1
R3	1273-4	1269-2	1257-2
R2	1262-6	1262-6	1256-2
R1	1258-4	1258-4	1255-2	1260-5
PP	1252-0	1252-0	1252-0	1253-0
S1	1247-6	1247-6	1253-2	1249-7
S2	1241-2	1241-2	1252-2
S3	1230-4	1237-0	1251-2
S4	1219-6	1226-2	1248-3

Weekly Pivots for week ending 24-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1359-5	1345-7	1275-6
R3	1320-5	1306-7	1265-0
R2	1281-5	1281-5	1261-3
R1	1267-7	1267-7	1257-7	1274-6
PP	1242-5	1242-5	1242-5	1246-0
S1	1228-7	1228-7	1250-5	1235-6
S2	1203-5	1203-5	1247-1
S3	1164-5	1189-7	1243-4
S4	1125-5	1150-7	1232-6

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1256-2	1217-2	39-0	3.1%	15-2	1.2%	95%	True	False	3,415
10	1256-2	1208-0	48-2	3.8%	15-1	1.2%	96%	True	False	3,251
20	1256-2	1207-6	48-4	3.9%	16-1	1.3%	96%	True	False	2,425

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	3-1
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	1302-0
2.618	1284-3
1.618	1273-5
1.000	1267-0
0.618	1262-7
HIGH	1256-2
0.618	1252-1
0.500	1250-7
0.382	1249-5
LOW	1245-4
0.618	1238-7
1.000	1234-6
1.618	1228-1
2.618	1217-3
4.250	1199-6

Fisher Pivots for day following 24-May-2013
Pivot	1 day	3 day
R1	1253-1	1250-1
PP	1252-0	1245-7
S1	1250-7	1241-6

Download as Excel Spreadsheet

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

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