CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 28-May-2013

Day Change Summary
	Previous	Current
	24-May-2013	28-May-2013	Change	Change %	Previous Week
Open	1246-0	1255-0	9-0	0.7%	1233-0
High	1256-2	1295-0	38-6	3.1%	1256-2
Low	1245-4	1254-6	9-2	0.7%	1217-2
Close	1254-2	1294-2	40-0	3.2%	1254-2
Range	10-6	40-2	29-4	274.4%	39-0
ATR	15-4	17-2	1-6	11.7%	0-0
Volume	3,562	3,318	-244	-6.9%	17,077

Daily Pivots for day following 28-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1402-1	1388-3	1316-3
R3	1361-7	1348-1	1305-3
R2	1321-5	1321-5	1301-5
R1	1307-7	1307-7	1298-0	1314-6
PP	1281-3	1281-3	1281-3	1284-6
S1	1267-5	1267-5	1290-4	1274-4
S2	1241-1	1241-1	1286-7
S3	1200-7	1227-3	1283-1
S4	1160-5	1187-1	1272-1

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	1295-0	1221-4	73-4	5.7%	19-6	1.5%	99%	True	False	3,516
10	1295-0	1210-6	84-2	6.5%	17-6	1.4%	99%	True	False	3,275
20	1295-0	1207-6	87-2	6.7%	16-7	1.3%	99%	True	False	2,518

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	3-1
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	1466-0
2.618	1400-3
1.618	1360-1
1.000	1335-2
0.618	1319-7
HIGH	1295-0
0.618	1279-5
0.500	1274-7
0.382	1270-1
LOW	1254-6
0.618	1229-7
1.000	1214-4
1.618	1189-5
2.618	1149-3
4.250	1083-6

Fisher Pivots for day following 28-May-2013
Pivot	1 day	3 day
R1	1287-6	1285-2
PP	1281-3	1276-1
S1	1274-7	1267-1

Download as Excel Spreadsheet

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

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