CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 29-May-2013

Day Change Summary
	Previous	Current
	28-May-2013	29-May-2013	Change	Change %	Previous Week
Open	1255-0	1290-4	35-4	2.8%	1233-0
High	1295-0	1300-0	5-0	0.4%	1256-2
Low	1254-6	1285-2	30-4	2.4%	1217-2
Close	1294-2	1294-6	0-4	0.0%	1254-2
Range	40-2	14-6	-25-4	-63.4%	39-0
ATR	17-2	17-1	-0-1	-1.0%	0-0
Volume	3,318	6,613	3,295	99.3%	17,077

Daily Pivots for day following 29-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1337-5	1330-7	1302-7
R3	1322-7	1316-1	1298-6
R2	1308-1	1308-1	1297-4
R1	1301-3	1301-3	1296-1	1304-6
PP	1293-3	1293-3	1293-3	1295-0
S1	1286-5	1286-5	1293-3	1290-0
S2	1278-5	1278-5	1292-0
S3	1263-7	1271-7	1290-6
S4	1249-1	1257-1	1286-5

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	1300-0	1227-2	72-6	5.6%	20-0	1.5%	93%	True	False	4,009
10	1300-0	1213-0	87-0	6.7%	17-6	1.4%	94%	True	False	3,757
20	1300-0	1207-6	92-2	7.1%	16-6	1.3%	94%	True	False	2,779

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	3-0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1362-6
2.618	1338-5
1.618	1323-7
1.000	1314-6
0.618	1309-1
HIGH	1300-0
0.618	1294-3
0.500	1292-5
0.382	1290-7
LOW	1285-2
0.618	1276-1
1.000	1270-4
1.618	1261-3
2.618	1246-5
4.250	1222-4

Fisher Pivots for day following 29-May-2013
Pivot	1 day	3 day
R1	1294-0	1287-3
PP	1293-3	1280-1
S1	1292-5	1272-6

Download as Excel Spreadsheet

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

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