CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 30-May-2013

Day Change Summary
	Previous	Current
	29-May-2013	30-May-2013	Change	Change %	Previous Week
Open	1290-4	1294-0	3-4	0.3%	1233-0
High	1300-0	1298-0	-2-0	-0.2%	1256-2
Low	1285-2	1282-4	-2-6	-0.2%	1217-2
Close	1294-6	1294-4	-0-2	0.0%	1254-2
Range	14-6	15-4	0-6	5.1%	39-0
ATR	17-1	17-0	-0-1	-0.7%	0-0
Volume	6,613	4,651	-1,962	-29.7%	17,077

Daily Pivots for day following 30-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1338-1	1331-7	1303-0
R3	1322-5	1316-3	1298-6
R2	1307-1	1307-1	1297-3
R1	1300-7	1300-7	1295-7	1304-0
PP	1291-5	1291-5	1291-5	1293-2
S1	1285-3	1285-3	1293-1	1288-4
S2	1276-1	1276-1	1291-5
S3	1260-5	1269-7	1290-2
S4	1245-1	1254-3	1286-0

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	1239-2	60-6	4.7%	19-3	1.5%	91%	False	False	4,258
10	1300-0	1213-2	86-6	6.7%	17-6	1.4%	94%	False	False	3,717
20	1300-0	1207-6	92-2	7.1%	16-3	1.3%	94%	False	False	2,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	2-7
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1363-7
2.618	1338-5
1.618	1323-1
1.000	1313-4
0.618	1307-5
HIGH	1298-0
0.618	1292-1
0.500	1290-2
0.382	1288-3
LOW	1282-4
0.618	1272-7
1.000	1267-0
1.618	1257-3
2.618	1241-7
4.250	1216-5

Fisher Pivots for day following 30-May-2013
Pivot	1 day	3 day
R1	1293-1	1288-6
PP	1291-5	1283-1
S1	1290-2	1277-3

Download as Excel Spreadsheet

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

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