CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 31-May-2013

Day Change Summary
	Previous	Current
	30-May-2013	31-May-2013	Change	Change %	Previous Week
Open	1294-0	1294-6	0-6	0.1%	1255-0
High	1298-0	1319-4	21-4	1.7%	1319-4
Low	1282-4	1294-6	12-2	1.0%	1254-6
Close	1294-4	1310-0	15-4	1.2%	1310-0
Range	15-4	24-6	9-2	59.7%	64-6
ATR	17-0	17-4	0-5	3.4%	0-0
Volume	4,651	6,009	1,358	29.2%	20,591

Daily Pivots for day following 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1382-3	1370-7	1323-5
R3	1357-5	1346-1	1316-6
R2	1332-7	1332-7	1314-4
R1	1321-3	1321-3	1312-2	1327-1
PP	1308-1	1308-1	1308-1	1311-0
S1	1296-5	1296-5	1307-6	1302-3
S2	1283-3	1283-3	1305-4
S3	1258-5	1271-7	1303-2
S4	1233-7	1247-1	1296-3

Weekly Pivots for week ending 31-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	1489-0	1464-2	1345-5
R3	1424-2	1399-4	1327-6
R2	1359-4	1359-4	1321-7
R1	1334-6	1334-6	1315-7	1347-1
PP	1294-6	1294-6	1294-6	1301-0
S1	1270-0	1270-0	1304-1	1282-3
S2	1230-0	1230-0	1298-1
S3	1165-2	1205-2	1292-2
S4	1100-4	1140-4	1274-3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1319-4	1245-4	74-0	5.6%	21-2	1.6%	87%	True	False	4,830
10	1319-4	1217-2	102-2	7.8%	18-7	1.4%	91%	True	False	4,089
20	1319-4	1207-6	111-6	8.5%	17-1	1.3%	91%	True	False	3,144

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1424-6
2.618	1384-2
1.618	1359-4
1.000	1344-2
0.618	1334-6
HIGH	1319-4
0.618	1310-0
0.500	1307-1
0.382	1304-2
LOW	1294-6
0.618	1279-4
1.000	1270-0
1.618	1254-6
2.618	1230-0
4.250	1189-4

Fisher Pivots for day following 31-May-2013
Pivot	1 day	3 day
R1	1309-0	1307-0
PP	1308-1	1304-0
S1	1307-1	1301-0

Download as Excel Spreadsheet

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

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