CME Soybeans Future January 2014

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

Day Change Summary
	Previous	Current
	27-Jun-2013	28-Jun-2013	Change	Change %	Previous Week
Open	1275-2	1278-0	2-6	0.2%	1269-0
High	1288-0	1284-0	-4-0	-0.3%	1288-0
Low	1274-0	1255-4	-18-4	-1.5%	1255-4
Close	1278-4	1256-6	-21-6	-1.7%	1256-6
Range	14-0	28-4	14-4	103.6%	32-4
ATR	19-2	20-0	0-5	3.4%	0-0
Volume	6,761	5,482	-1,279	-18.9%	29,779

Daily Pivots for day following 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1350-7	1332-3	1272-3
R3	1322-3	1303-7	1264-5
R2	1293-7	1293-7	1262-0
R1	1275-3	1275-3	1259-3	1270-3
PP	1265-3	1265-3	1265-3	1263-0
S1	1246-7	1246-7	1254-1	1241-7
S2	1236-7	1236-7	1251-4
S3	1208-3	1218-3	1248-7
S4	1179-7	1189-7	1241-1

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	1364-2	1343-0	1274-5
R3	1331-6	1310-4	1265-6
R2	1299-2	1299-2	1262-6
R1	1278-0	1278-0	1259-6	1272-3
PP	1266-6	1266-6	1266-6	1264-0
S1	1245-4	1245-4	1253-6	1239-7
S2	1234-2	1234-2	1250-6
S3	1201-6	1213-0	1247-6
S4	1169-2	1180-4	1238-7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1288-0	1255-4	32-4	2.6%	17-1	1.4%	4%	False	True	5,955
10	1322-6	1255-4	67-2	5.4%	18-5	1.5%	2%	False	True	5,501
20	1337-0	1255-4	81-4	6.5%	21-0	1.7%	2%	False	True	5,692
40	1337-0	1207-6	129-2	10.3%	19-1	1.5%	38%	False	False	4,418

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	3-7
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1405-1
2.618	1358-5
1.618	1330-1
1.000	1312-4
0.618	1301-5
HIGH	1284-0
0.618	1273-1
0.500	1269-6
0.382	1266-3
LOW	1255-4
0.618	1237-7
1.000	1227-0
1.618	1209-3
2.618	1180-7
4.250	1134-3

Fisher Pivots for day following 28-Jun-2013
Pivot	1 day	3 day
R1	1269-6	1271-6
PP	1265-3	1266-6
S1	1261-1	1261-6

Download as Excel Spreadsheet

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

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