CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 21-Oct-2013

Day Change Summary
	Previous	Current
	18-Oct-2013	21-Oct-2013	Change	Change %	Previous Week
Open	1287-2	1287-6	0-4	0.0%	1264-0
High	1297-6	1301-2	3-4	0.3%	1297-6
Low	1284-2	1287-0	2-6	0.2%	1261-2
Close	1289-6	1300-4	10-6	0.8%	1289-6
Range	13-4	14-2	0-6	5.6%	36-4
ATR	19-6	19-2	-0-3	-2.0%	0-0
Volume	78,530	73,296	-5,234	-6.7%	323,084

Daily Pivots for day following 21-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1339-0	1334-0	1308-3
R3	1324-6	1319-6	1304-3
R2	1310-4	1310-4	1303-1
R1	1305-4	1305-4	1301-6	1308-0
PP	1296-2	1296-2	1296-2	1297-4
S1	1291-2	1291-2	1299-2	1293-6
S2	1282-0	1282-0	1297-7
S3	1267-6	1277-0	1296-5
S4	1253-4	1262-6	1292-5

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	1392-3	1377-5	1309-7
R3	1355-7	1341-1	1299-6
R2	1319-3	1319-3	1296-4
R1	1304-5	1304-5	1293-1	1312-0
PP	1282-7	1282-7	1282-7	1286-5
S1	1268-1	1268-1	1286-3	1275-4
S2	1246-3	1246-3	1283-0
S3	1209-7	1231-5	1279-6
S4	1173-3	1195-1	1269-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1301-2	1263-4	37-6	2.9%	14-4	1.1%	98%	True	False	63,805
10	1305-0	1261-2	43-6	3.4%	16-0	1.2%	90%	False	False	69,790
20	1330-0	1261-2	68-6	5.3%	17-1	1.3%	57%	False	False	51,781
40	1406-0	1261-2	144-6	11.1%	23-1	1.8%	27%	False	False	38,880
60	1406-0	1169-0	237-0	18.2%	23-3	1.8%	55%	False	False	31,203
80	1406-0	1169-0	237-0	18.2%	23-6	1.8%	55%	False	False	25,416
100	1406-0	1169-0	237-0	18.2%	23-1	1.8%	55%	False	False	21,477
120	1406-0	1169-0	237-0	18.2%	22-0	1.7%	55%	False	False	18,387

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	3-0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1361-6
2.618	1338-4
1.618	1324-2
1.000	1315-4
0.618	1310-0
HIGH	1301-2
0.618	1295-6
0.500	1294-1
0.382	1292-4
LOW	1287-0
0.618	1278-2
1.000	1272-6
1.618	1264-0
2.618	1249-6
4.250	1226-4

Fisher Pivots for day following 21-Oct-2013
Pivot	1 day	3 day
R1	1298-3	1295-7
PP	1296-2	1291-3
S1	1294-1	1286-6

Download as Excel Spreadsheet

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

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