CME Soybeans Future January 2014

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	1312-6	1280-0	-32-6	-2.5%	1295-0
High	1315-6	1290-0	-25-6	-2.0%	1321-4
Low	1278-0	1276-4	-1-4	-0.1%	1278-0
Close	1280-4	1287-4	7-0	0.5%	1280-4
Range	37-6	13-4	-24-2	-64.2%	43-4
ATR	19-5	19-2	-0-4	-2.2%	0-0
Volume	106,848	72,543	-34,305	-32.1%	478,827

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1325-1	1319-7	1294-7
R3	1311-5	1306-3	1291-2
R2	1298-1	1298-1	1290-0
R1	1292-7	1292-7	1288-6	1295-4
PP	1284-5	1284-5	1284-5	1286-0
S1	1279-3	1279-3	1286-2	1282-0
S2	1271-1	1271-1	1285-0
S3	1257-5	1265-7	1283-6
S4	1244-1	1252-3	1280-1

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1423-7	1395-5	1304-3
R3	1380-3	1352-1	1292-4
R2	1336-7	1336-7	1288-4
R1	1308-5	1308-5	1284-4	1301-0
PP	1293-3	1293-3	1293-3	1289-4
S1	1265-1	1265-1	1276-4	1257-4
S2	1249-7	1249-7	1272-4
S3	1206-3	1221-5	1268-4
S4	1162-7	1178-1	1256-5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1321-4	1276-4	45-0	3.5%	20-4	1.6%	24%	False	True	92,374
10	1321-4	1247-0	74-4	5.8%	20-4	1.6%	54%	False	False	95,416
20	1321-4	1247-0	74-4	5.8%	18-2	1.4%	54%	False	False	94,025
40	1330-0	1247-0	83-0	6.4%	17-5	1.4%	49%	False	False	72,903
60	1406-0	1247-0	159-0	12.3%	21-4	1.7%	25%	False	False	57,262
80	1406-0	1169-0	237-0	18.4%	22-1	1.7%	50%	False	False	46,908
100	1406-0	1169-0	237-0	18.4%	22-5	1.8%	50%	False	False	39,138
120	1406-0	1169-0	237-0	18.4%	22-2	1.7%	50%	False	False	33,568

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	4-1
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1347-3
2.618	1325-3
1.618	1311-7
1.000	1303-4
0.618	1298-3
HIGH	1290-0
0.618	1284-7
0.500	1283-2
0.382	1281-5
LOW	1276-4
0.618	1268-1
1.000	1263-0
1.618	1254-5
2.618	1241-1
4.250	1219-1

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	1286-1	1299-0
PP	1284-5	1295-1
S1	1283-2	1291-3

Download as Excel Spreadsheet

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

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