CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	379.6	366.0	-13.6	-3.6%	384.7
High	379.6	366.0	-13.6	-3.6%	388.3
Low	379.6	363.7	-15.9	-4.2%	379.6
Close	379.6	363.7	-15.9	-4.2%	379.6
Range	0.0	2.3	2.3		8.7
ATR	3.1	4.0	0.9	29.3%	0.0
Volume	1	4	3	300.0%	5

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	371.4	369.8	365.0
R3	369.1	367.5	364.3
R2	366.8	366.8	364.1
R1	365.2	365.2	363.9	364.9
PP	364.5	364.5	364.5	364.3
S1	362.9	362.9	363.5	362.6
S2	362.2	362.2	363.3
S3	359.9	360.6	363.1
S4	357.6	358.3	362.4

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	408.6	402.8	384.4
R3	399.9	394.1	382.0
R2	391.2	391.2	381.2
R1	385.4	385.4	380.4	384.0
PP	382.5	382.5	382.5	381.8
S1	376.7	376.7	378.8	375.3
S2	373.8	373.8	378.0
S3	365.1	368.0	377.2
S4	356.4	359.3	374.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	388.3	363.7	24.6	6.8%	1.4	0.4%	0%	False	True	1
10	388.3	363.7	24.6	6.8%	1.3	0.4%	0%	False	True	1
20	388.3	363.7	24.6	6.8%	0.8	0.2%	0%	False	True	2
40	388.3	363.7	24.6	6.8%	0.5	0.1%	0%	False	True	4

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	0.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	375.8
2.618	372.0
1.618	369.7
1.000	368.3
0.618	367.4
HIGH	366.0
0.618	365.1
0.500	364.9
0.382	364.6
LOW	363.7
0.618	362.3
1.000	361.4
1.618	360.0
2.618	357.7
4.250	353.9

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	364.9	376.0
PP	364.5	371.9
S1	364.1	367.8

Download as Excel Spreadsheet

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

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