CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 379.3 374.5 -4.8 -1.3% 377.7
High 380.5 380.8 0.3 0.1% 389.9
Low 374.9 372.2 -2.7 -0.7% 374.9
Close 377.7 379.9 2.2 0.6% 377.7
Range 5.6 8.6 3.0 53.6% 15.0
ATR 7.7 7.8 0.1 0.8% 0.0
Volume 657 2,288 1,631 248.2% 4,284
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 403.4 400.3 384.6
R3 394.8 391.7 382.3
R2 386.2 386.2 381.5
R1 383.1 383.1 380.7 384.7
PP 377.6 377.6 377.6 378.4
S1 374.5 374.5 379.1 376.1
S2 369.0 369.0 378.3
S3 360.4 365.9 377.5
S4 351.8 357.3 375.2
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 425.8 416.8 386.0
R3 410.8 401.8 381.8
R2 395.8 395.8 380.5
R1 386.8 386.8 379.1 385.2
PP 380.8 380.8 380.8 380.1
S1 371.8 371.8 376.3 370.2
S2 365.8 365.8 375.0
S3 350.8 356.8 373.6
S4 335.8 341.8 369.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.9 372.2 17.7 4.7% 7.4 1.9% 44% False True 1,057
10 400.4 372.2 28.2 7.4% 8.2 2.1% 27% False True 1,247
20 400.4 358.8 41.6 11.0% 8.2 2.2% 51% False False 1,129
40 400.4 338.2 62.2 16.4% 6.6 1.7% 67% False False 863
60 400.4 332.0 68.4 18.0% 5.7 1.5% 70% False False 694
80 400.4 332.0 68.4 18.0% 5.5 1.4% 70% False False 583
100 400.4 332.0 68.4 18.0% 5.5 1.4% 70% False False 523
120 400.4 332.0 68.4 18.0% 5.1 1.3% 70% False False 452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 417.4
2.618 403.3
1.618 394.7
1.000 389.4
0.618 386.1
HIGH 380.8
0.618 377.5
0.500 376.5
0.382 375.5
LOW 372.2
0.618 366.9
1.000 363.6
1.618 358.3
2.618 349.7
4.250 335.7
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 378.8 379.7
PP 377.6 379.5
S1 376.5 379.4

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

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