CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 19-Sep-2012

Day Change Summary
	Previous	Current
	18-Sep-2012	19-Sep-2012	Change	Change %	Previous Week
Open	379.2	386.5	7.3	1.9%	374.6
High	379.2	386.5	7.3	1.9%	397.0
Low	379.2	386.4	7.2	1.9%	374.6
Close	379.2	386.4	7.2	1.9%	397.0
Range	0.0	0.1	0.1		22.4
ATR
Volume	37	37	0	0.0%	16

Daily Pivots for day following 19-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	386.7	386.7	386.5
R3	386.6	386.6	386.4
R2	386.5	386.5	386.4
R1	386.5	386.5	386.4	386.5
PP	386.4	386.4	386.4	386.4
S1	386.4	386.4	386.4	386.4
S2	386.3	386.3	386.4
S3	386.2	386.3	386.4
S4	386.1	386.2	386.3

Weekly Pivots for week ending 14-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	456.7	449.3	409.3
R3	434.3	426.9	403.2
R2	411.9	411.9	401.1
R1	404.5	404.5	399.1	408.2
PP	389.5	389.5	389.5	391.4
S1	382.1	382.1	394.9	385.8
S2	367.1	367.1	392.9
S3	344.7	359.7	390.8
S4	322.3	337.3	384.7

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	397.0	379.2	17.8	4.6%	0.0	0.0%	40%	False	False	16
10	397.0	374.6	22.4	5.8%	0.0	0.0%	53%	False	False	10

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	0.0
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	386.9
2.618	386.8
1.618	386.7
1.000	386.6
0.618	386.6
HIGH	386.5
0.618	386.5
0.500	386.5
0.382	386.4
LOW	386.4
0.618	386.3
1.000	386.3
1.618	386.2
2.618	386.1
4.250	386.0

Fisher Pivots for day following 19-Sep-2012
Pivot	1 day	3 day
R1	386.5	385.2
PP	386.4	384.0
S1	386.4	382.9

Download as Excel Spreadsheet

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

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