CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 20-Sep-2012

Day Change Summary
	Previous	Current
	19-Sep-2012	20-Sep-2012	Change	Change %	Previous Week
Open	386.5	378.0	-8.5	-2.2%	374.6
High	386.5	378.0	-8.5	-2.2%	397.0
Low	386.4	378.0	-8.4	-2.2%	374.6
Close	386.4	378.0	-8.4	-2.2%	397.0
Range	0.1	0.0	-0.1	-100.0%	22.4
ATR
Volume	37	1	-36	-97.3%	16

Daily Pivots for day following 20-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	378.0	378.0	378.0
R3	378.0	378.0	378.0
R2	378.0	378.0	378.0
R1	378.0	378.0	378.0	378.0
PP	378.0	378.0	378.0	378.0
S1	378.0	378.0	378.0	378.0
S2	378.0	378.0	378.0
S3	378.0	378.0	378.0
S4	378.0	378.0	378.0

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	378.0	19.0	5.0%	0.0	0.0%	0%	False	True	15
10	397.0	374.6	22.4	5.9%	0.0	0.0%	15%	False	False	9

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	0.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	378.0
2.618	378.0
1.618	378.0
1.000	378.0
0.618	378.0
HIGH	378.0
0.618	378.0
0.500	378.0
0.382	378.0
LOW	378.0
0.618	378.0
1.000	378.0
1.618	378.0
2.618	378.0
4.250	378.0

Fisher Pivots for day following 20-Sep-2012
Pivot	1 day	3 day
R1	378.0	382.3
PP	378.0	380.8
S1	378.0	379.4

Download as Excel Spreadsheet

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

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