CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	377.2	377.8	0.6	0.2%	384.3
High	379.2	377.8	-1.4	-0.4%	384.4
Low	377.2	377.8	0.6	0.2%	370.4
Close	379.2	377.8	-1.4	-0.4%	379.2
Range	2.0	0.0	-2.0	-100.0%	14.0
ATR	5.2	4.9	-0.3	-5.2%	0.0
Volume	1	5	4	400.0%	5

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	377.8	377.8	377.8
R3	377.8	377.8	377.8
R2	377.8	377.8	377.8
R1	377.8	377.8	377.8	377.8
PP	377.8	377.8	377.8	377.8
S1	377.8	377.8	377.8	377.8
S2	377.8	377.8	377.8
S3	377.8	377.8	377.8
S4	377.8	377.8	377.8

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	420.0	413.6	386.9
R3	406.0	399.6	383.1
R2	392.0	392.0	381.8
R1	385.6	385.6	380.5	381.8
PP	378.0	378.0	378.0	376.1
S1	371.6	371.6	377.9	367.8
S2	364.0	364.0	376.6
S3	350.0	357.6	375.4
S4	336.0	343.6	371.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	384.4	370.4	14.0	3.7%	0.4	0.1%	53%	False	False	1
10	386.5	370.4	16.1	4.3%	0.2	0.1%	46%	False	False	8

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	377.8
2.618	377.8
1.618	377.8
1.000	377.8
0.618	377.8
HIGH	377.8
0.618	377.8
0.500	377.8
0.382	377.8
LOW	377.8
0.618	377.8
1.000	377.8
1.618	377.8
2.618	377.8
4.250	377.8

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	377.8	376.8
PP	377.8	375.8
S1	377.8	374.8

Download as Excel Spreadsheet

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

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