CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 30-Oct-2012

Day Change Summary
	Previous	Current
	29-Oct-2012	30-Oct-2012	Change	Change %	Previous Week
Open	376.3	378.8	2.5	0.7%	373.8
High	376.3	378.8	2.5	0.7%	380.0
Low	376.3	377.4	1.1	0.3%	371.8
Close	376.3	377.4	1.1	0.3%	380.0
Range	0.0	1.4	1.4		8.2
ATR	3.4	3.3	-0.1	-1.9%	0.0
Volume	4	4	0	0.0%	16

Daily Pivots for day following 30-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	382.1	381.1	378.2
R3	380.7	379.7	377.8
R2	379.3	379.3	377.7
R1	378.3	378.3	377.5	378.1
PP	377.9	377.9	377.9	377.8
S1	376.9	376.9	377.3	376.7
S2	376.5	376.5	377.1
S3	375.1	375.5	377.0
S4	373.7	374.1	376.6

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	401.9	399.1	384.5
R3	393.7	390.9	382.3
R2	385.5	385.5	381.5
R1	382.7	382.7	380.8	384.1
PP	377.3	377.3	377.3	378.0
S1	374.5	374.5	379.2	375.9
S2	369.1	369.1	378.5
S3	360.9	366.3	377.7
S4	352.7	358.1	375.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	380.0	371.8	8.2	2.2%	0.3	0.1%	68%	False	False	4
10	381.7	371.8	9.9	2.6%	0.4	0.1%	57%	False	False	3
20	385.8	371.8	14.0	3.7%	0.2	0.1%	40%	False	False	4
40	397.0	370.4	26.6	7.0%	0.2	0.0%	26%	False	False	5

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 7 trading days

Fibonacci Retracements and Extensions
4.250	384.8
2.618	382.5
1.618	381.1
1.000	380.2
0.618	379.7
HIGH	378.8
0.618	378.3
0.500	378.1
0.382	377.9
LOW	377.4
0.618	376.5
1.000	376.0
1.618	375.1
2.618	373.7
4.250	371.5

Fisher Pivots for day following 30-Oct-2012
Pivot	1 day	3 day
R1	378.1	378.2
PP	377.9	377.9
S1	377.6	377.7

Download as Excel Spreadsheet

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

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