CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	378.8	378.0	-0.8	-0.2%	373.8
High	378.8	383.0	4.2	1.1%	380.0
Low	377.4	378.0	0.6	0.2%	371.8
Close	377.4	383.0	5.6	1.5%	380.0
Range	1.4	5.0	3.6	257.1%	8.2
ATR	3.3	3.5	0.2	4.9%	0.0
Volume	4	1	-3	-75.0%	16

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	396.3	394.7	385.8
R3	391.3	389.7	384.4
R2	386.3	386.3	383.9
R1	384.7	384.7	383.5	385.5
PP	381.3	381.3	381.3	381.8
S1	379.7	379.7	382.5	380.5
S2	376.3	376.3	382.1
S3	371.3	374.7	381.6
S4	366.3	369.7	380.3

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	383.0	376.3	6.7	1.7%	1.3	0.3%	100%	True	False	3
10	383.0	371.8	11.2	2.9%	0.9	0.2%	100%	True	False	3
20	385.8	371.8	14.0	3.7%	0.5	0.1%	80%	False	False	4
40	397.0	370.4	26.6	6.9%	0.3	0.1%	47%	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 42 trading days

Fibonacci Retracements and Extensions
4.250	404.3
2.618	396.1
1.618	391.1
1.000	388.0
0.618	386.1
HIGH	383.0
0.618	381.1
0.500	380.5
0.382	379.9
LOW	378.0
0.618	374.9
1.000	373.0
1.618	369.9
2.618	364.9
4.250	356.8

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	382.2	381.9
PP	381.3	380.8
S1	380.5	379.7

Download as Excel Spreadsheet

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

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