CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 378.0 384.6 6.6 1.7% 373.8
High 383.0 384.6 1.6 0.4% 380.0
Low 378.0 384.6 6.6 1.7% 371.8
Close 383.0 384.6 1.6 0.4% 380.0
Range 5.0 0.0 -5.0 -100.0% 8.2
ATR 3.5 3.4 -0.1 -3.9% 0.0
Volume 1 1 0 0.0% 16
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 384.6 384.6 384.6
R3 384.6 384.6 384.6
R2 384.6 384.6 384.6
R1 384.6 384.6 384.6 384.6
PP 384.6 384.6 384.6 384.6
S1 384.6 384.6 384.6 384.6
S2 384.6 384.6 384.6
S3 384.6 384.6 384.6
S4 384.6 384.6 384.6
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
5 384.6 376.3 8.3 2.2% 1.3 0.3% 100% True False 2
10 384.6 371.8 12.8 3.3% 0.9 0.2% 100% True False 3
20 385.8 371.8 14.0 3.6% 0.5 0.1% 91% False False 4
40 397.0 370.4 26.6 6.9% 0.3 0.1% 53% False False 5
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 3 trading days
Fibonacci Retracements and Extensions
4.250 384.6
2.618 384.6
1.618 384.6
1.000 384.6
0.618 384.6
HIGH 384.6
0.618 384.6
0.500 384.6
0.382 384.6
LOW 384.6
0.618 384.6
1.000 384.6
1.618 384.6
2.618 384.6
4.250 384.6
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 384.6 383.4
PP 384.6 382.2
S1 384.6 381.0

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

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