CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 07-Nov-2012

Day Change Summary
	Previous	Current
	06-Nov-2012	07-Nov-2012	Change	Change %	Previous Week
Open	387.1	387.6	0.5	0.1%	376.3
High	387.1	387.6	0.5	0.1%	384.6
Low	387.1	387.6	0.5	0.1%	376.3
Close	387.1	387.6	0.5	0.1%	382.7
Range
ATR	3.1	2.9	-0.2	-6.0%	0.0
Volume	1	1	0	0.0%	11

Daily Pivots for day following 07-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	387.6	387.6	387.6
R3	387.6	387.6	387.6
R2	387.6	387.6	387.6
R1	387.6	387.6	387.6	387.6
PP	387.6	387.6	387.6	387.6
S1	387.6	387.6	387.6	387.6
S2	387.6	387.6	387.6
S3	387.6	387.6	387.6
S4	387.6	387.6	387.6

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	406.1	402.7	387.3
R3	397.8	394.4	385.0
R2	389.5	389.5	384.2
R1	386.1	386.1	383.5	387.8
PP	381.2	381.2	381.2	382.1
S1	377.8	377.8	381.9	379.5
S2	372.9	372.9	381.2
S3	364.6	369.5	380.4
S4	356.3	361.2	378.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	387.6	382.7	4.9	1.3%	0.0	0.0%	100%	True	False	1
10	387.6	376.3	11.3	2.9%	0.6	0.2%	100%	True	False	2
20	387.6	371.8	15.8	4.1%	0.5	0.1%	100%	True	False	3
40	397.0	370.4	26.6	6.9%	0.3	0.1%	65%	False	False	4

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	387.6
2.618	387.6
1.618	387.6
1.000	387.6
0.618	387.6
HIGH	387.6
0.618	387.6
0.500	387.6
0.382	387.6
LOW	387.6
0.618	387.6
1.000	387.6
1.618	387.6
2.618	387.6
4.250	387.6

Fisher Pivots for day following 07-Nov-2012
Pivot	1 day	3 day
R1	387.6	387.1
PP	387.6	386.6
S1	387.6	386.2

Download as Excel Spreadsheet

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

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