CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 08-Nov-2012

Day Change Summary
	Previous	Current
	07-Nov-2012	08-Nov-2012	Change	Change %	Previous Week
Open	387.6	388.3	0.7	0.2%	376.3
High	387.6	388.3	0.7	0.2%	384.6
Low	387.6	383.7	-3.9	-1.0%	376.3
Close	387.6	383.7	-3.9	-1.0%	382.7
Range	0.0	4.6	4.6		8.3
ATR	2.9	3.0	0.1	4.1%	0.0
Volume	1	1	0	0.0%	11

Daily Pivots for day following 08-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	399.0	396.0	386.2
R3	394.4	391.4	385.0
R2	389.8	389.8	384.5
R1	386.8	386.8	384.1	386.0
PP	385.2	385.2	385.2	384.9
S1	382.2	382.2	383.3	381.4
S2	380.6	380.6	382.9
S3	376.0	377.6	382.4
S4	371.4	373.0	381.2

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	388.3	382.7	5.6	1.5%	0.9	0.2%	18%	True	False	1
10	388.3	376.3	12.0	3.1%	1.1	0.3%	62%	True	False	1
20	388.3	371.8	16.5	4.3%	0.7	0.2%	72%	True	False	3
40	397.0	370.4	26.6	6.9%	0.4	0.1%	50%	False	False	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	407.9
2.618	400.3
1.618	395.7
1.000	392.9
0.618	391.1
HIGH	388.3
0.618	386.5
0.500	386.0
0.382	385.5
LOW	383.7
0.618	380.9
1.000	379.1
1.618	376.3
2.618	371.7
4.250	364.2

Fisher Pivots for day following 08-Nov-2012
Pivot	1 day	3 day
R1	386.0	386.0
PP	385.2	385.2
S1	384.5	384.5

Download as Excel Spreadsheet

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

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