CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 14-Nov-2012

Day Change Summary
	Previous	Current
	13-Nov-2012	14-Nov-2012	Change	Change %	Previous Week
Open	365.2	365.2	0.0	0.0%	384.7
High	365.2	366.0	0.8	0.2%	388.3
Low	363.2	361.8	-1.4	-0.4%	379.6
Close	364.5	361.8	-2.7	-0.7%	379.6
Range	2.0	4.2	2.2	110.0%	8.7
ATR	3.9	3.9	0.0	0.6%	0.0
Volume	34	46	12	35.3%	5

Daily Pivots for day following 14-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	375.8	373.0	364.1
R3	371.6	368.8	363.0
R2	367.4	367.4	362.6
R1	364.6	364.6	362.2	363.9
PP	363.2	363.2	363.2	362.9
S1	360.4	360.4	361.4	359.7
S2	359.0	359.0	361.0
S3	354.8	356.2	360.6
S4	350.6	352.0	359.5

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	408.6	402.8	384.4
R3	399.9	394.1	382.0
R2	391.2	391.2	381.2
R1	385.4	385.4	380.4	384.0
PP	382.5	382.5	382.5	381.8
S1	376.7	376.7	378.8	375.3
S2	373.8	373.8	378.0
S3	365.1	368.0	377.2
S4	356.4	359.3	374.8

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	388.3	361.8	26.5	7.3%	2.6	0.7%	0%	False	True	17
10	388.3	361.8	26.5	7.3%	1.3	0.4%	0%	False	True	9
20	388.3	361.8	26.5	7.3%	1.1	0.3%	0%	False	True	6
40	388.3	361.8	26.5	7.3%	0.6	0.2%	0%	False	True	4

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.1
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	383.9
2.618	377.0
1.618	372.8
1.000	370.2
0.618	368.6
HIGH	366.0
0.618	364.4
0.500	363.9
0.382	363.4
LOW	361.8
0.618	359.2
1.000	357.6
1.618	355.0
2.618	350.8
4.250	344.0

Fisher Pivots for day following 14-Nov-2012
Pivot	1 day	3 day
R1	363.9	363.9
PP	363.2	363.2
S1	362.5	362.5

Download as Excel Spreadsheet

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

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