CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 365.2 362.5 -2.7 -0.7% 384.7
High 366.0 362.5 -3.5 -1.0% 388.3
Low 361.8 360.1 -1.7 -0.5% 379.6
Close 361.8 360.1 -1.7 -0.5% 379.6
Range 4.2 2.4 -1.8 -42.9% 8.7
ATR 3.9 3.8 -0.1 -2.8% 0.0
Volume 46 16 -30 -65.2% 5
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 368.1 366.5 361.4
R3 365.7 364.1 360.8
R2 363.3 363.3 360.5
R1 361.7 361.7 360.3 361.3
PP 360.9 360.9 360.9 360.7
S1 359.3 359.3 359.9 358.9
S2 358.5 358.5 359.7
S3 356.1 356.9 359.4
S4 353.7 354.5 358.8
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
5 379.6 360.1 19.5 5.4% 2.2 0.6% 0% False True 20
10 388.3 360.1 28.2 7.8% 1.6 0.4% 0% False True 10
20 388.3 360.1 28.2 7.8% 1.2 0.3% 0% False True 6
40 388.3 360.1 28.2 7.8% 0.7 0.2% 0% False True 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 0.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 372.7
2.618 368.8
1.618 366.4
1.000 364.9
0.618 364.0
HIGH 362.5
0.618 361.6
0.500 361.3
0.382 361.0
LOW 360.1
0.618 358.6
1.000 357.7
1.618 356.2
2.618 353.8
4.250 349.9
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 361.3 363.1
PP 360.9 362.1
S1 360.5 361.1

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

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