CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 362.5 361.6 -0.9 -0.2% 366.0
High 362.5 361.9 -0.6 -0.2% 366.0
Low 360.1 357.4 -2.7 -0.7% 357.4
Close 360.1 357.4 -2.7 -0.7% 357.4
Range 2.4 4.5 2.1 87.5% 8.6
ATR 3.8 3.9 0.0 1.3% 0.0
Volume 16 55 39 243.8% 155
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 372.4 369.4 359.9
R3 367.9 364.9 358.6
R2 363.4 363.4 358.2
R1 360.4 360.4 357.8 359.7
PP 358.9 358.9 358.9 358.5
S1 355.9 355.9 357.0 355.2
S2 354.4 354.4 356.6
S3 349.9 351.4 356.2
S4 345.4 346.9 354.9
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 386.1 380.3 362.1
R3 377.5 371.7 359.8
R2 368.9 368.9 359.0
R1 363.1 363.1 358.2 361.7
PP 360.3 360.3 360.3 359.6
S1 354.5 354.5 356.6 353.1
S2 351.7 351.7 355.8
S3 343.1 345.9 355.0
S4 334.5 337.3 352.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 366.0 357.4 8.6 2.4% 3.1 0.9% 0% False True 31
10 388.3 357.4 30.9 8.6% 2.0 0.6% 0% False True 16
20 388.3 357.4 30.9 8.6% 1.3 0.4% 0% False True 9
40 388.3 357.4 30.9 8.6% 0.8 0.2% 0% False True 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 381.0
2.618 373.7
1.618 369.2
1.000 366.4
0.618 364.7
HIGH 361.9
0.618 360.2
0.500 359.7
0.382 359.1
LOW 357.4
0.618 354.6
1.000 352.9
1.618 350.1
2.618 345.6
4.250 338.3
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 359.7 361.7
PP 358.9 360.3
S1 358.2 358.8

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

View Archives - Comment on this page... - Back to Index of Symbols