CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 361.6 359.0 -2.6 -0.7% 366.0
High 361.9 359.9 -2.0 -0.6% 366.0
Low 357.4 359.0 1.6 0.4% 357.4
Close 357.4 359.9 2.5 0.7% 357.4
Range 4.5 0.9 -3.6 -80.0% 8.6
ATR 3.9 3.8 -0.1 -2.5% 0.0
Volume 55 48 -7 -12.7% 155
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 362.3 362.0 360.4
R3 361.4 361.1 360.1
R2 360.5 360.5 360.1
R1 360.2 360.2 360.0 360.4
PP 359.6 359.6 359.6 359.7
S1 359.3 359.3 359.8 359.5
S2 358.7 358.7 359.7
S3 357.8 358.4 359.7
S4 356.9 357.5 359.4
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% 2.8 0.8% 29% False False 39
10 388.3 357.4 30.9 8.6% 2.1 0.6% 8% False False 20
20 388.3 357.4 30.9 8.6% 1.4 0.4% 8% False False 11
40 388.3 357.4 30.9 8.6% 0.8 0.2% 8% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.1
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 363.7
2.618 362.3
1.618 361.4
1.000 360.8
0.618 360.5
HIGH 359.9
0.618 359.6
0.500 359.5
0.382 359.3
LOW 359.0
0.618 358.4
1.000 358.1
1.618 357.5
2.618 356.6
4.250 355.2
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 359.8 360.0
PP 359.6 359.9
S1 359.5 359.9

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

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