CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 366.6 363.5 -3.1 -0.8% 366.0
High 367.3 363.5 -3.8 -1.0% 366.0
Low 366.6 363.5 -3.1 -0.8% 357.4
Close 367.3 363.5 -3.8 -1.0% 357.4
Range 0.7 0.0 -0.7 -100.0% 8.6
ATR 4.0 4.0 0.0 -0.4% 0.0
Volume 2 32 30 1,500.0% 155
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 363.5 363.5 363.5
R3 363.5 363.5 363.5
R2 363.5 363.5 363.5
R1 363.5 363.5 363.5 363.5
PP 363.5 363.5 363.5 363.5
S1 363.5 363.5 363.5 363.5
S2 363.5 363.5 363.5
S3 363.5 363.5 363.5
S4 363.5 363.5 363.5
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
5 367.3 357.4 9.9 2.7% 1.7 0.5% 62% False False 30
10 388.3 357.4 30.9 8.5% 2.2 0.6% 20% False False 23
20 388.3 357.4 30.9 8.5% 1.4 0.4% 20% False False 13
40 388.3 357.4 30.9 8.5% 0.8 0.2% 20% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 363.5
2.618 363.5
1.618 363.5
1.000 363.5
0.618 363.5
HIGH 363.5
0.618 363.5
0.500 363.5
0.382 363.5
LOW 363.5
0.618 363.5
1.000 363.5
1.618 363.5
2.618 363.5
4.250 363.5
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 363.5 363.4
PP 363.5 363.3
S1 363.5 363.2

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

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