CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	363.5	362.1	-1.4	-0.4%	359.0
High	363.5	362.1	-1.4	-0.4%	367.3
Low	363.5	362.1	-1.4	-0.4%	359.0
Close	363.5	362.1	-1.4	-0.4%	362.1
Range
ATR	4.0	3.8	-0.2	-4.6%	0.0
Volume	32	1	-31	-96.9%	83

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	362.1	362.1	362.1
R3	362.1	362.1	362.1
R2	362.1	362.1	362.1
R1	362.1	362.1	362.1	362.1
PP	362.1	362.1	362.1	362.1
S1	362.1	362.1	362.1	362.1
S2	362.1	362.1	362.1
S3	362.1	362.1	362.1
S4	362.1	362.1	362.1

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	387.7	383.2	366.7
R3	379.4	374.9	364.4
R2	371.1	371.1	363.6
R1	366.6	366.6	362.9	368.9
PP	362.8	362.8	362.8	363.9
S1	358.3	358.3	361.3	360.6
S2	354.5	354.5	360.6
S3	346.2	350.0	359.8
S4	337.9	341.7	357.5

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%	1.2	0.3%	47%	False	False	27
10	379.6	357.4	22.2	6.1%	1.7	0.5%	21%	False	False	23
20	388.3	357.4	30.9	8.5%	1.4	0.4%	15%	False	False	12
40	388.3	357.4	30.9	8.5%	0.8	0.2%	15%	False	False	8

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	362.1
2.618	362.1
1.618	362.1
1.000	362.1
0.618	362.1
HIGH	362.1
0.618	362.1
0.500	362.1
0.382	362.1
LOW	362.1
0.618	362.1
1.000	362.1
1.618	362.1
2.618	362.1
4.250	362.1

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	362.1	364.7
PP	362.1	363.8
S1	362.1	363.0

Download as Excel Spreadsheet

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

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