CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	368.3	369.6	1.3	0.4%	359.0
High	368.3	369.7	1.4	0.4%	367.3
Low	368.3	369.6	1.3	0.4%	359.0
Close	368.3	369.7	1.4	0.4%	362.1
Range	0.0	0.1	0.1		8.3
ATR	4.0	3.8	-0.2	-4.6%	0.0
Volume	1	1	0	0.0%	83

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	370.0	369.9	369.8
R3	369.9	369.8	369.7
R2	369.8	369.8	369.7
R1	369.7	369.7	369.7	369.8
PP	369.7	369.7	369.7	369.7
S1	369.6	369.6	369.7	369.7
S2	369.6	369.6	369.7
S3	369.5	369.5	369.7
S4	369.4	369.4	369.6

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	369.7	362.1	7.6	2.1%	0.2	0.0%	100%	True	False	7
10	369.7	357.4	12.3	3.3%	1.5	0.4%	100%	True	False	23
20	388.3	357.4	30.9	8.4%	1.4	0.4%	40%	False	False	12
40	388.3	357.4	30.9	8.4%	0.8	0.2%	40%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	370.1
2.618	370.0
1.618	369.9
1.000	369.8
0.618	369.8
HIGH	369.7
0.618	369.7
0.500	369.7
0.382	369.6
LOW	369.6
0.618	369.5
1.000	369.5
1.618	369.4
2.618	369.3
4.250	369.2

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	369.7	368.4
PP	369.7	367.2
S1	369.7	365.9

Download as Excel Spreadsheet

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

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