CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	367.2	370.9	3.7	1.0%	359.0
High	369.4	370.9	1.5	0.4%	367.3
Low	367.1	370.9	3.8	1.0%	359.0
Close	368.8	370.9	2.1	0.6%	362.1
Range	2.3	0.0	-2.3	-100.0%	8.3
ATR	3.7	3.6	-0.1	-3.1%	0.0
Volume	1	41	40	4,000.0%	83

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	370.9	370.9	370.9
R3	370.9	370.9	370.9
R2	370.9	370.9	370.9
R1	370.9	370.9	370.9	370.9
PP	370.9	370.9	370.9	370.9
S1	370.9	370.9	370.9	370.9
S2	370.9	370.9	370.9
S3	370.9	370.9	370.9
S4	370.9	370.9	370.9

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	370.9	362.1	8.8	2.4%	0.5	0.1%	100%	True	False	9
10	370.9	357.4	13.5	3.6%	1.1	0.3%	100%	True	False	19
20	388.3	357.4	30.9	8.3%	1.2	0.3%	44%	False	False	14
40	388.3	357.4	30.9	8.3%	0.8	0.2%	44%	False	False	9
60	397.0	357.4	39.6	10.7%	0.6	0.2%	34%	False	False	8

Crabel Price Patterns
NR	True
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	0.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	370.9
2.618	370.9
1.618	370.9
1.000	370.9
0.618	370.9
HIGH	370.9
0.618	370.9
0.500	370.9
0.382	370.9
LOW	370.9
0.618	370.9
1.000	370.9
1.618	370.9
2.618	370.9
4.250	370.9

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	370.9	370.3
PP	370.9	369.6
S1	370.9	369.0

Download as Excel Spreadsheet

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

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