CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 369.8 369.3 -0.5 -0.1% 375.0
High 369.8 369.5 -0.3 -0.1% 376.6
Low 369.8 366.7 -3.1 -0.8% 371.0
Close 369.8 366.7 -3.1 -0.8% 371.8
Range 0.0 2.8 2.8 5.6
ATR 2.9 2.9 0.0 0.4% 0.0
Volume 1 6 5 500.0% 350
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 376.0 374.2 368.2
R3 373.2 371.4 367.5
R2 370.4 370.4 367.2
R1 368.6 368.6 367.0 368.1
PP 367.6 367.6 367.6 367.4
S1 365.8 365.8 366.4 365.3
S2 364.8 364.8 366.2
S3 362.0 363.0 365.9
S4 359.2 360.2 365.2
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 389.9 386.5 374.9
R3 384.3 380.9 373.3
R2 378.7 378.7 372.8
R1 375.3 375.3 372.3 374.2
PP 373.1 373.1 373.1 372.6
S1 369.7 369.7 371.3 368.6
S2 367.5 367.5 370.8
S3 361.9 364.1 370.3
S4 356.3 358.5 368.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 372.5 366.7 5.8 1.6% 2.1 0.6% 0% False True 23
10 376.6 366.7 9.9 2.7% 1.4 0.4% 0% False True 56
20 377.0 362.1 14.9 4.1% 1.2 0.3% 31% False False 34
40 388.3 357.4 30.9 8.4% 1.3 0.4% 30% False False 23
60 388.3 357.4 30.9 8.4% 1.0 0.3% 30% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 381.4
2.618 376.8
1.618 374.0
1.000 372.3
0.618 371.2
HIGH 369.5
0.618 368.4
0.500 368.1
0.382 367.8
LOW 366.7
0.618 365.0
1.000 363.9
1.618 362.2
2.618 359.4
4.250 354.8
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 368.1 369.6
PP 367.6 368.6
S1 367.2 367.7

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

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