CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	372.1	372.0	-0.1	0.0%	368.0
High	372.1	372.0	-0.1	0.0%	372.5
Low	369.3	370.6	1.3	0.4%	366.7
Close	369.3	371.3	2.0	0.5%	369.3
Range	2.8	1.4	-1.4	-50.0%	5.8
ATR	3.1	3.1	0.0	-1.0%	0.0
Volume	17	2	-15	-88.2%	127

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	375.5	374.8	372.1
R3	374.1	373.4	371.7
R2	372.7	372.7	371.6
R1	372.0	372.0	371.4	371.7
PP	371.3	371.3	371.3	371.1
S1	370.6	370.6	371.2	370.3
S2	369.9	369.9	371.0
S3	368.5	369.2	370.9
S4	367.1	367.8	370.5

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	386.9	383.9	372.5
R3	381.1	378.1	370.9
R2	375.3	375.3	370.4
R1	372.3	372.3	369.8	373.8
PP	369.5	369.5	369.5	370.3
S1	366.5	366.5	368.8	368.0
S2	363.7	363.7	368.2
S3	357.9	360.7	367.7
S4	352.1	354.9	366.1

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%	2.0	0.5%	79%	False	False	10
10	374.4	366.7	7.7	2.1%	1.7	0.5%	60%	False	False	46
20	377.0	366.7	10.3	2.8%	1.4	0.4%	45%	False	False	35
40	388.3	357.4	30.9	8.3%	1.4	0.4%	45%	False	False	24
60	388.3	357.4	30.9	8.3%	1.0	0.3%	45%	False	False	17

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	378.0
2.618	375.7
1.618	374.3
1.000	373.4
0.618	372.9
HIGH	372.0
0.618	371.5
0.500	371.3
0.382	371.1
LOW	370.6
0.618	369.7
1.000	369.2
1.618	368.3
2.618	366.9
4.250	364.7

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	371.3	370.7
PP	371.3	370.0
S1	371.3	369.4

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

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