CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 370.8 372.3 1.5 0.4% 372.0
High 370.8 372.4 1.6 0.4% 372.4
Low 370.8 372.0 1.2 0.3% 370.6
Close 370.8 372.4 1.6 0.4% 372.4
Range 0.0 0.4 0.4 1.8
ATR 2.7 2.6 -0.1 -2.9% 0.0
Volume 5 56 51 1,020.0% 73
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 373.5 373.3 372.6
R3 373.1 372.9 372.5
R2 372.7 372.7 372.5
R1 372.5 372.5 372.4 372.6
PP 372.3 372.3 372.3 372.3
S1 372.1 372.1 372.4 372.2
S2 371.9 371.9 372.3
S3 371.5 371.7 372.3
S4 371.1 371.3 372.2
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 377.2 376.6 373.4
R3 375.4 374.8 372.9
R2 373.6 373.6 372.7
R1 373.0 373.0 372.6 373.3
PP 371.8 371.8 371.8 372.0
S1 371.2 371.2 372.2 371.5
S2 370.0 370.0 372.1
S3 368.2 369.4 371.9
S4 366.4 367.6 371.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 372.4 369.3 3.1 0.8% 0.9 0.2% 100% True False 18
10 372.5 366.7 5.8 1.6% 1.5 0.4% 98% False False 20
20 377.0 366.7 10.3 2.8% 1.3 0.4% 55% False False 36
40 388.3 357.4 30.9 8.3% 1.3 0.3% 49% False False 25
60 388.3 357.4 30.9 8.3% 1.0 0.3% 49% False False 18
80 397.0 357.4 39.6 10.6% 0.8 0.2% 38% False False 15
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 374.1
2.618 373.4
1.618 373.0
1.000 372.8
0.618 372.6
HIGH 372.4
0.618 372.2
0.500 372.2
0.382 372.2
LOW 372.0
0.618 371.8
1.000 371.6
1.618 371.4
2.618 371.0
4.250 370.3
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 372.3 372.1
PP 372.3 371.9
S1 372.2 371.6

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

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