CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 357.7 358.2 0.5 0.1% 370.2
High 363.1 361.2 -1.9 -0.5% 373.5
Low 357.7 358.2 0.5 0.1% 356.4
Close 363.1 360.0 -3.1 -0.9% 360.0
Range 5.4 3.0 -2.4 -44.4% 17.1
ATR 3.6 3.7 0.1 2.6% 0.0
Volume 234 81 -153 -65.4% 584
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 368.8 367.4 361.7
R3 365.8 364.4 360.8
R2 362.8 362.8 360.6
R1 361.4 361.4 360.3 362.1
PP 359.8 359.8 359.8 360.2
S1 358.4 358.4 359.7 359.1
S2 356.8 356.8 359.5
S3 353.8 355.4 359.2
S4 350.8 352.4 358.4
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 414.6 404.4 369.4
R3 397.5 387.3 364.7
R2 380.4 380.4 363.1
R1 370.2 370.2 361.6 366.8
PP 363.3 363.3 363.3 361.6
S1 353.1 353.1 358.4 349.7
S2 346.2 346.2 356.9
S3 329.1 336.0 355.3
S4 312.0 318.9 350.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 373.5 356.4 17.1 4.8% 4.5 1.2% 21% False False 128
10 373.5 356.4 17.1 4.8% 2.9 0.8% 21% False False 68
20 377.0 356.4 20.6 5.7% 2.2 0.6% 17% False False 62
40 388.3 356.4 31.9 8.9% 1.8 0.5% 11% False False 40
60 388.3 356.4 31.9 8.9% 1.4 0.4% 11% False False 27
80 397.0 356.4 40.6 11.3% 1.1 0.3% 9% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 374.0
2.618 369.1
1.618 366.1
1.000 364.2
0.618 363.1
HIGH 361.2
0.618 360.1
0.500 359.7
0.382 359.3
LOW 358.2
0.618 356.3
1.000 355.2
1.618 353.3
2.618 350.3
4.250 345.5
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 359.9 360.5
PP 359.8 360.3
S1 359.7 360.2

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

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