CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 371.6 369.0 -2.6 -0.7% 363.0
High 372.0 372.1 0.1 0.0% 373.9
Low 368.6 368.8 0.2 0.1% 363.0
Close 369.3 371.5 2.2 0.6% 371.5
Range 3.4 3.3 -0.1 -2.9% 10.9
ATR 4.2 4.1 -0.1 -1.5% 0.0
Volume 58 271 213 367.2% 662
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 380.7 379.4 373.3
R3 377.4 376.1 372.4
R2 374.1 374.1 372.1
R1 372.8 372.8 371.8 373.5
PP 370.8 370.8 370.8 371.1
S1 369.5 369.5 371.2 370.2
S2 367.5 367.5 370.9
S3 364.2 366.2 370.6
S4 360.9 362.9 369.7
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 402.2 397.7 377.5
R3 391.3 386.8 374.5
R2 380.4 380.4 373.5
R1 375.9 375.9 372.5 378.2
PP 369.5 369.5 369.5 370.6
S1 365.0 365.0 370.5 367.3
S2 358.6 358.6 369.5
S3 347.7 354.1 368.5
S4 336.8 343.2 365.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 373.9 363.0 10.9 2.9% 3.3 0.9% 78% False False 132
10 373.9 360.3 13.6 3.7% 2.5 0.7% 82% False False 103
20 373.9 357.5 16.4 4.4% 2.6 0.7% 85% False False 87
40 377.0 356.4 20.6 5.5% 2.3 0.6% 73% False False 73
60 388.3 356.4 31.9 8.6% 2.0 0.5% 47% False False 54
80 388.3 356.4 31.9 8.6% 1.6 0.4% 47% False False 41
100 397.0 356.4 40.6 10.9% 1.3 0.4% 37% False False 34
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 0.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 386.1
2.618 380.7
1.618 377.4
1.000 375.4
0.618 374.1
HIGH 372.1
0.618 370.8
0.500 370.5
0.382 370.1
LOW 368.8
0.618 366.8
1.000 365.5
1.618 363.5
2.618 360.2
4.250 354.8
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 371.2 371.4
PP 370.8 371.3
S1 370.5 371.3

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

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