CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 352.0 350.3 -1.7 -0.5% 355.0
High 352.8 358.1 5.3 1.5% 356.1
Low 348.4 350.3 1.9 0.5% 346.3
Close 350.6 357.5 6.9 2.0% 347.4
Range 4.4 7.8 3.4 77.3% 9.8
ATR 5.4 5.5 0.2 3.2% 0.0
Volume 348 573 225 64.7% 1,141
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 378.7 375.9 361.8
R3 370.9 368.1 359.6
R2 363.1 363.1 358.9
R1 360.3 360.3 358.2 361.7
PP 355.3 355.3 355.3 356.0
S1 352.5 352.5 356.8 353.9
S2 347.5 347.5 356.1
S3 339.7 344.7 355.4
S4 331.9 336.9 353.2
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 379.3 373.2 352.8
R3 369.5 363.4 350.1
R2 359.7 359.7 349.2
R1 353.6 353.6 348.3 351.8
PP 349.9 349.9 349.9 349.0
S1 343.8 343.8 346.5 342.0
S2 340.1 340.1 345.6
S3 330.3 334.0 344.7
S4 320.5 324.2 342.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 358.1 346.3 11.8 3.3% 5.3 1.5% 95% True False 337
10 377.1 346.3 30.8 8.6% 5.8 1.6% 36% False False 272
20 381.0 346.3 34.7 9.7% 4.6 1.3% 32% False False 226
40 381.0 346.3 34.7 9.7% 3.6 1.0% 32% False False 148
60 381.0 346.3 34.7 9.7% 2.8 0.8% 32% False False 110
80 388.3 346.3 42.0 11.7% 2.4 0.7% 27% False False 86
100 388.3 346.3 42.0 11.7% 2.0 0.6% 27% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 391.3
2.618 378.5
1.618 370.7
1.000 365.9
0.618 362.9
HIGH 358.1
0.618 355.1
0.500 354.2
0.382 353.3
LOW 350.3
0.618 345.5
1.000 342.5
1.618 337.7
2.618 329.9
4.250 317.2
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 356.4 355.7
PP 355.3 354.0
S1 354.2 352.2

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

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