CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 350.1 350.8 0.7 0.2% 352.0
High 354.1 354.3 0.2 0.1% 365.0
Low 348.8 348.6 -0.2 -0.1% 348.4
Close 352.1 352.6 0.5 0.1% 352.5
Range 5.3 5.7 0.4 7.5% 16.6
ATR 5.9 5.9 0.0 -0.3% 0.0
Volume 539 197 -342 -63.5% 1,458
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 368.9 366.5 355.7
R3 363.2 360.8 354.2
R2 357.5 357.5 353.6
R1 355.1 355.1 353.1 356.3
PP 351.8 351.8 351.8 352.5
S1 349.4 349.4 352.1 350.6
S2 346.1 346.1 351.6
S3 340.4 343.7 351.0
S4 334.7 338.0 349.5
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 405.1 395.4 361.6
R3 388.5 378.8 357.1
R2 371.9 371.9 355.5
R1 362.2 362.2 354.0 367.1
PP 355.3 355.3 355.3 357.7
S1 345.6 345.6 351.0 350.5
S2 338.7 338.7 349.5
S3 322.1 329.0 347.9
S4 305.5 312.4 343.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 365.0 348.6 16.4 4.7% 7.2 2.0% 24% False True 369
10 365.0 346.3 18.7 5.3% 5.9 1.7% 34% False False 313
20 381.0 346.3 34.7 9.8% 5.4 1.5% 18% False False 275
40 381.0 346.3 34.7 9.8% 4.2 1.2% 18% False False 179
60 381.0 346.3 34.7 9.8% 3.2 0.9% 18% False False 131
80 388.3 346.3 42.0 11.9% 2.8 0.8% 15% False False 101
100 388.3 346.3 42.0 11.9% 2.3 0.6% 15% False False 82
120 397.0 346.3 50.7 14.4% 1.9 0.5% 12% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 378.5
2.618 369.2
1.618 363.5
1.000 360.0
0.618 357.8
HIGH 354.3
0.618 352.1
0.500 351.5
0.382 350.8
LOW 348.6
0.618 345.1
1.000 342.9
1.618 339.4
2.618 333.7
4.250 324.4
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 352.2 356.8
PP 351.8 355.4
S1 351.5 354.0

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

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