CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 27-Feb-2013
Day Change Summary
Previous Current
26-Feb-2013 27-Feb-2013 Change Change % Previous Week
Open 350.8 351.2 0.4 0.1% 352.0
High 354.3 353.1 -1.2 -0.3% 365.0
Low 348.6 350.0 1.4 0.4% 348.4
Close 352.6 352.1 -0.5 -0.1% 352.5
Range 5.7 3.1 -2.6 -45.6% 16.6
ATR 5.9 5.7 -0.2 -3.4% 0.0
Volume 197 202 5 2.5% 1,458
Daily Pivots for day following 27-Feb-2013
Classic Woodie Camarilla DeMark
R4 361.0 359.7 353.8
R3 357.9 356.6 353.0
R2 354.8 354.8 352.7
R1 353.5 353.5 352.4 354.2
PP 351.7 351.7 351.7 352.1
S1 350.4 350.4 351.8 351.1
S2 348.6 348.6 351.5
S3 345.5 347.3 351.2
S4 342.4 344.2 350.4
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% 6.3 1.8% 21% False False 295
10 365.0 346.3 18.7 5.3% 5.8 1.6% 31% False False 316
20 381.0 346.3 34.7 9.9% 5.3 1.5% 17% False False 282
40 381.0 346.3 34.7 9.9% 4.2 1.2% 17% False False 183
60 381.0 346.3 34.7 9.9% 3.3 0.9% 17% False False 134
80 388.3 346.3 42.0 11.9% 2.7 0.8% 14% False False 104
100 388.3 346.3 42.0 11.9% 2.3 0.7% 14% False False 84
120 397.0 346.3 50.7 14.4% 1.9 0.5% 11% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.4
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 366.3
2.618 361.2
1.618 358.1
1.000 356.2
0.618 355.0
HIGH 353.1
0.618 351.9
0.500 351.6
0.382 351.2
LOW 350.0
0.618 348.1
1.000 346.9
1.618 345.0
2.618 341.9
4.250 336.8
Fisher Pivots for day following 27-Feb-2013
Pivot 1 day 3 day
R1 351.9 351.9
PP 351.7 351.7
S1 351.6 351.5

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

View Archives - Comment on this page... - Back to Index of Symbols