CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 359.9 359.4 -0.5 -0.1% 355.2
High 363.0 359.4 -3.6 -1.0% 363.0
Low 355.0 355.6 0.6 0.2% 350.6
Close 357.5 357.7 0.2 0.1% 357.5
Range 8.0 3.8 -4.2 -52.5% 12.4
ATR 5.8 5.7 -0.1 -2.5% 0.0
Volume 204 476 272 133.3% 1,140
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 369.0 367.1 359.8
R3 365.2 363.3 358.7
R2 361.4 361.4 358.4
R1 359.5 359.5 358.0 358.6
PP 357.6 357.6 357.6 357.1
S1 355.7 355.7 357.4 354.8
S2 353.8 353.8 357.0
S3 350.0 351.9 356.7
S4 346.2 348.1 355.6
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 394.2 388.3 364.3
R3 381.8 375.9 360.9
R2 369.4 369.4 359.8
R1 363.5 363.5 358.6 366.5
PP 357.0 357.0 357.0 358.5
S1 351.1 351.1 356.4 354.1
S2 344.6 344.6 355.2
S3 332.2 338.7 354.1
S4 319.8 326.3 350.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 363.0 355.0 8.0 2.2% 5.0 1.4% 34% False False 298
10 363.0 348.6 14.4 4.0% 5.3 1.5% 63% False False 271
20 365.0 346.3 18.7 5.2% 5.6 1.6% 61% False False 292
40 381.0 346.3 34.7 9.7% 4.6 1.3% 33% False False 223
60 381.0 346.3 34.7 9.7% 3.8 1.1% 33% False False 166
80 381.0 346.3 34.7 9.7% 3.2 0.9% 33% False False 133
100 388.3 346.3 42.0 11.7% 2.7 0.8% 27% False False 107
120 388.3 346.3 42.0 11.7% 2.3 0.6% 27% False False 90
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 1.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 375.6
2.618 369.3
1.618 365.5
1.000 363.2
0.618 361.7
HIGH 359.4
0.618 357.9
0.500 357.5
0.382 357.1
LOW 355.6
0.618 353.3
1.000 351.8
1.618 349.5
2.618 345.7
4.250 339.5
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 357.6 359.0
PP 357.6 358.6
S1 357.5 358.1

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

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