CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 12-Mar-2013
Day Change Summary
Previous Current
11-Mar-2013 12-Mar-2013 Change Change % Previous Week
Open 359.4 356.2 -3.2 -0.9% 355.2
High 359.4 360.6 1.2 0.3% 363.0
Low 355.6 356.2 0.6 0.2% 350.6
Close 357.7 359.2 1.5 0.4% 357.5
Range 3.8 4.4 0.6 15.8% 12.4
ATR 5.7 5.6 -0.1 -1.6% 0.0
Volume 476 163 -313 -65.8% 1,140
Daily Pivots for day following 12-Mar-2013
Classic Woodie Camarilla DeMark
R4 371.9 369.9 361.6
R3 367.5 365.5 360.4
R2 363.1 363.1 360.0
R1 361.1 361.1 359.6 362.1
PP 358.7 358.7 358.7 359.2
S1 356.7 356.7 358.8 357.7
S2 354.3 354.3 358.4
S3 349.9 352.3 358.0
S4 345.5 347.9 356.8
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% 5.3 1.5% 53% False False 292
10 363.0 350.0 13.0 3.6% 5.2 1.4% 71% False False 268
20 365.0 346.3 18.7 5.2% 5.5 1.5% 69% False False 290
40 381.0 346.3 34.7 9.7% 4.6 1.3% 37% False False 220
60 381.0 346.3 34.7 9.7% 3.9 1.1% 37% False False 168
80 381.0 346.3 34.7 9.7% 3.2 0.9% 37% False False 134
100 388.3 346.3 42.0 11.7% 2.8 0.8% 31% False False 108
120 388.3 346.3 42.0 11.7% 2.3 0.6% 31% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 379.3
2.618 372.1
1.618 367.7
1.000 365.0
0.618 363.3
HIGH 360.6
0.618 358.9
0.500 358.4
0.382 357.9
LOW 356.2
0.618 353.5
1.000 351.8
1.618 349.1
2.618 344.7
4.250 337.5
Fisher Pivots for day following 12-Mar-2013
Pivot 1 day 3 day
R1 358.9 359.1
PP 358.7 359.1
S1 358.4 359.0

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

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