CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 356.5 357.9 1.4 0.4% 359.4
High 357.2 357.9 0.7 0.2% 360.6
Low 355.8 352.0 -3.8 -1.1% 352.0
Close 357.1 356.2 -0.9 -0.3% 356.2
Range 1.4 5.9 4.5 321.4% 8.6
ATR 5.2 5.3 0.0 0.9% 0.0
Volume 322 137 -185 -57.5% 1,348
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 373.1 370.5 359.4
R3 367.2 364.6 357.8
R2 361.3 361.3 357.3
R1 358.7 358.7 356.7 357.1
PP 355.4 355.4 355.4 354.5
S1 352.8 352.8 355.7 351.2
S2 349.5 349.5 355.1
S3 343.6 346.9 354.6
S4 337.7 341.0 353.0
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 382.1 377.7 360.9
R3 373.5 369.1 358.6
R2 364.9 364.9 357.8
R1 360.5 360.5 357.0 358.4
PP 356.3 356.3 356.3 355.2
S1 351.9 351.9 355.4 349.8
S2 347.7 347.7 354.6
S3 339.1 343.3 353.8
S4 330.5 334.7 351.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 360.6 352.0 8.6 2.4% 4.1 1.1% 49% False True 269
10 363.0 350.6 12.4 3.5% 4.8 1.4% 45% False False 248
20 365.0 346.3 18.7 5.2% 5.4 1.5% 53% False False 292
40 381.0 346.3 34.7 9.7% 4.8 1.3% 29% False False 235
60 381.0 346.3 34.7 9.7% 4.0 1.1% 29% False False 177
80 381.0 346.3 34.7 9.7% 3.3 0.9% 29% False False 142
100 388.3 346.3 42.0 11.8% 2.9 0.8% 24% False False 115
120 388.3 346.3 42.0 11.8% 2.4 0.7% 24% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 383.0
2.618 373.3
1.618 367.4
1.000 363.8
0.618 361.5
HIGH 357.9
0.618 355.6
0.500 355.0
0.382 354.3
LOW 352.0
0.618 348.4
1.000 346.1
1.618 342.5
2.618 336.6
4.250 326.9
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 355.8 356.3
PP 355.4 356.2
S1 355.0 356.2

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

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