CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 357.9 353.9 -4.0 -1.1% 359.4
High 357.9 357.1 -0.8 -0.2% 360.6
Low 352.0 352.2 0.2 0.1% 352.0
Close 356.2 355.7 -0.5 -0.1% 356.2
Range 5.9 4.9 -1.0 -16.9% 8.6
ATR 5.3 5.3 0.0 -0.5% 0.0
Volume 137 270 133 97.1% 1,348
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 369.7 367.6 358.4
R3 364.8 362.7 357.0
R2 359.9 359.9 356.6
R1 357.8 357.8 356.1 358.9
PP 355.0 355.0 355.0 355.5
S1 352.9 352.9 355.3 354.0
S2 350.1 350.1 354.8
S3 345.2 348.0 354.4
S4 340.3 343.1 353.0
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% 4.3 1.2% 43% False False 228
10 363.0 352.0 11.0 3.1% 4.6 1.3% 34% False False 263
20 365.0 348.4 16.6 4.7% 5.5 1.5% 44% False False 292
40 381.0 346.3 34.7 9.8% 4.7 1.3% 27% False False 239
60 381.0 346.3 34.7 9.8% 4.0 1.1% 27% False False 181
80 381.0 346.3 34.7 9.8% 3.3 0.9% 27% False False 145
100 388.3 346.3 42.0 11.8% 2.9 0.8% 22% False False 118
120 388.3 346.3 42.0 11.8% 2.5 0.7% 22% False False 99
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 377.9
2.618 369.9
1.618 365.0
1.000 362.0
0.618 360.1
HIGH 357.1
0.618 355.2
0.500 354.7
0.382 354.1
LOW 352.2
0.618 349.2
1.000 347.3
1.618 344.3
2.618 339.4
4.250 331.4
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 355.4 355.5
PP 355.0 355.2
S1 354.7 355.0

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

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