CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 355.0 355.6 0.6 0.2% 359.4
High 357.0 357.8 0.8 0.2% 360.6
Low 353.0 355.1 2.1 0.6% 352.0
Close 356.2 357.8 1.6 0.4% 356.2
Range 4.0 2.7 -1.3 -32.5% 8.6
ATR 5.2 5.0 -0.2 -3.4% 0.0
Volume 99 161 62 62.6% 1,348
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 365.0 364.1 359.3
R3 362.3 361.4 358.5
R2 359.6 359.6 358.3
R1 358.7 358.7 358.0 359.2
PP 356.9 356.9 356.9 357.1
S1 356.0 356.0 357.6 356.5
S2 354.2 354.2 357.3
S3 351.5 353.3 357.1
S4 348.8 350.6 356.3
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
5 357.9 352.0 5.9 1.6% 3.8 1.1% 98% False False 197
10 363.0 352.0 11.0 3.1% 4.4 1.2% 53% False False 256
20 365.0 348.6 16.4 4.6% 5.2 1.4% 56% False False 259
40 381.0 346.3 34.7 9.7% 4.9 1.4% 33% False False 242
60 381.0 346.3 34.7 9.7% 4.1 1.1% 33% False False 185
80 381.0 346.3 34.7 9.7% 3.4 0.9% 33% False False 147
100 388.3 346.3 42.0 11.7% 3.0 0.8% 27% False False 120
120 388.3 346.3 42.0 11.7% 2.5 0.7% 27% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 369.3
2.618 364.9
1.618 362.2
1.000 360.5
0.618 359.5
HIGH 357.8
0.618 356.8
0.500 356.5
0.382 356.1
LOW 355.1
0.618 353.4
1.000 352.4
1.618 350.7
2.618 348.0
4.250 343.6
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 357.4 356.9
PP 356.9 355.9
S1 356.5 355.0

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

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