CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 357.6 355.8 -1.8 -0.5% 353.9
High 358.1 358.1 0.0 0.0% 360.7
Low 353.4 355.4 2.0 0.6% 352.2
Close 355.4 356.3 0.9 0.3% 355.4
Range 4.7 2.7 -2.0 -42.6% 8.5
ATR 5.1 5.0 -0.2 -3.4% 0.0
Volume 160 267 107 66.9% 819
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 364.7 363.2 357.8
R3 362.0 360.5 357.0
R2 359.3 359.3 356.8
R1 357.8 357.8 356.5 358.6
PP 356.6 356.6 356.6 357.0
S1 355.1 355.1 356.1 355.9
S2 353.9 353.9 355.8
S3 351.2 352.4 355.6
S4 348.5 349.7 354.8
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 381.6 377.0 360.1
R3 373.1 368.5 357.7
R2 364.6 364.6 357.0
R1 360.0 360.0 356.2 362.3
PP 356.1 356.1 356.1 357.3
S1 351.5 351.5 354.6 353.8
S2 347.6 347.6 353.8
S3 339.1 343.0 353.1
S4 330.6 334.5 350.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 360.7 353.0 7.7 2.2% 3.8 1.1% 43% False False 163
10 360.7 352.0 8.7 2.4% 4.0 1.1% 49% False False 195
20 363.0 348.6 14.4 4.0% 4.7 1.3% 53% False False 233
40 381.0 346.3 34.7 9.7% 5.0 1.4% 29% False False 250
60 381.0 346.3 34.7 9.7% 4.2 1.2% 29% False False 194
80 381.0 346.3 34.7 9.7% 3.5 1.0% 29% False False 154
100 388.3 346.3 42.0 11.8% 3.1 0.9% 24% False False 126
120 388.3 346.3 42.0 11.8% 2.6 0.7% 24% False False 106
Crabel Price Patterns
NR True
NR4 False
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 0.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 369.6
2.618 365.2
1.618 362.5
1.000 360.8
0.618 359.8
HIGH 358.1
0.618 357.1
0.500 356.8
0.382 356.4
LOW 355.4
0.618 353.7
1.000 352.7
1.618 351.0
2.618 348.3
4.250 343.9
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 356.8 357.1
PP 356.6 356.8
S1 356.5 356.6

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

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