CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 355.8 356.1 0.3 0.1% 353.9
High 358.1 357.4 -0.7 -0.2% 360.7
Low 355.4 356.0 0.6 0.2% 352.2
Close 356.3 357.2 0.9 0.3% 355.4
Range 2.7 1.4 -1.3 -48.1% 8.5
ATR 5.0 4.7 -0.3 -5.1% 0.0
Volume 267 314 47 17.6% 819
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 361.1 360.5 358.0
R3 359.7 359.1 357.6
R2 358.3 358.3 357.5
R1 357.7 357.7 357.3 358.0
PP 356.9 356.9 356.9 357.0
S1 356.3 356.3 357.1 356.6
S2 355.5 355.5 356.9
S3 354.1 354.9 356.8
S4 352.7 353.5 356.4
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
5 360.7 353.4 7.3 2.0% 3.2 0.9% 52% False False 206
10 360.7 352.0 8.7 2.4% 3.7 1.0% 60% False False 210
20 363.0 350.0 13.0 3.6% 4.4 1.2% 55% False False 239
40 381.0 346.3 34.7 9.7% 4.9 1.4% 31% False False 257
60 381.0 346.3 34.7 9.7% 4.2 1.2% 31% False False 199
80 381.0 346.3 34.7 9.7% 3.5 1.0% 31% False False 158
100 388.3 346.3 42.0 11.8% 3.1 0.9% 26% False False 129
120 388.3 346.3 42.0 11.8% 2.6 0.7% 26% False False 108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.9
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 363.4
2.618 361.1
1.618 359.7
1.000 358.8
0.618 358.3
HIGH 357.4
0.618 356.9
0.500 356.7
0.382 356.5
LOW 356.0
0.618 355.1
1.000 354.6
1.618 353.7
2.618 352.3
4.250 350.1
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 357.0 356.7
PP 356.9 356.2
S1 356.7 355.8

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

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