CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 355.8 357.7 1.9 0.5% 353.9
High 358.7 360.8 2.1 0.6% 360.7
Low 355.8 348.3 -7.5 -2.1% 352.2
Close 358.1 348.4 -9.7 -2.7% 355.4
Range 2.9 12.5 9.6 331.0% 8.5
ATR 4.6 5.1 0.6 12.3% 0.0
Volume 455 256 -199 -43.7% 819
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 390.0 381.7 355.3
R3 377.5 369.2 351.8
R2 365.0 365.0 350.7
R1 356.7 356.7 349.5 354.6
PP 352.5 352.5 352.5 351.5
S1 344.2 344.2 347.3 342.1
S2 340.0 340.0 346.1
S3 327.5 331.7 345.0
S4 315.0 319.2 341.5
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
5 360.8 348.3 12.5 3.6% 4.8 1.4% 1% True True 290
10 360.8 348.3 12.5 3.6% 4.6 1.3% 1% True True 224
20 363.0 348.3 14.7 4.2% 4.6 1.3% 1% False True 249
40 381.0 346.3 34.7 10.0% 5.2 1.5% 6% False False 267
60 381.0 346.3 34.7 10.0% 4.4 1.3% 6% False False 210
80 381.0 346.3 34.7 10.0% 3.7 1.1% 6% False False 166
100 388.3 346.3 42.0 12.1% 3.2 0.9% 5% False False 136
120 388.3 346.3 42.0 12.1% 2.7 0.8% 5% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.0
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 413.9
2.618 393.5
1.618 381.0
1.000 373.3
0.618 368.5
HIGH 360.8
0.618 356.0
0.500 354.6
0.382 353.1
LOW 348.3
0.618 340.6
1.000 335.8
1.618 328.1
2.618 315.6
4.250 295.2
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 354.6 354.6
PP 352.5 352.5
S1 350.5 350.5

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

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