CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 343.1 346.4 3.3 1.0% 338.4
High 347.9 347.2 -0.7 -0.2% 347.9
Low 340.5 341.9 1.4 0.4% 338.3
Close 347.9 346.8 -1.1 -0.3% 347.9
Range 7.4 5.3 -2.1 -28.4% 9.6
ATR 5.0 5.1 0.1 1.4% 0.0
Volume 550 696 146 26.5% 3,818
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 361.2 359.3 349.7
R3 355.9 354.0 348.3
R2 350.6 350.6 347.8
R1 348.7 348.7 347.3 349.7
PP 345.3 345.3 345.3 345.8
S1 343.4 343.4 346.3 344.4
S2 340.0 340.0 345.8
S3 334.7 338.1 345.3
S4 329.4 332.8 343.9
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 373.5 370.3 353.2
R3 363.9 360.7 350.5
R2 354.3 354.3 349.7
R1 351.1 351.1 348.8 352.7
PP 344.7 344.7 344.7 345.5
S1 341.5 341.5 347.0 343.1
S2 335.1 335.1 346.1
S3 325.5 331.9 345.3
S4 315.9 322.3 342.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 347.9 338.3 9.6 2.8% 5.2 1.5% 89% False False 608
10 348.3 338.3 10.0 2.9% 5.0 1.4% 85% False False 643
20 348.8 332.0 16.8 4.8% 4.9 1.4% 88% False False 567
40 360.8 332.0 28.8 8.3% 4.5 1.3% 51% False False 452
60 363.0 332.0 31.0 8.9% 4.6 1.3% 48% False False 383
80 381.0 332.0 49.0 14.1% 4.7 1.4% 30% False False 350
100 381.0 332.0 49.0 14.1% 4.3 1.2% 30% False False 294
120 381.0 332.0 49.0 14.1% 3.8 1.1% 30% False False 251
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 1.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 369.7
2.618 361.1
1.618 355.8
1.000 352.5
0.618 350.5
HIGH 347.2
0.618 345.2
0.500 344.6
0.382 343.9
LOW 341.9
0.618 338.6
1.000 336.6
1.618 333.3
2.618 328.0
4.250 319.4
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 346.1 345.8
PP 345.3 344.8
S1 344.6 343.8

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

View Archives - Comment on this page... - Back to Index of Symbols