CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 352.8 359.2 6.4 1.8% 346.4
High 356.9 372.9 16.0 4.5% 356.9
Low 352.8 358.8 6.0 1.7% 341.9
Close 356.9 372.9 16.0 4.5% 356.9
Range 4.1 14.1 10.0 243.9% 15.0
ATR 5.1 5.9 0.8 15.4% 0.0
Volume 647 832 185 28.6% 3,011
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 410.5 405.8 380.7
R3 396.4 391.7 376.8
R2 382.3 382.3 375.5
R1 377.6 377.6 374.2 380.0
PP 368.2 368.2 368.2 369.4
S1 363.5 363.5 371.6 365.9
S2 354.1 354.1 370.3
S3 340.0 349.4 369.0
S4 325.9 335.3 365.1
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 396.9 391.9 365.2
R3 381.9 376.9 361.0
R2 366.9 366.9 359.7
R1 361.9 361.9 358.3 364.4
PP 351.9 351.9 351.9 353.2
S1 346.9 346.9 355.5 349.4
S2 336.9 336.9 354.2
S3 321.9 331.9 352.8
S4 306.9 316.9 348.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 372.9 342.8 30.1 8.1% 6.7 1.8% 100% True False 629
10 372.9 338.3 34.6 9.3% 5.9 1.6% 100% True False 618
20 372.9 338.2 34.7 9.3% 5.3 1.4% 100% True False 620
40 372.9 332.0 40.9 11.0% 4.8 1.3% 100% True False 488
60 372.9 332.0 40.9 11.0% 4.7 1.3% 100% True False 408
80 381.0 332.0 49.0 13.1% 5.0 1.3% 83% False False 382
100 381.0 332.0 49.0 13.1% 4.5 1.2% 83% False False 322
120 381.0 332.0 49.0 13.1% 4.1 1.1% 83% False False 277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 432.8
2.618 409.8
1.618 395.7
1.000 387.0
0.618 381.6
HIGH 372.9
0.618 367.5
0.500 365.9
0.382 364.2
LOW 358.8
0.618 350.1
1.000 344.7
1.618 336.0
2.618 321.9
4.250 298.9
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 370.6 369.0
PP 368.2 365.1
S1 365.9 361.3

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

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