CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 378.7 387.5 8.8 2.3% 359.2
High 389.1 395.9 6.8 1.7% 389.1
Low 378.5 386.7 8.2 2.2% 358.8
Close 385.7 393.5 7.8 2.0% 385.7
Range 10.6 9.2 -1.4 -13.2% 30.3
ATR 6.2 6.5 0.3 4.6% 0.0
Volume 1,674 1,064 -610 -36.4% 4,056
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 419.6 415.8 398.6
R3 410.4 406.6 396.0
R2 401.2 401.2 395.2
R1 397.4 397.4 394.3 399.3
PP 392.0 392.0 392.0 393.0
S1 388.2 388.2 392.7 390.1
S2 382.8 382.8 391.8
S3 373.6 379.0 391.0
S4 364.4 369.8 388.4
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 468.8 457.5 402.4
R3 438.5 427.2 394.0
R2 408.2 408.2 391.3
R1 396.9 396.9 388.5 402.6
PP 377.9 377.9 377.9 380.7
S1 366.6 366.6 382.9 372.3
S2 347.6 347.6 380.1
S3 317.3 336.3 377.4
S4 287.0 306.0 369.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 395.9 358.8 37.1 9.4% 9.2 2.3% 94% True False 1,024
10 395.9 341.9 54.0 13.7% 7.0 1.8% 96% True False 813
20 395.9 338.3 57.6 14.6% 6.0 1.5% 96% True False 736
40 395.9 332.0 63.9 16.2% 5.1 1.3% 96% True False 579
60 395.9 332.0 63.9 16.2% 4.9 1.2% 96% True False 464
80 395.9 332.0 63.9 16.2% 5.2 1.3% 96% True False 417
100 395.9 332.0 63.9 16.2% 4.7 1.2% 96% True False 361
120 395.9 332.0 63.9 16.2% 4.3 1.1% 96% True False 311
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 435.0
2.618 420.0
1.618 410.8
1.000 405.1
0.618 401.6
HIGH 395.9
0.618 392.4
0.500 391.3
0.382 390.2
LOW 386.7
0.618 381.0
1.000 377.5
1.618 371.8
2.618 362.6
4.250 347.6
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 392.8 390.6
PP 392.0 387.7
S1 391.3 384.8

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

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