CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 386.2 390.2 4.0 1.0% 359.2
High 390.8 390.2 -0.6 -0.2% 389.1
Low 385.9 383.2 -2.7 -0.7% 358.8
Close 390.2 386.0 -4.2 -1.1% 385.7
Range 4.9 7.0 2.1 42.9% 30.3
ATR 6.6 6.6 0.0 0.5% 0.0
Volume 741 565 -176 -23.8% 4,056
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 407.5 403.7 389.9
R3 400.5 396.7 387.9
R2 393.5 393.5 387.3
R1 389.7 389.7 386.6 388.1
PP 386.5 386.5 386.5 385.7
S1 382.7 382.7 385.4 381.1
S2 379.5 379.5 384.7
S3 372.5 375.7 384.1
S4 365.5 368.7 382.2
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
5 395.9 373.6 22.3 5.8% 7.4 1.9% 56% False False 898
10 395.9 346.1 49.8 12.9% 7.3 1.9% 80% False False 821
20 395.9 338.3 57.6 14.9% 6.2 1.6% 83% False False 729
40 395.9 332.0 63.9 16.6% 5.3 1.4% 85% False False 603
60 395.9 332.0 63.9 16.6% 4.9 1.3% 85% False False 475
80 395.9 332.0 63.9 16.6% 5.1 1.3% 85% False False 429
100 395.9 332.0 63.9 16.6% 4.8 1.2% 85% False False 374
120 395.9 332.0 63.9 16.6% 4.4 1.1% 85% False False 320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 420.0
2.618 408.5
1.618 401.5
1.000 397.2
0.618 394.5
HIGH 390.2
0.618 387.5
0.500 386.7
0.382 385.9
LOW 383.2
0.618 378.9
1.000 376.2
1.618 371.9
2.618 364.9
4.250 353.5
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 386.7 389.6
PP 386.5 388.4
S1 386.2 387.2

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

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