CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 390.2 383.1 -7.1 -1.8% 359.2
High 390.2 388.9 -1.3 -0.3% 389.1
Low 383.2 380.0 -3.2 -0.8% 358.8
Close 386.0 388.9 2.9 0.8% 385.7
Range 7.0 8.9 1.9 27.1% 30.3
ATR 6.6 6.8 0.2 2.5% 0.0
Volume 565 1,172 607 107.4% 4,056
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 412.6 409.7 393.8
R3 403.7 400.8 391.3
R2 394.8 394.8 390.5
R1 391.9 391.9 389.7 393.4
PP 385.9 385.9 385.9 386.7
S1 383.0 383.0 388.1 384.5
S2 377.0 377.0 387.3
S3 368.1 374.1 386.5
S4 359.2 365.2 384.0
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
5 395.9 378.5 17.4 4.5% 8.1 2.1% 60% False False 1,043
10 395.9 349.6 46.3 11.9% 7.6 2.0% 85% False False 884
20 395.9 338.3 57.6 14.8% 6.5 1.7% 88% False False 773
40 395.9 332.0 63.9 16.4% 5.3 1.4% 89% False False 619
60 395.9 332.0 63.9 16.4% 5.0 1.3% 89% False False 492
80 395.9 332.0 63.9 16.4% 5.1 1.3% 89% False False 441
100 395.9 332.0 63.9 16.4% 4.9 1.2% 89% False False 383
120 395.9 332.0 63.9 16.4% 4.4 1.1% 89% False False 330
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 0.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 426.7
2.618 412.2
1.618 403.3
1.000 397.8
0.618 394.4
HIGH 388.9
0.618 385.5
0.500 384.5
0.382 383.4
LOW 380.0
0.618 374.5
1.000 371.1
1.618 365.6
2.618 356.7
4.250 342.2
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 387.4 387.7
PP 385.9 386.6
S1 384.5 385.4

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

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