CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 393.9 392.5 -1.4 -0.4% 387.5
High 397.2 400.4 3.2 0.8% 397.6
Low 389.6 392.1 2.5 0.6% 380.0
Close 394.6 399.5 4.9 1.2% 397.0
Range 7.6 8.3 0.7 9.2% 17.6
ATR 7.0 7.1 0.1 1.4% 0.0
Volume 1,586 942 -644 -40.6% 4,464
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 422.2 419.2 404.1
R3 413.9 410.9 401.8
R2 405.6 405.6 401.0
R1 402.6 402.6 400.3 404.1
PP 397.3 397.3 397.3 398.1
S1 394.3 394.3 398.7 395.8
S2 389.0 389.0 398.0
S3 380.7 386.0 397.2
S4 372.4 377.7 394.9
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 444.3 438.3 406.7
R3 426.7 420.7 401.8
R2 409.1 409.1 400.2
R1 403.1 403.1 398.6 406.1
PP 391.5 391.5 391.5 393.1
S1 385.5 385.5 395.4 388.5
S2 373.9 373.9 393.8
S3 356.3 367.9 392.2
S4 338.7 350.3 387.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 400.4 380.0 20.4 5.1% 7.9 2.0% 96% True False 1,037
10 400.4 372.0 28.4 7.1% 7.6 1.9% 97% True False 1,021
20 400.4 338.3 62.1 15.5% 6.8 1.7% 99% True False 820
40 400.4 332.0 68.4 17.1% 5.6 1.4% 99% True False 670
60 400.4 332.0 68.4 17.1% 5.2 1.3% 99% True False 537
80 400.4 332.0 68.4 17.1% 5.2 1.3% 99% True False 476
100 400.4 332.0 68.4 17.1% 5.0 1.3% 99% True False 416
120 400.4 332.0 68.4 17.1% 4.6 1.1% 99% True False 357
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 1.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 435.7
2.618 422.1
1.618 413.8
1.000 408.7
0.618 405.5
HIGH 400.4
0.618 397.2
0.500 396.3
0.382 395.3
LOW 392.1
0.618 387.0
1.000 383.8
1.618 378.7
2.618 370.4
4.250 356.8
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 398.4 398.0
PP 397.3 396.5
S1 396.3 395.0

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

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