CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 392.5 398.9 6.4 1.6% 387.5
High 400.4 398.9 -1.5 -0.4% 397.6
Low 392.1 383.6 -8.5 -2.2% 380.0
Close 399.5 391.2 -8.3 -2.1% 397.0
Range 8.3 15.3 7.0 84.3% 17.6
ATR 7.1 7.7 0.6 8.9% 0.0
Volume 942 1,784 842 89.4% 4,464
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 437.1 429.5 399.6
R3 421.8 414.2 395.4
R2 406.5 406.5 394.0
R1 398.9 398.9 392.6 395.1
PP 391.2 391.2 391.2 389.3
S1 383.6 383.6 389.8 379.8
S2 375.9 375.9 388.4
S3 360.6 368.3 387.0
S4 345.3 353.0 382.8
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 5.2% 9.5 2.4% 55% False False 1,281
10 400.4 373.6 26.8 6.9% 8.5 2.2% 66% False False 1,089
20 400.4 339.6 60.8 15.5% 7.3 1.9% 85% False False 880
40 400.4 332.0 68.4 17.5% 5.9 1.5% 87% False False 705
60 400.4 332.0 68.4 17.5% 5.4 1.4% 87% False False 562
80 400.4 332.0 68.4 17.5% 5.4 1.4% 87% False False 495
100 400.4 332.0 68.4 17.5% 5.1 1.3% 87% False False 433
120 400.4 332.0 68.4 17.5% 4.7 1.2% 87% False False 372
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 1.0
Widest range in 85 trading days
Fibonacci Retracements and Extensions
4.250 463.9
2.618 439.0
1.618 423.7
1.000 414.2
0.618 408.4
HIGH 398.9
0.618 393.1
0.500 391.3
0.382 389.4
LOW 383.6
0.618 374.1
1.000 368.3
1.618 358.8
2.618 343.5
4.250 318.6
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 391.3 392.0
PP 391.2 391.7
S1 391.2 391.5

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

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