CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 386.2 377.7 -8.5 -2.2% 393.9
High 389.8 379.8 -10.0 -2.6% 400.4
Low 381.7 376.5 -5.2 -1.4% 381.7
Close 384.6 377.9 -6.7 -1.7% 384.6
Range 8.1 3.3 -4.8 -59.3% 18.7
ATR 7.9 7.9 0.0 0.2% 0.0
Volume 1,308 1,287 -21 -1.6% 7,491
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 388.0 386.2 379.7
R3 384.7 382.9 378.8
R2 381.4 381.4 378.5
R1 379.6 379.6 378.2 380.5
PP 378.1 378.1 378.1 378.5
S1 376.3 376.3 377.6 377.2
S2 374.8 374.8 377.3
S3 371.5 373.0 377.0
S4 368.2 369.7 376.1
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 445.0 433.5 394.9
R3 426.3 414.8 389.7
R2 407.6 407.6 388.0
R1 396.1 396.1 386.3 392.5
PP 388.9 388.9 388.9 387.1
S1 377.4 377.4 382.9 373.8
S2 370.2 370.2 381.2
S3 351.5 358.7 379.5
S4 332.8 340.0 374.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 400.4 376.5 23.9 6.3% 8.9 2.4% 6% False True 1,438
10 400.4 376.5 23.9 6.3% 8.1 2.1% 6% False True 1,217
20 400.4 341.9 58.5 15.5% 7.6 2.0% 62% False False 1,015
40 400.4 332.0 68.4 18.1% 6.2 1.6% 67% False False 782
60 400.4 332.0 68.4 18.1% 5.5 1.5% 67% False False 630
80 400.4 332.0 68.4 18.1% 5.4 1.4% 67% False False 534
100 400.4 332.0 68.4 18.1% 5.3 1.4% 67% False False 476
120 400.4 332.0 68.4 18.1% 4.8 1.3% 67% False False 409
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.3
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 393.8
2.618 388.4
1.618 385.1
1.000 383.1
0.618 381.8
HIGH 379.8
0.618 378.5
0.500 378.2
0.382 377.8
LOW 376.5
0.618 374.5
1.000 373.2
1.618 371.2
2.618 367.9
4.250 362.5
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 378.2 384.4
PP 378.1 382.2
S1 378.0 380.1

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

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