CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 377.7 377.8 0.1 0.0% 393.9
High 379.8 382.2 2.4 0.6% 400.4
Low 376.5 377.1 0.6 0.2% 381.7
Close 377.9 381.1 3.2 0.8% 384.6
Range 3.3 5.1 1.8 54.5% 18.7
ATR 7.9 7.7 -0.2 -2.5% 0.0
Volume 1,287 941 -346 -26.9% 7,491
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 395.4 393.4 383.9
R3 390.3 388.3 382.5
R2 385.2 385.2 382.0
R1 383.2 383.2 381.6 384.2
PP 380.1 380.1 380.1 380.7
S1 378.1 378.1 380.6 379.1
S2 375.0 375.0 380.2
S3 369.9 373.0 379.7
S4 364.8 367.9 378.3
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
5 398.9 376.5 22.4 5.9% 8.3 2.2% 21% False False 1,438
10 400.4 376.5 23.9 6.3% 8.1 2.1% 19% False False 1,237
20 400.4 342.8 57.6 15.1% 7.5 2.0% 66% False False 1,027
40 400.4 332.0 68.4 17.9% 6.2 1.6% 72% False False 797
60 400.4 332.0 68.4 17.9% 5.5 1.4% 72% False False 643
80 400.4 332.0 68.4 17.9% 5.3 1.4% 72% False False 544
100 400.4 332.0 68.4 17.9% 5.3 1.4% 72% False False 485
120 400.4 332.0 68.4 17.9% 4.8 1.3% 72% False False 417
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 1.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 403.9
2.618 395.6
1.618 390.5
1.000 387.3
0.618 385.4
HIGH 382.2
0.618 380.3
0.500 379.7
0.382 379.0
LOW 377.1
0.618 373.9
1.000 372.0
1.618 368.8
2.618 363.7
4.250 355.4
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 380.6 383.2
PP 380.1 382.5
S1 379.7 381.8

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

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