CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 377.8 381.4 3.6 1.0% 393.9
High 382.2 389.9 7.7 2.0% 400.4
Low 377.1 379.3 2.2 0.6% 381.7
Close 381.1 387.5 6.4 1.7% 384.6
Range 5.1 10.6 5.5 107.8% 18.7
ATR 7.7 7.9 0.2 2.7% 0.0
Volume 941 544 -397 -42.2% 7,491
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 417.4 413.0 393.3
R3 406.8 402.4 390.4
R2 396.2 396.2 389.4
R1 391.8 391.8 388.5 394.0
PP 385.6 385.6 385.6 386.7
S1 381.2 381.2 386.5 383.4
S2 375.0 375.0 385.6
S3 364.4 370.6 384.6
S4 353.8 360.0 381.7
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
5 392.2 376.5 15.7 4.1% 7.4 1.9% 70% False False 1,190
10 400.4 376.5 23.9 6.2% 8.4 2.2% 46% False False 1,235
20 400.4 346.1 54.3 14.0% 7.9 2.0% 76% False False 1,028
40 400.4 332.0 68.4 17.7% 6.4 1.6% 81% False False 802
60 400.4 332.0 68.4 17.7% 5.7 1.5% 81% False False 648
80 400.4 332.0 68.4 17.7% 5.4 1.4% 81% False False 544
100 400.4 332.0 68.4 17.7% 5.4 1.4% 81% False False 489
120 400.4 332.0 68.4 17.7% 4.9 1.3% 81% False False 421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 435.0
2.618 417.7
1.618 407.1
1.000 400.5
0.618 396.5
HIGH 389.9
0.618 385.9
0.500 384.6
0.382 383.3
LOW 379.3
0.618 372.7
1.000 368.7
1.618 362.1
2.618 351.5
4.250 334.3
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 386.5 386.1
PP 385.6 384.6
S1 384.6 383.2

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

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