CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 381.4 386.5 5.1 1.3% 393.9
High 389.9 386.5 -3.4 -0.9% 400.4
Low 379.3 379.5 0.2 0.1% 381.7
Close 387.5 380.4 -7.1 -1.8% 384.6
Range 10.6 7.0 -3.6 -34.0% 18.7
ATR 7.9 7.9 0.0 0.1% 0.0
Volume 544 855 311 57.2% 7,491
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 403.1 398.8 384.3
R3 396.1 391.8 382.3
R2 389.1 389.1 381.7
R1 384.8 384.8 381.0 383.5
PP 382.1 382.1 382.1 381.5
S1 377.8 377.8 379.8 376.5
S2 375.1 375.1 379.1
S3 368.1 370.8 378.5
S4 361.1 363.8 376.6
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
5 389.9 376.5 13.4 3.5% 6.8 1.8% 29% False False 987
10 400.4 376.5 23.9 6.3% 8.3 2.2% 16% False False 1,204
20 400.4 349.6 50.8 13.4% 7.9 2.1% 61% False False 1,044
40 400.4 334.0 66.4 17.5% 6.5 1.7% 70% False False 804
60 400.4 332.0 68.4 18.0% 5.7 1.5% 71% False False 657
80 400.4 332.0 68.4 18.0% 5.4 1.4% 71% False False 553
100 400.4 332.0 68.4 18.0% 5.4 1.4% 71% False False 497
120 400.4 332.0 68.4 18.0% 5.0 1.3% 71% False False 428
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 416.3
2.618 404.8
1.618 397.8
1.000 393.5
0.618 390.8
HIGH 386.5
0.618 383.8
0.500 383.0
0.382 382.2
LOW 379.5
0.618 375.2
1.000 372.5
1.618 368.2
2.618 361.2
4.250 349.8
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 383.0 383.5
PP 382.1 382.5
S1 381.3 381.4

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

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