CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 386.5 379.3 -7.2 -1.9% 377.7
High 386.5 380.5 -6.0 -1.6% 389.9
Low 379.5 374.9 -4.6 -1.2% 374.9
Close 380.4 377.7 -2.7 -0.7% 377.7
Range 7.0 5.6 -1.4 -20.0% 15.0
ATR 7.9 7.7 -0.2 -2.1% 0.0
Volume 855 657 -198 -23.2% 4,284
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 394.5 391.7 380.8
R3 388.9 386.1 379.2
R2 383.3 383.3 378.7
R1 380.5 380.5 378.2 379.1
PP 377.7 377.7 377.7 377.0
S1 374.9 374.9 377.2 373.5
S2 372.1 372.1 376.7
S3 366.5 369.3 376.2
S4 360.9 363.7 374.6
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 425.8 416.8 386.0
R3 410.8 401.8 381.8
R2 395.8 395.8 380.5
R1 386.8 386.8 379.1 385.2
PP 380.8 380.8 380.8 380.1
S1 371.8 371.8 376.3 370.2
S2 365.8 365.8 375.0
S3 350.8 356.8 373.6
S4 335.8 341.8 369.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.9 374.9 15.0 4.0% 6.3 1.7% 19% False True 856
10 400.4 374.9 25.5 6.8% 8.1 2.1% 11% False True 1,177
20 400.4 352.8 47.6 12.6% 7.9 2.1% 52% False False 1,047
40 400.4 334.3 66.1 17.5% 6.6 1.7% 66% False False 812
60 400.4 332.0 68.4 18.1% 5.8 1.5% 67% False False 660
80 400.4 332.0 68.4 18.1% 5.4 1.4% 67% False False 558
100 400.4 332.0 68.4 18.1% 5.4 1.4% 67% False False 503
120 400.4 332.0 68.4 18.1% 5.0 1.3% 67% False False 433
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 404.3
2.618 395.2
1.618 389.6
1.000 386.1
0.618 384.0
HIGH 380.5
0.618 378.4
0.500 377.7
0.382 377.0
LOW 374.9
0.618 371.4
1.000 369.3
1.618 365.8
2.618 360.2
4.250 351.1
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 377.7 382.4
PP 377.7 380.8
S1 377.7 379.3

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

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