CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 381.5 383.4 1.9 0.5% 377.7
High 384.3 385.2 0.9 0.2% 389.9
Low 378.7 380.9 2.2 0.6% 374.9
Close 384.0 384.8 0.8 0.2% 377.7
Range 5.6 4.3 -1.3 -23.2% 15.0
ATR 7.6 7.4 -0.2 -3.1% 0.0
Volume 2,155 2,079 -76 -3.5% 4,284
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 396.5 395.0 387.2
R3 392.2 390.7 386.0
R2 387.9 387.9 385.6
R1 386.4 386.4 385.2 387.2
PP 383.6 383.6 383.6 384.0
S1 382.1 382.1 384.4 382.9
S2 379.3 379.3 384.0
S3 375.0 377.8 383.6
S4 370.7 373.5 382.4
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
5 386.5 372.2 14.3 3.7% 6.2 1.6% 88% False False 1,606
10 392.2 372.2 20.0 5.2% 6.8 1.8% 63% False False 1,398
20 400.4 372.2 28.2 7.3% 7.6 2.0% 45% False False 1,244
40 400.4 338.2 62.2 16.2% 6.6 1.7% 75% False False 947
60 400.4 332.0 68.4 17.8% 5.7 1.5% 77% False False 757
80 400.4 332.0 68.4 17.8% 5.4 1.4% 77% False False 629
100 400.4 332.0 68.4 17.8% 5.5 1.4% 77% False False 562
120 400.4 332.0 68.4 17.8% 5.0 1.3% 77% False False 483
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 1.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 403.5
2.618 396.5
1.618 392.2
1.000 389.5
0.618 387.9
HIGH 385.2
0.618 383.6
0.500 383.1
0.382 382.5
LOW 380.9
0.618 378.2
1.000 376.6
1.618 373.9
2.618 369.6
4.250 362.6
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 384.2 382.8
PP 383.6 380.7
S1 383.1 378.7

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

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