CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 383.4 384.3 0.9 0.2% 377.7
High 385.2 390.4 5.2 1.3% 389.9
Low 380.9 383.1 2.2 0.6% 374.9
Close 384.8 386.5 1.7 0.4% 377.7
Range 4.3 7.3 3.0 69.8% 15.0
ATR 7.4 7.4 0.0 -0.1% 0.0
Volume 2,079 1,077 -1,002 -48.2% 4,284
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 408.6 404.8 390.5
R3 401.3 397.5 388.5
R2 394.0 394.0 387.8
R1 390.2 390.2 387.2 392.1
PP 386.7 386.7 386.7 387.6
S1 382.9 382.9 385.8 384.8
S2 379.4 379.4 385.2
S3 372.1 375.6 384.5
S4 364.8 368.3 382.5
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
5 390.4 372.2 18.2 4.7% 6.3 1.6% 79% True False 1,651
10 390.4 372.2 18.2 4.7% 6.6 1.7% 79% True False 1,319
20 400.4 372.2 28.2 7.3% 7.7 2.0% 51% False False 1,275
40 400.4 338.2 62.2 16.1% 6.6 1.7% 78% False False 963
60 400.4 332.0 68.4 17.7% 5.8 1.5% 80% False False 770
80 400.4 332.0 68.4 17.7% 5.5 1.4% 80% False False 640
100 400.4 332.0 68.4 17.7% 5.6 1.4% 80% False False 567
120 400.4 332.0 68.4 17.7% 5.1 1.3% 80% False False 492
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 1.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 421.4
2.618 409.5
1.618 402.2
1.000 397.7
0.618 394.9
HIGH 390.4
0.618 387.6
0.500 386.8
0.382 385.9
LOW 383.1
0.618 378.6
1.000 375.8
1.618 371.3
2.618 364.0
4.250 352.1
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 386.8 385.9
PP 386.7 385.2
S1 386.6 384.6

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

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