CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 28-Jun-2013
Day Change Summary
Previous Current
27-Jun-2013 28-Jun-2013 Change Change % Previous Week
Open 384.3 386.4 2.1 0.5% 374.5
High 390.4 389.2 -1.2 -0.3% 390.4
Low 383.1 373.2 -9.9 -2.6% 372.2
Close 386.5 374.4 -12.1 -3.1% 374.4
Range 7.3 16.0 8.7 119.2% 18.2
ATR 7.4 8.0 0.6 8.3% 0.0
Volume 1,077 1,112 35 3.2% 8,711
Daily Pivots for day following 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 426.9 416.7 383.2
R3 410.9 400.7 378.8
R2 394.9 394.9 377.3
R1 384.7 384.7 375.9 381.8
PP 378.9 378.9 378.9 377.5
S1 368.7 368.7 372.9 365.8
S2 362.9 362.9 371.5
S3 346.9 352.7 370.0
S4 330.9 336.7 365.6
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 433.6 422.2 384.4
R3 415.4 404.0 379.4
R2 397.2 397.2 377.7
R1 385.8 385.8 376.1 382.4
PP 379.0 379.0 379.0 377.3
S1 367.6 367.6 372.7 364.2
S2 360.8 360.8 371.1
S3 342.6 349.4 369.4
S4 324.4 331.2 364.4
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 4.9% 8.4 2.2% 12% False False 1,742
10 390.4 372.2 18.2 4.9% 7.3 2.0% 12% False False 1,299
20 400.4 372.2 28.2 7.5% 8.0 2.1% 8% False False 1,247
40 400.4 338.3 62.1 16.6% 6.9 1.8% 58% False False 974
60 400.4 332.0 68.4 18.3% 6.0 1.6% 62% False False 786
80 400.4 332.0 68.4 18.3% 5.6 1.5% 62% False False 653
100 400.4 332.0 68.4 18.3% 5.7 1.5% 62% False False 576
120 400.4 332.0 68.4 18.3% 5.2 1.4% 62% False False 500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 457.2
2.618 431.1
1.618 415.1
1.000 405.2
0.618 399.1
HIGH 389.2
0.618 383.1
0.500 381.2
0.382 379.3
LOW 373.2
0.618 363.3
1.000 357.2
1.618 347.3
2.618 331.3
4.250 305.2
Fisher Pivots for day following 28-Jun-2013
Pivot 1 day 3 day
R1 381.2 381.8
PP 378.9 379.3
S1 376.7 376.9

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

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