CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 365.0 368.6 3.6 1.0% 374.5
High 371.3 372.6 1.3 0.4% 390.4
Low 365.0 368.2 3.2 0.9% 372.2
Close 367.1 369.6 2.5 0.7% 374.4
Range 6.3 4.4 -1.9 -30.2% 18.2
ATR 7.9 7.8 -0.2 -2.2% 0.0
Volume 1,748 2,115 367 21.0% 8,711
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 383.3 380.9 372.0
R3 378.9 376.5 370.8
R2 374.5 374.5 370.4
R1 372.1 372.1 370.0 373.3
PP 370.1 370.1 370.1 370.8
S1 367.7 367.7 369.2 368.9
S2 365.7 365.7 368.8
S3 361.3 363.3 368.4
S4 356.9 358.9 367.2
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
5 390.4 365.0 25.4 6.9% 8.6 2.3% 18% False False 1,650
10 390.4 365.0 25.4 6.9% 7.4 2.0% 18% False False 1,628
20 400.4 365.0 35.4 9.6% 7.9 2.1% 13% False False 1,432
40 400.4 338.3 62.1 16.8% 7.0 1.9% 50% False False 1,080
60 400.4 332.0 68.4 18.5% 6.2 1.7% 55% False False 879
80 400.4 332.0 68.4 18.5% 5.7 1.5% 55% False False 714
100 400.4 332.0 68.4 18.5% 5.6 1.5% 55% False False 630
120 400.4 332.0 68.4 18.5% 5.3 1.4% 55% False False 550
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 391.3
2.618 384.1
1.618 379.7
1.000 377.0
0.618 375.3
HIGH 372.6
0.618 370.9
0.500 370.4
0.382 369.9
LOW 368.2
0.618 365.5
1.000 363.8
1.618 361.1
2.618 356.7
4.250 349.5
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 370.4 370.3
PP 370.1 370.1
S1 369.9 369.8

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

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