CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 368.6 369.6 1.0 0.3% 372.1
High 372.6 369.6 -3.0 -0.8% 375.6
Low 368.2 358.9 -9.3 -2.5% 358.9
Close 369.6 359.3 -10.3 -2.8% 359.3
Range 4.4 10.7 6.3 143.2% 16.7
ATR 7.8 8.0 0.2 2.7% 0.0
Volume 2,115 1,063 -1,052 -49.7% 7,126
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 394.7 387.7 365.2
R3 384.0 377.0 362.2
R2 373.3 373.3 361.3
R1 366.3 366.3 360.3 364.5
PP 362.6 362.6 362.6 361.7
S1 355.6 355.6 358.3 353.8
S2 351.9 351.9 357.3
S3 341.2 344.9 356.4
S4 330.5 334.2 353.4
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 414.7 403.7 368.5
R3 398.0 387.0 363.9
R2 381.3 381.3 362.4
R1 370.3 370.3 360.8 367.5
PP 364.6 364.6 364.6 363.2
S1 353.6 353.6 357.8 350.8
S2 347.9 347.9 356.2
S3 331.2 336.9 354.7
S4 314.5 320.2 350.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.2 358.9 30.3 8.4% 9.3 2.6% 1% False True 1,647
10 390.4 358.9 31.5 8.8% 7.8 2.2% 1% False True 1,649
20 400.4 358.9 41.5 11.6% 8.0 2.2% 1% False True 1,426
40 400.4 338.3 62.1 17.3% 7.2 2.0% 34% False False 1,100
60 400.4 332.0 68.4 19.0% 6.2 1.7% 40% False False 888
80 400.4 332.0 68.4 19.0% 5.7 1.6% 40% False False 725
100 400.4 332.0 68.4 19.0% 5.7 1.6% 40% False False 638
120 400.4 332.0 68.4 19.0% 5.4 1.5% 40% False False 557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 415.1
2.618 397.6
1.618 386.9
1.000 380.3
0.618 376.2
HIGH 369.6
0.618 365.5
0.500 364.3
0.382 363.0
LOW 358.9
0.618 352.3
1.000 348.2
1.618 341.6
2.618 330.9
4.250 313.4
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 364.3 365.8
PP 362.6 363.6
S1 361.0 361.5

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

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