CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 380.5 384.8 4.3 1.1% 372.1
High 388.0 389.2 1.2 0.3% 375.6
Low 380.2 378.5 -1.7 -0.4% 358.9
Close 383.3 388.9 5.6 1.5% 359.3
Range 7.8 10.7 2.9 37.2% 16.7
ATR 8.6 8.8 0.1 1.7% 0.0
Volume 2,163 1,883 -280 -12.9% 7,126
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 417.6 414.0 394.8
R3 406.9 403.3 391.8
R2 396.2 396.2 390.9
R1 392.6 392.6 389.9 394.4
PP 385.5 385.5 385.5 386.5
S1 381.9 381.9 387.9 383.7
S2 374.8 374.8 386.9
S3 364.1 371.2 386.0
S4 353.4 360.5 383.0
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 7.8% 10.3 2.6% 99% True False 1,533
10 390.4 358.9 31.5 8.1% 9.4 2.4% 95% False False 1,591
20 392.2 358.9 33.3 8.6% 8.1 2.1% 90% False False 1,495
40 400.4 339.6 60.8 15.6% 7.7 2.0% 81% False False 1,187
60 400.4 332.0 68.4 17.6% 6.6 1.7% 83% False False 968
80 400.4 332.0 68.4 17.6% 6.0 1.6% 83% False False 796
100 400.4 332.0 68.4 17.6% 5.9 1.5% 83% False False 695
120 400.4 332.0 68.4 17.6% 5.6 1.4% 83% False False 610
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 434.7
2.618 417.2
1.618 406.5
1.000 399.9
0.618 395.8
HIGH 389.2
0.618 385.1
0.500 383.9
0.382 382.6
LOW 378.5
0.618 371.9
1.000 367.8
1.618 361.2
2.618 350.5
4.250 333.0
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 387.2 386.1
PP 385.5 383.2
S1 383.9 380.4

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

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