CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 388.0 382.8 -5.2 -1.3% 362.2
High 389.9 384.2 -5.7 -1.5% 389.6
Low 385.0 375.0 -10.0 -2.6% 361.1
Close 386.5 378.6 -7.9 -2.0% 374.4
Range 4.9 9.2 4.3 87.8% 28.5
ATR 9.1 9.3 0.2 1.9% 0.0
Volume 1,135 1,382 247 21.8% 8,460
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 406.9 401.9 383.7
R3 397.7 392.7 381.1
R2 388.5 388.5 380.3
R1 383.5 383.5 379.4 381.4
PP 379.3 379.3 379.3 378.2
S1 374.3 374.3 377.8 372.2
S2 370.1 370.1 376.9
S3 360.9 365.1 376.1
S4 351.7 355.9 373.5
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 460.5 446.0 390.1
R3 432.0 417.5 382.2
R2 403.5 403.5 379.6
R1 389.0 389.0 377.0 396.3
PP 375.0 375.0 375.0 378.7
S1 360.5 360.5 371.8 367.8
S2 346.5 346.5 369.2
S3 318.0 332.0 366.6
S4 289.5 303.5 358.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391.9 371.9 20.0 5.3% 10.0 2.6% 34% False False 1,559
10 391.9 358.9 33.0 8.7% 10.1 2.7% 60% False False 1,546
20 391.9 358.9 33.0 8.7% 8.8 2.3% 60% False False 1,587
40 400.4 346.1 54.3 14.3% 8.3 2.2% 60% False False 1,308
60 400.4 332.0 68.4 18.1% 7.2 1.9% 68% False False 1,063
80 400.4 332.0 68.4 18.1% 6.4 1.7% 68% False False 883
100 400.4 332.0 68.4 18.1% 6.1 1.6% 68% False False 753
120 400.4 332.0 68.4 18.1% 6.0 1.6% 68% False False 672
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 1.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 423.3
2.618 408.3
1.618 399.1
1.000 393.4
0.618 389.9
HIGH 384.2
0.618 380.7
0.500 379.6
0.382 378.5
LOW 375.0
0.618 369.3
1.000 365.8
1.618 360.1
2.618 350.9
4.250 335.9
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 379.6 383.5
PP 379.3 381.8
S1 378.9 380.2

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

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