CME Soybean Meal Future January 2014

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	378.9	384.1	5.2	1.4%	372.9
High	384.6	390.3	5.7	1.5%	391.9
Low	376.1	381.3	5.2	1.4%	371.9
Close	383.2	390.1	6.9	1.8%	383.2
Range	8.5	9.0	0.5	5.9%	20.0
ATR	9.2	9.2	0.0	-0.2%	0.0
Volume	1,983	2,013	30	1.5%	7,923

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	414.2	411.2	395.1
R3	405.2	402.2	392.6
R2	396.2	396.2	391.8
R1	393.2	393.2	390.9	394.7
PP	387.2	387.2	387.2	388.0
S1	384.2	384.2	389.3	385.7
S2	378.2	378.2	388.5
S3	369.2	375.2	387.6
S4	360.2	366.2	385.2

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	442.3	432.8	394.2
R3	422.3	412.8	388.7
R2	402.3	402.3	386.9
R1	392.8	392.8	385.0	397.6
PP	382.3	382.3	382.3	384.7
S1	372.8	372.8	381.4	377.6
S2	362.3	362.3	379.5
S3	342.3	352.8	377.7
S4	322.3	332.8	372.2

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	391.9	375.0	16.9	4.3%	9.0	2.3%	89%	False	False	1,577
10	391.9	371.5	20.4	5.2%	9.9	2.5%	91%	False	False	1,749
20	391.9	358.9	33.0	8.5%	9.0	2.3%	95%	False	False	1,711
40	400.4	352.8	47.6	12.2%	8.5	2.2%	78%	False	False	1,379
60	400.4	334.3	66.1	16.9%	7.4	1.9%	84%	False	False	1,112
80	400.4	332.0	68.4	17.5%	6.6	1.7%	85%	False	False	923
100	400.4	332.0	68.4	17.5%	6.2	1.6%	85%	False	False	789
120	400.4	332.0	68.4	17.5%	6.0	1.5%	85%	False	False	704

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	1.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	428.6
2.618	413.9
1.618	404.9
1.000	399.3
0.618	395.9
HIGH	390.3
0.618	386.9
0.500	385.8
0.382	384.7
LOW	381.3
0.618	375.7
1.000	372.3
1.618	366.7
2.618	357.7
4.250	343.1

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	388.7	387.6
PP	387.2	385.1
S1	385.8	382.7

Download as Excel Spreadsheet

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

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