CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 23-Jul-2013
Day Change Summary
Previous Current
22-Jul-2013 23-Jul-2013 Change Change % Previous Week
Open 384.1 386.7 2.6 0.7% 372.9
High 390.3 393.0 2.7 0.7% 391.9
Low 381.3 380.5 -0.8 -0.2% 371.9
Close 390.1 381.4 -8.7 -2.2% 383.2
Range 9.0 12.5 3.5 38.9% 20.0
ATR 9.2 9.4 0.2 2.5% 0.0
Volume 2,013 2,407 394 19.6% 7,923
Daily Pivots for day following 23-Jul-2013
Classic Woodie Camarilla DeMark
R4 422.5 414.4 388.3
R3 410.0 401.9 384.8
R2 397.5 397.5 383.7
R1 389.4 389.4 382.5 387.2
PP 385.0 385.0 385.0 383.9
S1 376.9 376.9 380.3 374.7
S2 372.5 372.5 379.1
S3 360.0 364.4 378.0
S4 347.5 351.9 374.5
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
5 393.0 375.0 18.0 4.7% 8.8 2.3% 36% True False 1,784
10 393.0 371.9 21.1 5.5% 9.9 2.6% 45% True False 1,824
20 393.0 358.9 34.1 8.9% 9.2 2.4% 66% True False 1,717
40 400.4 358.8 41.6 10.9% 8.7 2.3% 54% False False 1,423
60 400.4 338.2 62.2 16.3% 7.5 2.0% 69% False False 1,147
80 400.4 332.0 68.4 17.9% 6.6 1.7% 72% False False 950
100 400.4 332.0 68.4 17.9% 6.2 1.6% 72% False False 810
120 400.4 332.0 68.4 17.9% 6.1 1.6% 72% False False 722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 2.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 446.1
2.618 425.7
1.618 413.2
1.000 405.5
0.618 400.7
HIGH 393.0
0.618 388.2
0.500 386.8
0.382 385.3
LOW 380.5
0.618 372.8
1.000 368.0
1.618 360.3
2.618 347.8
4.250 327.4
Fisher Pivots for day following 23-Jul-2013
Pivot 1 day 3 day
R1 386.8 384.6
PP 385.0 383.5
S1 383.2 382.5

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

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