CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 386.7 382.5 -4.2 -1.1% 372.9
High 393.0 386.2 -6.8 -1.7% 391.9
Low 380.5 380.5 0.0 0.0% 371.9
Close 381.4 381.3 -0.1 0.0% 383.2
Range 12.5 5.7 -6.8 -54.4% 20.0
ATR 9.4 9.2 -0.3 -2.8% 0.0
Volume 2,407 3,420 1,013 42.1% 7,923
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 399.8 396.2 384.4
R3 394.1 390.5 382.9
R2 388.4 388.4 382.3
R1 384.8 384.8 381.8 383.8
PP 382.7 382.7 382.7 382.1
S1 379.1 379.1 380.8 378.1
S2 377.0 377.0 380.3
S3 371.3 373.4 379.7
S4 365.6 367.7 378.2
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
5 393.0 375.0 18.0 4.7% 9.0 2.4% 35% False False 2,241
10 393.0 371.9 21.1 5.5% 9.7 2.5% 45% False False 1,950
20 393.0 358.9 34.1 8.9% 9.2 2.4% 66% False False 1,780
40 400.4 358.9 41.5 10.9% 8.5 2.2% 54% False False 1,488
60 400.4 338.2 62.2 16.3% 7.4 1.9% 69% False False 1,198
80 400.4 332.0 68.4 17.9% 6.6 1.7% 72% False False 988
100 400.4 332.0 68.4 17.9% 6.2 1.6% 72% False False 840
120 400.4 332.0 68.4 17.9% 6.1 1.6% 72% False False 750
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 2.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 410.4
2.618 401.1
1.618 395.4
1.000 391.9
0.618 389.7
HIGH 386.2
0.618 384.0
0.500 383.4
0.382 382.7
LOW 380.5
0.618 377.0
1.000 374.8
1.618 371.3
2.618 365.6
4.250 356.3
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 383.4 386.8
PP 382.7 384.9
S1 382.0 383.1

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

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