CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 14-Aug-2013
Day Change Summary
Previous Current
13-Aug-2013 14-Aug-2013 Change Change % Previous Week
Open 373.5 373.5 0.0 0.0% 355.7
High 378.2 379.7 1.5 0.4% 363.0
Low 371.9 367.8 -4.1 -1.1% 347.3
Close 374.0 379.5 5.5 1.5% 357.9
Range 6.3 11.9 5.6 88.9% 15.7
ATR 9.3 9.4 0.2 2.0% 0.0
Volume 8,577 5,215 -3,362 -39.2% 15,391
Daily Pivots for day following 14-Aug-2013
Classic Woodie Camarilla DeMark
R4 411.4 407.3 386.0
R3 399.5 395.4 382.8
R2 387.6 387.6 381.7
R1 383.5 383.5 380.6 385.6
PP 375.7 375.7 375.7 376.7
S1 371.6 371.6 378.4 373.7
S2 363.8 363.8 377.3
S3 351.9 359.7 376.2
S4 340.0 347.8 373.0
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 403.2 396.2 366.5
R3 387.5 380.5 362.2
R2 371.8 371.8 360.8
R1 364.8 364.8 359.3 368.3
PP 356.1 356.1 356.1 357.8
S1 349.1 349.1 356.5 352.6
S2 340.4 340.4 355.0
S3 324.7 333.4 353.6
S4 309.0 317.7 349.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 379.7 349.3 30.4 8.0% 10.3 2.7% 99% True False 4,691
10 379.7 347.3 32.4 8.5% 8.8 2.3% 99% True False 3,588
20 393.0 347.3 45.7 12.0% 9.4 2.5% 70% False False 2,900
40 393.0 347.3 45.7 12.0% 9.1 2.4% 70% False False 2,223
60 400.4 342.8 57.6 15.2% 8.6 2.3% 64% False False 1,824
80 400.4 332.0 68.4 18.0% 7.7 2.0% 69% False False 1,510
100 400.4 332.0 68.4 18.0% 7.0 1.8% 69% False False 1,275
120 400.4 332.0 68.4 18.0% 6.6 1.7% 69% False False 1,104
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 1.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 430.3
2.618 410.9
1.618 399.0
1.000 391.6
0.618 387.1
HIGH 379.7
0.618 375.2
0.500 373.8
0.382 372.3
LOW 367.8
0.618 360.4
1.000 355.9
1.618 348.5
2.618 336.6
4.250 317.2
Fisher Pivots for day following 14-Aug-2013
Pivot 1 day 3 day
R1 377.6 376.3
PP 375.7 373.2
S1 373.8 370.0

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

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