CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 16-Aug-2013
Day Change Summary
Previous Current
15-Aug-2013 16-Aug-2013 Change Change % Previous Week
Open 380.0 388.8 8.8 2.3% 361.8
High 388.2 389.1 0.9 0.2% 389.1
Low 379.7 383.8 4.1 1.1% 360.3
Close 387.0 385.8 -1.2 -0.3% 385.8
Range 8.5 5.3 -3.2 -37.6% 28.8
ATR 9.4 9.1 -0.3 -3.1% 0.0
Volume 5,353 4,627 -726 -13.6% 26,843
Daily Pivots for day following 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 402.1 399.3 388.7
R3 396.8 394.0 387.3
R2 391.5 391.5 386.8
R1 388.7 388.7 386.3 387.5
PP 386.2 386.2 386.2 385.6
S1 383.4 383.4 385.3 382.2
S2 380.9 380.9 384.8
S3 375.6 378.1 384.3
S4 370.3 372.8 382.9
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 464.8 454.1 401.6
R3 436.0 425.3 393.7
R2 407.2 407.2 391.1
R1 396.5 396.5 388.4 401.9
PP 378.4 378.4 378.4 381.1
S1 367.7 367.7 383.2 373.1
S2 349.6 349.6 380.5
S3 320.8 338.9 377.9
S4 292.0 310.1 370.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 389.1 360.3 28.8 7.5% 9.6 2.5% 89% True False 5,368
10 389.1 347.3 41.8 10.8% 8.2 2.1% 92% True False 4,223
20 393.0 347.3 45.7 11.8% 9.2 2.4% 84% False False 3,231
40 393.0 347.3 45.7 11.8% 9.0 2.3% 84% False False 2,437
60 400.4 347.3 53.1 13.8% 8.7 2.2% 73% False False 1,973
80 400.4 334.0 66.4 17.2% 7.8 2.0% 78% False False 1,621
100 400.4 332.0 68.4 17.7% 7.1 1.8% 79% False False 1,369
120 400.4 332.0 68.4 17.7% 6.6 1.7% 79% False False 1,181
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 1.2
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 411.6
2.618 403.0
1.618 397.7
1.000 394.4
0.618 392.4
HIGH 389.1
0.618 387.1
0.500 386.5
0.382 385.8
LOW 383.8
0.618 380.5
1.000 378.5
1.618 375.2
2.618 369.9
4.250 361.3
Fisher Pivots for day following 16-Aug-2013
Pivot 1 day 3 day
R1 386.5 383.4
PP 386.2 380.9
S1 386.0 378.5

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

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