CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 403.0 425.4 22.4 5.6% 390.3
High 419.4 438.8 19.4 4.6% 419.4
Low 400.2 425.2 25.0 6.2% 390.3
Close 418.2 435.0 16.8 4.0% 418.2
Range 19.2 13.6 -5.6 -29.2% 29.1
ATR 10.5 11.2 0.7 6.9% 0.0
Volume 4,756 6,623 1,867 39.3% 22,362
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 473.8 468.0 442.5
R3 460.2 454.4 438.7
R2 446.6 446.6 437.5
R1 440.8 440.8 436.2 443.7
PP 433.0 433.0 433.0 434.5
S1 427.2 427.2 433.8 430.1
S2 419.4 419.4 432.5
S3 405.8 413.6 431.3
S4 392.2 400.0 427.5
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 496.6 486.5 434.2
R3 467.5 457.4 426.2
R2 438.4 438.4 423.5
R1 428.3 428.3 420.9 433.4
PP 409.3 409.3 409.3 411.8
S1 399.2 399.2 415.5 404.3
S2 380.2 380.2 412.9
S3 351.1 370.1 410.2
S4 322.0 341.0 402.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 438.8 396.2 42.6 9.8% 12.5 2.9% 91% True False 5,096
10 438.8 367.8 71.0 16.3% 10.8 2.5% 95% True False 5,275
20 438.8 347.3 91.5 21.0% 9.7 2.2% 96% True False 3,874
40 438.8 347.3 91.5 21.0% 9.7 2.2% 96% True False 2,928
60 438.8 347.3 91.5 21.0% 9.2 2.1% 96% True False 2,367
80 438.8 338.3 100.5 23.1% 8.3 1.9% 96% True False 1,951
100 438.8 332.0 106.8 24.6% 7.5 1.7% 96% True False 1,643
120 438.8 332.0 106.8 24.6% 7.0 1.6% 96% True False 1,411
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 1.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 496.6
2.618 474.4
1.618 460.8
1.000 452.4
0.618 447.2
HIGH 438.8
0.618 433.6
0.500 432.0
0.382 430.4
LOW 425.2
0.618 416.8
1.000 411.6
1.618 403.2
2.618 389.6
4.250 367.4
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 434.0 429.2
PP 433.0 423.3
S1 432.0 417.5

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

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