CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 428.7 428.6 -0.1 0.0% 437.4
High 430.4 432.1 1.7 0.4% 442.0
Low 420.9 422.4 1.5 0.4% 415.0
Close 426.9 425.3 -1.6 -0.4% 426.9
Range 9.5 9.7 0.2 2.1% 27.0
ATR 12.1 11.9 -0.2 -1.4% 0.0
Volume 5,478 5,130 -348 -6.4% 21,982
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 455.7 450.2 430.6
R3 446.0 440.5 428.0
R2 436.3 436.3 427.1
R1 430.8 430.8 426.2 428.7
PP 426.6 426.6 426.6 425.6
S1 421.1 421.1 424.4 419.0
S2 416.9 416.9 423.5
S3 407.2 411.4 422.6
S4 397.5 401.7 420.0
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 509.0 494.9 441.8
R3 482.0 467.9 434.3
R2 455.0 455.0 431.9
R1 440.9 440.9 429.4 434.5
PP 428.0 428.0 428.0 424.7
S1 413.9 413.9 424.4 407.5
S2 401.0 401.0 422.0
S3 374.0 386.9 419.5
S4 347.0 359.9 412.1
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 442.0 415.0 27.0 6.3% 12.2 2.9% 38% False False 5,422
10 443.2 415.0 28.2 6.6% 11.8 2.8% 37% False False 5,508
20 443.2 360.3 82.9 19.5% 11.4 2.7% 78% False False 5,214
40 443.2 347.3 95.9 22.5% 10.2 2.4% 81% False False 3,750
60 443.2 347.3 95.9 22.5% 9.6 2.3% 81% False False 2,998
80 443.2 339.6 103.6 24.4% 9.1 2.1% 83% False False 2,487
100 443.2 332.0 111.2 26.1% 8.2 1.9% 84% False False 2,096
120 443.2 332.0 111.2 26.1% 7.5 1.8% 84% False False 1,795
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 3.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 473.3
2.618 457.5
1.618 447.8
1.000 441.8
0.618 438.1
HIGH 432.1
0.618 428.4
0.500 427.3
0.382 426.1
LOW 422.4
0.618 416.4
1.000 412.7
1.618 406.7
2.618 397.0
4.250 381.2
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 427.3 424.7
PP 426.6 424.1
S1 426.0 423.6

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

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