CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 419.6 409.0 -10.6 -2.5% 439.4
High 419.6 413.0 -6.6 -1.6% 439.5
Low 409.0 408.2 -0.8 -0.2% 409.0
Close 411.1 408.6 -2.5 -0.6% 411.1
Range 10.6 4.8 -5.8 -54.7% 30.5
ATR 11.6 11.1 -0.5 -4.2% 0.0
Volume 3,551 3,925 374 10.5% 22,805
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 424.3 421.3 411.2
R3 419.5 416.5 409.9
R2 414.7 414.7 409.5
R1 411.7 411.7 409.0 410.8
PP 409.9 409.9 409.9 409.5
S1 406.9 406.9 408.2 406.0
S2 405.1 405.1 407.7
S3 400.3 402.1 407.3
S4 395.5 397.3 406.0
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 511.4 491.7 427.9
R3 480.9 461.2 419.5
R2 450.4 450.4 416.7
R1 430.7 430.7 413.9 425.3
PP 419.9 419.9 419.9 417.2
S1 400.2 400.2 408.3 394.8
S2 389.4 389.4 405.5
S3 358.9 369.7 402.7
S4 328.4 339.2 394.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 433.3 408.2 25.1 6.1% 8.8 2.2% 2% False True 4,021
10 446.8 408.2 38.6 9.4% 10.7 2.6% 1% False True 5,240
20 446.8 408.2 38.6 9.4% 11.3 2.8% 1% False True 5,374
40 446.8 347.3 99.5 24.4% 10.4 2.5% 62% False False 4,512
60 446.8 347.3 99.5 24.4% 10.3 2.5% 62% False False 3,651
80 446.8 347.3 99.5 24.4% 9.6 2.4% 62% False False 3,057
100 446.8 338.2 108.6 26.6% 8.8 2.2% 65% False False 2,576
120 446.8 332.0 114.8 28.1% 8.0 2.0% 67% False False 2,211
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 False
Stretch 3.0
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 433.4
2.618 425.6
1.618 420.8
1.000 417.8
0.618 416.0
HIGH 413.0
0.618 411.2
0.500 410.6
0.382 410.0
LOW 408.2
0.618 405.2
1.000 403.4
1.618 400.4
2.618 395.6
4.250 387.8
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 410.6 418.8
PP 409.9 415.4
S1 409.3 412.0

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

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