CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 400.9 408.2 7.3 1.8% 409.0
High 409.1 413.6 4.5 1.1% 417.8
Low 398.9 407.0 8.1 2.0% 407.7
Close 408.3 409.8 1.5 0.4% 416.2
Range 10.2 6.6 -3.6 -35.3% 10.1
ATR 10.0 9.8 -0.2 -2.4% 0.0
Volume 9,639 11,314 1,675 17.4% 25,615
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 429.9 426.5 413.4
R3 423.3 419.9 411.6
R2 416.7 416.7 411.0
R1 413.3 413.3 410.4 415.0
PP 410.1 410.1 410.1 411.0
S1 406.7 406.7 409.2 408.4
S2 403.5 403.5 408.6
S3 396.9 400.1 408.0
S4 390.3 393.5 406.2
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 444.2 440.3 421.8
R3 434.1 430.2 419.0
R2 424.0 424.0 418.1
R1 420.1 420.1 417.1 422.1
PP 413.9 413.9 413.9 414.9
S1 410.0 410.0 415.3 412.0
S2 403.8 403.8 414.3
S3 393.7 399.9 413.4
S4 383.6 389.8 410.6
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417.2 395.6 21.6 5.3% 8.5 2.1% 66% False False 9,476
10 419.6 395.6 24.0 5.9% 7.7 1.9% 59% False False 6,927
20 446.8 395.6 51.2 12.5% 9.4 2.3% 28% False False 6,240
40 446.8 349.3 97.5 23.8% 10.3 2.5% 62% False False 5,627
60 446.8 347.3 99.5 24.3% 10.0 2.4% 63% False False 4,465
80 446.8 347.3 99.5 24.3% 9.6 2.3% 63% False False 3,721
100 446.8 338.3 108.5 26.5% 9.0 2.2% 66% False False 3,141
120 446.8 332.0 114.8 28.0% 8.3 2.0% 68% False False 2,704
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 1.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 441.7
2.618 430.9
1.618 424.3
1.000 420.2
0.618 417.7
HIGH 413.6
0.618 411.1
0.500 410.3
0.382 409.5
LOW 407.0
0.618 402.9
1.000 400.4
1.618 396.3
2.618 389.7
4.250 379.0
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 410.3 408.1
PP 410.1 406.3
S1 410.0 404.6

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

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