CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 400.0 403.4 3.4 0.9% 412.8
High 406.5 404.0 -2.5 -0.6% 418.5
Low 399.1 397.3 -1.8 -0.5% 399.5
Close 403.9 399.3 -4.6 -1.1% 400.9
Range 7.4 6.7 -0.7 -9.5% 19.0
ATR 8.6 8.4 -0.1 -1.5% 0.0
Volume 14,309 8,693 -5,616 -39.2% 74,820
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 420.3 416.5 403.0
R3 413.6 409.8 401.1
R2 406.9 406.9 400.5
R1 403.1 403.1 399.9 401.7
PP 400.2 400.2 400.2 399.5
S1 396.4 396.4 398.7 395.0
S2 393.5 393.5 398.1
S3 386.8 389.7 397.5
S4 380.1 383.0 395.6
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 463.3 451.1 411.4
R3 444.3 432.1 406.1
R2 425.3 425.3 404.4
R1 413.1 413.1 402.6 409.7
PP 406.3 406.3 406.3 404.6
S1 394.1 394.1 399.2 390.7
S2 387.3 387.3 397.4
S3 368.3 375.1 395.7
S4 349.3 356.1 390.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 411.0 397.3 13.7 3.4% 6.2 1.6% 15% False True 14,365
10 418.5 397.3 21.2 5.3% 7.0 1.8% 9% False True 13,319
20 429.3 395.6 33.7 8.4% 7.3 1.8% 11% False False 9,505
40 446.8 395.6 51.2 12.8% 9.7 2.4% 7% False False 7,509
60 446.8 347.3 99.5 24.9% 9.6 2.4% 52% False False 6,108
80 446.8 347.3 99.5 24.9% 9.5 2.4% 52% False False 5,009
100 446.8 347.3 99.5 24.9% 9.2 2.3% 52% False False 4,216
120 446.8 334.3 112.5 28.2% 8.5 2.1% 58% False False 3,610
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 1.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 432.5
2.618 421.5
1.618 414.8
1.000 410.7
0.618 408.1
HIGH 404.0
0.618 401.4
0.500 400.7
0.382 399.9
LOW 397.3
0.618 393.2
1.000 390.6
1.618 386.5
2.618 379.8
4.250 368.8
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 400.7 402.0
PP 400.2 401.1
S1 399.8 400.2

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

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