CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 399.3 399.7 0.4 0.1% 412.8
High 401.2 408.8 7.6 1.9% 418.5
Low 397.0 397.7 0.7 0.2% 399.5
Close 399.7 408.0 8.3 2.1% 400.9
Range 4.2 11.1 6.9 164.3% 19.0
ATR 8.1 8.3 0.2 2.6% 0.0
Volume 7,947 11,582 3,635 45.7% 74,820
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 438.1 434.2 414.1
R3 427.0 423.1 411.1
R2 415.9 415.9 410.0
R1 412.0 412.0 409.0 414.0
PP 404.8 404.8 404.8 405.8
S1 400.9 400.9 407.0 402.9
S2 393.7 393.7 406.0
S3 382.6 389.8 404.9
S4 371.5 378.7 401.9
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
5 408.8 397.0 11.8 2.9% 7.3 1.8% 93% True False 11,485
10 418.5 397.0 21.5 5.3% 6.9 1.7% 51% False False 13,177
20 419.6 395.6 24.0 5.9% 7.3 1.8% 52% False False 10,052
40 446.8 395.6 51.2 12.5% 9.6 2.4% 24% False False 7,763
60 446.8 347.3 99.5 24.4% 9.6 2.3% 61% False False 6,336
80 446.8 347.3 99.5 24.4% 9.5 2.3% 61% False False 5,197
100 446.8 347.3 99.5 24.4% 9.1 2.2% 61% False False 4,397
120 446.8 338.2 108.6 26.6% 8.5 2.1% 64% False False 3,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.3
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 456.0
2.618 437.9
1.618 426.8
1.000 419.9
0.618 415.7
HIGH 408.8
0.618 404.6
0.500 403.3
0.382 401.9
LOW 397.7
0.618 390.8
1.000 386.6
1.618 379.7
2.618 368.6
4.250 350.5
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 406.4 406.3
PP 404.8 404.6
S1 403.3 402.9

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

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