CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 25-Oct-2013
Day Change Summary
Previous Current
24-Oct-2013 25-Oct-2013 Change Change % Previous Week
Open 413.3 415.3 2.0 0.5% 405.3
High 418.3 417.3 -1.0 -0.2% 418.3
Low 412.0 413.3 1.3 0.3% 402.7
Close 415.9 414.1 -1.8 -0.4% 414.1
Range 6.3 4.0 -2.3 -36.5% 15.6
ATR 8.0 7.7 -0.3 -3.6% 0.0
Volume 12,996 14,391 1,395 10.7% 62,563
Daily Pivots for day following 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 426.9 424.5 416.3
R3 422.9 420.5 415.2
R2 418.9 418.9 414.8
R1 416.5 416.5 414.5 415.7
PP 414.9 414.9 414.9 414.5
S1 412.5 412.5 413.7 411.7
S2 410.9 410.9 413.4
S3 406.9 408.5 413.0
S4 402.9 404.5 411.9
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 458.5 451.9 422.7
R3 442.9 436.3 418.4
R2 427.3 427.3 417.0
R1 420.7 420.7 415.5 424.0
PP 411.7 411.7 411.7 413.4
S1 405.1 405.1 412.7 408.4
S2 396.1 396.1 411.2
S3 380.5 389.5 409.8
S4 364.9 373.9 405.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.3 402.7 15.6 3.8% 6.8 1.6% 73% False False 12,512
10 418.3 397.0 21.3 5.1% 7.0 1.7% 80% False False 12,130
20 418.5 395.6 22.9 5.5% 7.3 1.8% 81% False False 12,532
40 446.8 395.6 51.2 12.4% 8.7 2.1% 36% False False 8,872
60 446.8 347.3 99.5 24.0% 9.2 2.2% 67% False False 7,451
80 446.8 347.3 99.5 24.0% 9.4 2.3% 67% False False 6,053
100 446.8 347.3 99.5 24.0% 9.1 2.2% 67% False False 5,129
120 446.8 338.3 108.5 26.2% 8.6 2.1% 70% False False 4,395
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.7
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 434.3
2.618 427.8
1.618 423.8
1.000 421.3
0.618 419.8
HIGH 417.3
0.618 415.8
0.500 415.3
0.382 414.8
LOW 413.3
0.618 410.8
1.000 409.3
1.618 406.8
2.618 402.8
4.250 396.3
Fisher Pivots for day following 25-Oct-2013
Pivot 1 day 3 day
R1 415.3 413.6
PP 414.9 413.1
S1 414.5 412.7

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

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