CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 409.6 405.2 -4.4 -1.1% 414.1
High 412.3 406.8 -5.5 -1.3% 422.6
Low 401.5 401.8 0.3 0.1% 404.6
Close 404.9 402.9 -2.0 -0.5% 405.7
Range 10.8 5.0 -5.8 -53.7% 18.0
ATR 8.9 8.7 -0.3 -3.1% 0.0
Volume 38,345 23,354 -14,991 -39.1% 138,389
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 418.8 415.9 405.7
R3 413.8 410.9 404.3
R2 408.8 408.8 403.8
R1 405.9 405.9 403.4 404.9
PP 403.8 403.8 403.8 403.3
S1 400.9 400.9 402.4 399.9
S2 398.8 398.8 402.0
S3 393.8 395.9 401.5
S4 388.8 390.9 400.2
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 465.0 453.3 415.6
R3 447.0 435.3 410.7
R2 429.0 429.0 409.0
R1 417.3 417.3 407.4 414.2
PP 411.0 411.0 411.0 409.4
S1 399.3 399.3 404.1 396.2
S2 393.0 393.0 402.4
S3 375.0 381.3 400.8
S4 357.0 363.3 395.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 420.0 401.5 18.5 4.6% 9.1 2.3% 8% False False 28,947
10 422.6 389.8 32.8 8.1% 10.1 2.5% 40% False False 28,527
20 422.6 385.6 37.0 9.2% 8.5 2.1% 47% False False 22,378
40 422.6 385.6 37.0 9.2% 7.9 2.0% 47% False False 17,074
60 446.8 385.6 61.2 15.2% 8.7 2.2% 28% False False 13,131
80 446.8 347.3 99.5 24.7% 9.1 2.3% 56% False False 10,868
100 446.8 347.3 99.5 24.7% 9.2 2.3% 56% False False 9,083
120 446.8 347.3 99.5 24.7% 9.0 2.2% 56% False False 7,786
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 10 trading days
Fibonacci Retracements and Extensions
4.250 428.1
2.618 419.9
1.618 414.9
1.000 411.8
0.618 409.9
HIGH 406.8
0.618 404.9
0.500 404.3
0.382 403.7
LOW 401.8
0.618 398.7
1.000 396.8
1.618 393.7
2.618 388.7
4.250 380.6
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 404.3 406.9
PP 403.8 405.6
S1 403.4 404.2

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

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