CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 421.2 428.0 6.8 1.6% 405.4
High 431.0 432.5 1.5 0.3% 421.9
Low 416.8 424.3 7.5 1.8% 399.6
Close 428.4 431.9 3.5 0.8% 421.0
Range 14.2 8.2 -6.0 -42.3% 22.3
ATR 9.5 9.4 -0.1 -1.0% 0.0
Volume 60,219 66,666 6,447 10.7% 192,332
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 454.2 451.2 436.4
R3 446.0 443.0 434.2
R2 437.8 437.8 433.4
R1 434.8 434.8 432.7 436.3
PP 429.6 429.6 429.6 430.3
S1 426.6 426.6 431.1 428.1
S2 421.4 421.4 430.4
S3 413.2 418.4 429.6
S4 405.0 410.2 427.4
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 481.1 473.3 433.3
R3 458.8 451.0 427.1
R2 436.5 436.5 425.1
R1 428.7 428.7 423.0 432.6
PP 414.2 414.2 414.2 416.1
S1 406.4 406.4 419.0 410.3
S2 391.9 391.9 416.9
S3 369.6 384.1 414.9
S4 347.3 361.8 408.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 432.5 399.6 32.9 7.6% 10.1 2.3% 98% True False 51,640
10 432.5 399.6 32.9 7.6% 9.8 2.3% 98% True False 40,791
20 432.5 385.6 46.9 10.9% 9.5 2.2% 99% True False 30,890
40 432.5 385.6 46.9 10.9% 8.3 1.9% 99% True False 22,163
60 446.8 385.6 61.2 14.2% 8.9 2.1% 76% False False 16,722
80 446.8 347.3 99.5 23.0% 9.2 2.1% 85% False False 13,716
100 446.8 347.3 99.5 23.0% 9.4 2.2% 85% False False 11,373
120 446.8 347.3 99.5 23.0% 9.2 2.1% 85% False False 9,715
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 2.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 467.4
2.618 454.0
1.618 445.8
1.000 440.7
0.618 437.6
HIGH 432.5
0.618 429.4
0.500 428.4
0.382 427.4
LOW 424.3
0.618 419.2
1.000 416.1
1.618 411.0
2.618 402.8
4.250 389.5
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 430.7 427.5
PP 429.6 423.2
S1 428.4 418.8

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

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