CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 428.0 431.3 3.3 0.8% 405.4
High 432.5 440.0 7.5 1.7% 421.9
Low 424.3 428.3 4.0 0.9% 399.6
Close 431.9 429.6 -2.3 -0.5% 421.0
Range 8.2 11.7 3.5 42.7% 22.3
ATR 9.4 9.5 0.2 1.8% 0.0
Volume 66,666 55,722 -10,944 -16.4% 192,332
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 467.7 460.4 436.0
R3 456.0 448.7 432.8
R2 444.3 444.3 431.7
R1 437.0 437.0 430.7 434.8
PP 432.6 432.6 432.6 431.6
S1 425.3 425.3 428.5 423.1
S2 420.9 420.9 427.5
S3 409.2 413.6 426.4
S4 397.5 401.9 423.2
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
5 440.0 399.6 40.4 9.4% 11.5 2.7% 74% True False 58,114
10 440.0 399.6 40.4 9.4% 10.3 2.4% 74% True False 43,530
20 440.0 385.6 54.4 12.7% 9.9 2.3% 81% True False 32,944
40 440.0 385.6 54.4 12.7% 8.3 1.9% 81% True False 23,315
60 446.8 385.6 61.2 14.2% 8.8 2.0% 72% False False 17,537
80 446.8 347.6 99.2 23.1% 9.3 2.2% 83% False False 14,381
100 446.8 347.3 99.5 23.2% 9.4 2.2% 83% False False 11,914
120 446.8 347.3 99.5 23.2% 9.2 2.1% 83% False False 10,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 2.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 489.7
2.618 470.6
1.618 458.9
1.000 451.7
0.618 447.2
HIGH 440.0
0.618 435.5
0.500 434.2
0.382 432.8
LOW 428.3
0.618 421.1
1.000 416.6
1.618 409.4
2.618 397.7
4.250 378.6
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 434.2 429.2
PP 432.6 428.8
S1 431.1 428.4

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

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