CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 05-Dec-2013
Day Change Summary
Previous Current
04-Dec-2013 05-Dec-2013 Change Change % Previous Week
Open 428.8 429.8 1.0 0.2% 421.2
High 434.6 432.1 -2.5 -0.6% 440.0
Low 424.0 424.1 0.1 0.0% 416.8
Close 430.3 428.1 -2.2 -0.5% 436.6
Range 10.6 8.0 -2.6 -24.5% 23.2
ATR 9.9 9.8 -0.1 -1.4% 0.0
Volume 38,251 31,479 -6,772 -17.7% 209,950
Daily Pivots for day following 05-Dec-2013
Classic Woodie Camarilla DeMark
R4 452.1 448.1 432.5
R3 444.1 440.1 430.3
R2 436.1 436.1 429.6
R1 432.1 432.1 428.8 430.1
PP 428.1 428.1 428.1 427.1
S1 424.1 424.1 427.4 422.1
S2 420.1 420.1 426.6
S3 412.1 416.1 425.9
S4 404.1 408.1 423.7
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 500.7 491.9 449.4
R3 477.5 468.7 443.0
R2 454.3 454.3 440.9
R1 445.5 445.5 438.7 449.9
PP 431.1 431.1 431.1 433.4
S1 422.3 422.3 434.5 426.7
S2 407.9 407.9 432.3
S3 384.7 399.1 430.2
S4 361.5 375.9 423.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 442.1 423.7 18.4 4.3% 9.9 2.3% 24% False False 35,436
10 442.1 399.6 42.5 9.9% 10.7 2.5% 67% False False 46,775
20 442.1 389.8 52.3 12.2% 10.4 2.4% 73% False False 37,651
40 442.1 385.6 56.5 13.2% 8.7 2.0% 75% False False 26,037
60 446.8 385.6 61.2 14.3% 8.8 2.1% 69% False False 20,033
80 446.8 367.8 79.0 18.5% 9.4 2.2% 76% False False 16,316
100 446.8 347.3 99.5 23.2% 9.3 2.2% 81% False False 13,592
120 446.8 347.3 99.5 23.2% 9.2 2.2% 81% False False 11,583
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 3.0
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 466.1
2.618 453.0
1.618 445.0
1.000 440.1
0.618 437.0
HIGH 432.1
0.618 429.0
0.500 428.1
0.382 427.2
LOW 424.1
0.618 419.2
1.000 416.1
1.618 411.2
2.618 403.2
4.250 390.1
Fisher Pivots for day following 05-Dec-2013
Pivot 1 day 3 day
R1 428.1 429.2
PP 428.1 428.8
S1 428.1 428.5

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

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