CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 446.6 441.5 -5.1 -1.1% 448.4
High 447.0 446.8 -0.2 0.0% 450.8
Low 438.7 441.3 2.6 0.6% 438.7
Close 441.0 445.7 4.7 1.1% 445.7
Range 8.3 5.5 -2.8 -33.7% 12.1
ATR 9.4 9.2 -0.3 -2.7% 0.0
Volume 16,660 13,807 -2,853 -17.1% 61,150
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 461.1 458.9 448.7
R3 455.6 453.4 447.2
R2 450.1 450.1 446.7
R1 447.9 447.9 446.2 449.0
PP 444.6 444.6 444.6 445.2
S1 442.4 442.4 445.2 443.5
S2 439.1 439.1 444.7
S3 433.6 436.9 444.2
S4 428.1 431.4 442.7
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 481.4 475.6 452.4
R3 469.3 463.5 449.0
R2 457.2 457.2 447.9
R1 451.4 451.4 446.8 448.3
PP 445.1 445.1 445.1 443.5
S1 439.3 439.3 444.6 436.2
S2 433.0 433.0 443.5
S3 420.9 427.2 442.4
S4 408.8 415.1 439.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 450.8 438.7 12.1 2.7% 7.3 1.6% 58% False False 16,461
10 454.0 425.9 28.1 6.3% 9.1 2.0% 70% False False 26,240
20 454.0 422.0 32.0 7.2% 9.3 2.1% 74% False False 34,406
40 454.0 385.6 68.4 15.3% 9.6 2.1% 88% False False 33,675
60 454.0 385.6 68.4 15.3% 8.6 1.9% 88% False False 27,012
80 454.0 385.6 68.4 15.3% 8.9 2.0% 88% False False 21,754
100 454.0 347.6 106.4 23.9% 9.3 2.1% 92% False False 18,386
120 454.0 347.3 106.7 23.9% 9.3 2.1% 92% False False 15,662
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.6
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 470.2
2.618 461.2
1.618 455.7
1.000 452.3
0.618 450.2
HIGH 446.8
0.618 444.7
0.500 444.1
0.382 443.4
LOW 441.3
0.618 437.9
1.000 435.8
1.618 432.4
2.618 426.9
4.250 417.9
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 445.2 445.2
PP 444.6 444.7
S1 444.1 444.2

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

View Archives - Comment on this page... - Back to Index of Symbols