CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 441.5 443.8 2.3 0.5% 448.4
High 446.8 450.8 4.0 0.9% 450.8
Low 441.3 441.6 0.3 0.1% 438.7
Close 445.7 450.3 4.6 1.0% 445.7
Range 5.5 9.2 3.7 67.3% 12.1
ATR 9.2 9.2 0.0 0.0% 0.0
Volume 13,807 17,798 3,991 28.9% 61,150
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 475.2 471.9 455.4
R3 466.0 462.7 452.8
R2 456.8 456.8 452.0
R1 453.5 453.5 451.1 455.2
PP 447.6 447.6 447.6 448.4
S1 444.3 444.3 449.5 446.0
S2 438.4 438.4 448.6
S3 429.2 435.1 447.8
S4 420.0 425.9 445.2
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% 96% True False 15,789
10 454.0 430.0 24.0 5.3% 9.3 2.1% 85% False False 24,778
20 454.0 422.0 32.0 7.1% 9.4 2.1% 88% False False 33,928
40 454.0 385.6 68.4 15.2% 9.5 2.1% 95% False False 33,709
60 454.0 385.6 68.4 15.2% 8.7 1.9% 95% False False 27,120
80 454.0 385.6 68.4 15.2% 8.9 2.0% 95% False False 21,900
100 454.0 349.3 104.7 23.3% 9.3 2.1% 96% False False 18,523
120 454.0 347.3 106.7 23.7% 9.4 2.1% 97% False False 15,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 489.9
2.618 474.9
1.618 465.7
1.000 460.0
0.618 456.5
HIGH 450.8
0.618 447.3
0.500 446.2
0.382 445.1
LOW 441.6
0.618 435.9
1.000 432.4
1.618 426.7
2.618 417.5
4.250 402.5
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 448.9 448.5
PP 447.6 446.6
S1 446.2 444.8

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

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