CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 437.0 425.2 -11.8 -2.7% 443.8
High 437.0 427.2 -9.8 -2.2% 452.5
Low 420.7 421.0 0.3 0.1% 420.7
Close 423.8 424.5 0.7 0.2% 424.5
Range 16.3 6.2 -10.1 -62.0% 31.8
ATR 10.2 9.9 -0.3 -2.8% 0.0
Volume 5,213 3,215 -1,998 -38.3% 34,184
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 442.8 439.9 427.9
R3 436.6 433.7 426.2
R2 430.4 430.4 425.6
R1 427.5 427.5 425.1 425.9
PP 424.2 424.2 424.2 423.4
S1 421.3 421.3 423.9 419.7
S2 418.0 418.0 423.4
S3 411.8 415.1 422.8
S4 405.6 408.9 421.1
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 528.0 508.0 442.0
R3 496.2 476.2 433.2
R2 464.4 464.4 430.3
R1 444.4 444.4 427.4 438.5
PP 432.6 432.6 432.6 429.6
S1 412.6 412.6 421.6 406.7
S2 400.8 400.8 418.7
S3 369.0 380.8 415.8
S4 337.2 349.0 407.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 452.5 420.7 31.8 7.5% 10.7 2.5% 12% False False 9,598
10 452.5 420.7 31.8 7.5% 9.2 2.2% 12% False False 14,381
20 454.0 420.7 33.3 7.8% 9.6 2.3% 11% False False 28,830
40 454.0 386.0 68.0 16.0% 9.9 2.3% 57% False False 32,679
60 454.0 385.6 68.4 16.1% 8.9 2.1% 57% False False 26,719
80 454.0 385.6 68.4 16.1% 9.0 2.1% 57% False False 21,908
100 454.0 367.8 86.2 20.3% 9.4 2.2% 66% False False 18,590
120 454.0 347.3 106.7 25.1% 9.4 2.2% 72% False False 15,881
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 1.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 453.6
2.618 443.4
1.618 437.2
1.000 433.4
0.618 431.0
HIGH 427.2
0.618 424.8
0.500 424.1
0.382 423.4
LOW 421.0
0.618 417.2
1.000 414.8
1.618 411.0
2.618 404.8
4.250 394.7
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 424.4 436.6
PP 424.2 432.6
S1 424.1 428.5

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

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