CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 386.5 378.0 -8.5 -2.2% 374.6
High 386.5 378.0 -8.5 -2.2% 397.0
Low 386.4 378.0 -8.4 -2.2% 374.6
Close 386.4 378.0 -8.4 -2.2% 397.0
Range 0.1 0.0 -0.1 -100.0% 22.4
ATR
Volume 37 1 -36 -97.3% 16
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 378.0 378.0 378.0
R3 378.0 378.0 378.0
R2 378.0 378.0 378.0
R1 378.0 378.0 378.0 378.0
PP 378.0 378.0 378.0 378.0
S1 378.0 378.0 378.0 378.0
S2 378.0 378.0 378.0
S3 378.0 378.0 378.0
S4 378.0 378.0 378.0
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 456.7 449.3 409.3
R3 434.3 426.9 403.2
R2 411.9 411.9 401.1
R1 404.5 404.5 399.1 408.2
PP 389.5 389.5 389.5 391.4
S1 382.1 382.1 394.9 385.8
S2 367.1 367.1 392.9
S3 344.7 359.7 390.8
S4 322.3 337.3 384.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 397.0 378.0 19.0 5.0% 0.0 0.0% 0% False True 15
10 397.0 374.6 22.4 5.9% 0.0 0.0% 15% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 378.0
2.618 378.0
1.618 378.0
1.000 378.0
0.618 378.0
HIGH 378.0
0.618 378.0
0.500 378.0
0.382 378.0
LOW 378.0
0.618 378.0
1.000 378.0
1.618 378.0
2.618 378.0
4.250 378.0
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 378.0 382.3
PP 378.0 380.8
S1 378.0 379.4

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

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