CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 368.3 369.6 1.3 0.4% 359.0
High 368.3 369.7 1.4 0.4% 367.3
Low 368.3 369.6 1.3 0.4% 359.0
Close 368.3 369.7 1.4 0.4% 362.1
Range 0.0 0.1 0.1 8.3
ATR 4.0 3.8 -0.2 -4.6% 0.0
Volume 1 1 0 0.0% 83
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 370.0 369.9 369.8
R3 369.9 369.8 369.7
R2 369.8 369.8 369.7
R1 369.7 369.7 369.7 369.8
PP 369.7 369.7 369.7 369.7
S1 369.6 369.6 369.7 369.7
S2 369.6 369.6 369.7
S3 369.5 369.5 369.7
S4 369.4 369.4 369.6
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 387.7 383.2 366.7
R3 379.4 374.9 364.4
R2 371.1 371.1 363.6
R1 366.6 366.6 362.9 368.9
PP 362.8 362.8 362.8 363.9
S1 358.3 358.3 361.3 360.6
S2 354.5 354.5 360.6
S3 346.2 350.0 359.8
S4 337.9 341.7 357.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 369.7 362.1 7.6 2.1% 0.2 0.0% 100% True False 7
10 369.7 357.4 12.3 3.3% 1.5 0.4% 100% True False 23
20 388.3 357.4 30.9 8.4% 1.4 0.4% 40% False False 12
40 388.3 357.4 30.9 8.4% 0.8 0.2% 40% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 370.1
2.618 370.0
1.618 369.9
1.000 369.8
0.618 369.8
HIGH 369.7
0.618 369.7
0.500 369.7
0.382 369.6
LOW 369.6
0.618 369.5
1.000 369.5
1.618 369.4
2.618 369.3
4.250 369.2
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 369.7 368.4
PP 369.7 367.2
S1 369.7 365.9

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

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