CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 356.1 355.8 -0.3 -0.1% 353.9
High 357.4 358.7 1.3 0.4% 360.7
Low 356.0 355.8 -0.2 -0.1% 352.2
Close 357.2 358.1 0.9 0.3% 355.4
Range 1.4 2.9 1.5 107.1% 8.5
ATR 4.7 4.6 -0.1 -2.7% 0.0
Volume 314 455 141 44.9% 819
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 366.2 365.1 359.7
R3 363.3 362.2 358.9
R2 360.4 360.4 358.6
R1 359.3 359.3 358.4 359.9
PP 357.5 357.5 357.5 357.8
S1 356.4 356.4 357.8 357.0
S2 354.6 354.6 357.6
S3 351.7 353.5 357.3
S4 348.8 350.6 356.5
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 381.6 377.0 360.1
R3 373.1 368.5 357.7
R2 364.6 364.6 357.0
R1 360.0 360.0 356.2 362.3
PP 356.1 356.1 356.1 357.3
S1 351.5 351.5 354.6 353.8
S2 347.6 347.6 353.8
S3 339.1 343.0 353.1
S4 330.6 334.5 350.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 360.7 353.4 7.3 2.0% 3.3 0.9% 64% False False 265
10 360.7 352.0 8.7 2.4% 3.5 1.0% 70% False False 231
20 363.0 350.6 12.4 3.5% 4.4 1.2% 60% False False 252
40 381.0 346.3 34.7 9.7% 4.9 1.4% 34% False False 267
60 381.0 346.3 34.7 9.7% 4.3 1.2% 34% False False 206
80 381.0 346.3 34.7 9.7% 3.6 1.0% 34% False False 163
100 388.3 346.3 42.0 11.7% 3.1 0.9% 28% False False 133
120 388.3 346.3 42.0 11.7% 2.6 0.7% 28% False False 112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 371.0
2.618 366.3
1.618 363.4
1.000 361.6
0.618 360.5
HIGH 358.7
0.618 357.6
0.500 357.3
0.382 356.9
LOW 355.8
0.618 354.0
1.000 352.9
1.618 351.1
2.618 348.2
4.250 343.5
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 357.8 357.8
PP 357.5 357.4
S1 357.3 357.1

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

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