CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 372.1 365.0 -7.1 -1.9% 374.5
High 375.6 371.3 -4.3 -1.1% 390.4
Low 366.7 365.0 -1.7 -0.5% 372.2
Close 367.3 367.1 -0.2 -0.1% 374.4
Range 8.9 6.3 -2.6 -29.2% 18.2
ATR 8.1 7.9 -0.1 -1.6% 0.0
Volume 2,200 1,748 -452 -20.5% 8,711
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 386.7 383.2 370.6
R3 380.4 376.9 368.8
R2 374.1 374.1 368.3
R1 370.6 370.6 367.7 372.4
PP 367.8 367.8 367.8 368.7
S1 364.3 364.3 366.5 366.1
S2 361.5 361.5 365.9
S3 355.2 358.0 365.4
S4 348.9 351.7 363.6
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 433.6 422.2 384.4
R3 415.4 404.0 379.4
R2 397.2 397.2 377.7
R1 385.8 385.8 376.1 382.4
PP 379.0 379.0 379.0 377.3
S1 367.6 367.6 372.7 364.2
S2 360.8 360.8 371.1
S3 342.6 349.4 369.4
S4 324.4 331.2 364.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 390.4 365.0 25.4 6.9% 8.6 2.3% 8% False True 1,643
10 390.4 365.0 25.4 6.9% 8.0 2.2% 8% False True 1,471
20 400.4 365.0 35.4 9.6% 8.1 2.2% 6% False True 1,354
40 400.4 338.3 62.1 16.9% 7.0 1.9% 46% False False 1,042
60 400.4 332.0 68.4 18.6% 6.1 1.7% 51% False False 846
80 400.4 332.0 68.4 18.6% 5.7 1.5% 51% False False 693
100 400.4 332.0 68.4 18.6% 5.8 1.6% 51% False False 610
120 400.4 332.0 68.4 18.6% 5.3 1.4% 51% False False 533
Crabel Price Patterns
NR True
NR4 True
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 1.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 398.1
2.618 387.8
1.618 381.5
1.000 377.6
0.618 375.2
HIGH 371.3
0.618 368.9
0.500 368.2
0.382 367.4
LOW 365.0
0.618 361.1
1.000 358.7
1.618 354.8
2.618 348.5
4.250 338.2
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 368.2 377.1
PP 367.8 373.8
S1 367.5 370.4

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

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