CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 378.5 388.0 9.5 2.5% 362.2
High 391.9 389.9 -2.0 -0.5% 389.6
Low 378.5 385.0 6.5 1.7% 361.1
Close 389.3 386.5 -2.8 -0.7% 374.4
Range 13.4 4.9 -8.5 -63.4% 28.5
ATR 9.4 9.1 -0.3 -3.4% 0.0
Volume 1,374 1,135 -239 -17.4% 8,460
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 401.8 399.1 389.2
R3 396.9 394.2 387.8
R2 392.0 392.0 387.4
R1 389.3 389.3 386.9 388.2
PP 387.1 387.1 387.1 386.6
S1 384.4 384.4 386.1 383.3
S2 382.2 382.2 385.6
S3 377.3 379.5 385.2
S4 372.4 374.6 383.8
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 460.5 446.0 390.1
R3 432.0 417.5 382.2
R2 403.5 403.5 379.6
R1 389.0 389.0 377.0 396.3
PP 375.0 375.0 375.0 378.7
S1 360.5 360.5 371.8 367.8
S2 346.5 346.5 369.2
S3 318.0 332.0 366.6
S4 289.5 303.5 358.7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 391.9 371.9 20.0 5.2% 10.3 2.7% 73% False False 1,659
10 391.9 358.9 33.0 8.5% 9.7 2.5% 84% False False 1,619
20 391.9 358.9 33.0 8.5% 8.8 2.3% 84% False False 1,545
40 400.4 342.8 57.6 14.9% 8.2 2.1% 76% False False 1,286
60 400.4 332.0 68.4 17.7% 7.1 1.8% 80% False False 1,046
80 400.4 332.0 68.4 17.7% 6.4 1.6% 80% False False 869
100 400.4 332.0 68.4 17.7% 6.0 1.6% 80% False False 744
120 400.4 332.0 68.4 17.7% 5.9 1.5% 80% False False 662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.9
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 410.7
2.618 402.7
1.618 397.8
1.000 394.8
0.618 392.9
HIGH 389.9
0.618 388.0
0.500 387.5
0.382 386.9
LOW 385.0
0.618 382.0
1.000 380.1
1.618 377.1
2.618 372.2
4.250 364.2
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 387.5 385.0
PP 387.1 383.4
S1 386.8 381.9

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

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