CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 388.8 390.3 1.5 0.4% 361.8
High 389.1 403.6 14.5 3.7% 389.1
Low 383.8 390.3 6.5 1.7% 360.3
Close 385.8 402.9 17.1 4.4% 385.8
Range 5.3 13.3 8.0 150.9% 28.8
ATR 9.1 9.7 0.6 6.8% 0.0
Volume 4,627 3,502 -1,125 -24.3% 26,843
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 438.8 434.2 410.2
R3 425.5 420.9 406.6
R2 412.2 412.2 405.3
R1 407.6 407.6 404.1 409.9
PP 398.9 398.9 398.9 400.1
S1 394.3 394.3 401.7 396.6
S2 385.6 385.6 400.5
S3 372.3 381.0 399.2
S4 359.0 367.7 395.6
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 464.8 454.1 401.6
R3 436.0 425.3 393.7
R2 407.2 407.2 391.1
R1 396.5 396.5 388.4 401.9
PP 378.4 378.4 378.4 381.1
S1 367.7 367.7 383.2 373.1
S2 349.6 349.6 380.5
S3 320.8 338.9 377.9
S4 292.0 310.1 370.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 403.6 367.8 35.8 8.9% 9.1 2.2% 98% True False 5,454
10 403.6 347.3 56.3 14.0% 8.8 2.2% 99% True False 4,354
20 403.6 347.3 56.3 14.0% 9.4 2.3% 99% True False 3,305
40 403.6 347.3 56.3 14.0% 9.2 2.3% 99% True False 2,508
60 403.6 347.3 56.3 14.0% 8.8 2.2% 99% True False 2,021
80 403.6 334.3 69.3 17.2% 7.9 2.0% 99% True False 1,660
100 403.6 332.0 71.6 17.8% 7.2 1.8% 99% True False 1,400
120 403.6 332.0 71.6 17.8% 6.7 1.7% 99% True False 1,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 460.1
2.618 438.4
1.618 425.1
1.000 416.9
0.618 411.8
HIGH 403.6
0.618 398.5
0.500 397.0
0.382 395.4
LOW 390.3
0.618 382.1
1.000 377.0
1.618 368.8
2.618 355.5
4.250 333.8
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 400.9 399.2
PP 398.9 395.4
S1 397.0 391.7

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

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