CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 21-Aug-2013
Day Change Summary
Previous Current
20-Aug-2013 21-Aug-2013 Change Change % Previous Week
Open 403.4 400.6 -2.8 -0.7% 361.8
High 404.3 411.4 7.1 1.8% 389.1
Low 397.5 398.9 1.4 0.4% 360.3
Close 400.7 406.8 6.1 1.5% 385.8
Range 6.8 12.5 5.7 83.8% 28.8
ATR 9.5 9.7 0.2 2.2% 0.0
Volume 5,613 3,778 -1,835 -32.7% 26,843
Daily Pivots for day following 21-Aug-2013
Classic Woodie Camarilla DeMark
R4 443.2 437.5 413.7
R3 430.7 425.0 410.2
R2 418.2 418.2 409.1
R1 412.5 412.5 407.9 415.4
PP 405.7 405.7 405.7 407.1
S1 400.0 400.0 405.7 402.9
S2 393.2 393.2 404.5
S3 380.7 387.5 403.4
S4 368.2 375.0 399.9
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
5 411.4 379.7 31.7 7.8% 9.3 2.3% 85% True False 4,574
10 411.4 349.3 62.1 15.3% 9.8 2.4% 93% True False 4,632
20 411.4 347.3 64.1 15.8% 9.5 2.3% 93% True False 3,484
40 411.4 347.3 64.1 15.8% 9.3 2.3% 93% True False 2,632
60 411.4 347.3 64.1 15.8% 8.8 2.2% 93% True False 2,153
80 411.4 338.2 73.2 18.0% 7.9 2.0% 94% True False 1,770
100 411.4 332.0 79.4 19.5% 7.2 1.8% 94% True False 1,487
120 411.4 332.0 79.4 19.5% 6.8 1.7% 94% True False 1,281
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 464.5
2.618 444.1
1.618 431.6
1.000 423.9
0.618 419.1
HIGH 411.4
0.618 406.6
0.500 405.2
0.382 403.7
LOW 398.9
0.618 391.2
1.000 386.4
1.618 378.7
2.618 366.2
4.250 345.8
Fisher Pivots for day following 21-Aug-2013
Pivot 1 day 3 day
R1 406.3 404.8
PP 405.7 402.8
S1 405.2 400.9

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

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