CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 416.8 410.3 -6.5 -1.6% 413.7
High 418.5 410.3 -8.2 -2.0% 415.9
Low 408.9 406.1 -2.8 -0.7% 395.6
Close 411.0 407.1 -3.9 -0.9% 413.7
Range 9.6 4.2 -5.4 -56.3% 20.3
ATR 9.3 9.0 -0.3 -3.4% 0.0
Volume 14,864 16,569 1,705 11.5% 54,530
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 420.4 418.0 409.4
R3 416.2 413.8 408.3
R2 412.0 412.0 407.9
R1 409.6 409.6 407.5 408.7
PP 407.8 407.8 407.8 407.4
S1 405.4 405.4 406.7 404.5
S2 403.6 403.6 406.3
S3 399.4 401.2 405.9
S4 395.2 397.0 404.8
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 469.3 461.8 424.9
R3 449.0 441.5 419.3
R2 428.7 428.7 417.4
R1 421.2 421.2 415.6 423.9
PP 408.4 408.4 408.4 409.7
S1 400.9 400.9 411.8 403.6
S2 388.1 388.1 410.0
S3 367.8 380.6 408.1
S4 347.5 360.3 402.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 418.5 406.1 12.4 3.0% 6.6 1.6% 8% False True 13,659
10 418.5 395.6 22.9 5.6% 7.3 1.8% 50% False False 10,921
20 446.8 395.6 51.2 12.6% 9.1 2.2% 22% False False 8,024
40 446.8 367.8 79.0 19.4% 10.0 2.5% 50% False False 6,595
60 446.8 347.3 99.5 24.4% 9.7 2.4% 60% False False 5,296
80 446.8 347.3 99.5 24.4% 9.5 2.3% 60% False False 4,356
100 446.8 341.9 104.9 25.8% 9.1 2.2% 62% False False 3,687
120 446.8 332.0 114.8 28.2% 8.4 2.1% 65% False False 3,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 428.2
2.618 421.3
1.618 417.1
1.000 414.5
0.618 412.9
HIGH 410.3
0.618 408.7
0.500 408.2
0.382 407.7
LOW 406.1
0.618 403.5
1.000 401.9
1.618 399.3
2.618 395.1
4.250 388.3
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 408.2 412.3
PP 407.8 410.6
S1 407.5 408.8

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

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