CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 409.6 408.7 -0.9 -0.2% 400.0
High 411.0 417.6 6.6 1.6% 410.3
Low 405.9 407.0 1.1 0.3% 397.0
Close 409.6 413.2 3.6 0.9% 405.6
Range 5.1 10.6 5.5 107.8% 13.3
ATR 8.0 8.2 0.2 2.4% 0.0
Volume 9,110 14,396 5,286 58.0% 58,742
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 444.4 439.4 419.0
R3 433.8 428.8 416.1
R2 423.2 423.2 415.1
R1 418.2 418.2 414.2 420.7
PP 412.6 412.6 412.6 413.9
S1 407.6 407.6 412.2 410.1
S2 402.0 402.0 411.3
S3 391.4 397.0 410.3
S4 380.8 386.4 407.4
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 444.2 438.2 412.9
R3 430.9 424.9 409.3
R2 417.6 417.6 408.0
R1 411.6 411.6 406.8 414.6
PP 404.3 404.3 404.3 405.8
S1 398.3 398.3 404.4 401.3
S2 391.0 391.0 403.2
S3 377.7 385.0 401.9
S4 364.4 371.7 398.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 417.6 397.7 19.9 4.8% 8.2 2.0% 78% True False 12,593
10 417.6 397.0 20.6 5.0% 7.2 1.7% 79% True False 12,617
20 418.5 395.6 22.9 5.5% 7.2 1.8% 77% False False 11,769
40 446.8 395.6 51.2 12.4% 8.9 2.1% 34% False False 8,508
60 446.8 347.3 99.5 24.1% 9.3 2.2% 66% False False 7,031
80 446.8 347.3 99.5 24.1% 9.4 2.3% 66% False False 5,759
100 446.8 347.3 99.5 24.1% 9.1 2.2% 66% False False 4,868
120 446.8 338.3 108.5 26.3% 8.6 2.1% 69% False False 4,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.6
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 462.7
2.618 445.4
1.618 434.8
1.000 428.2
0.618 424.2
HIGH 417.6
0.618 413.6
0.500 412.3
0.382 411.0
LOW 407.0
0.618 400.4
1.000 396.4
1.618 389.8
2.618 379.2
4.250 362.0
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 412.9 412.2
PP 412.6 411.2
S1 412.3 410.2

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

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