CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 431.3 432.1 0.8 0.2% 421.2
High 440.0 439.0 -1.0 -0.2% 440.0
Low 428.3 432.1 3.8 0.9% 416.8
Close 429.6 436.6 7.0 1.6% 436.6
Range 11.7 6.9 -4.8 -41.0% 23.2
ATR 9.5 9.5 0.0 -0.1% 0.0
Volume 55,722 27,343 -28,379 -50.9% 209,950
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 456.6 453.5 440.4
R3 449.7 446.6 438.5
R2 442.8 442.8 437.9
R1 439.7 439.7 437.2 441.3
PP 435.9 435.9 435.9 436.7
S1 432.8 432.8 436.0 434.4
S2 429.0 429.0 435.3
S3 422.1 425.9 434.7
S4 415.2 419.0 432.8
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 500.7 491.9 449.4
R3 477.5 468.7 443.0
R2 454.3 454.3 440.9
R1 445.5 445.5 438.7 449.9
PP 431.1 431.1 431.1 433.4
S1 422.3 422.3 434.5 426.7
S2 407.9 407.9 432.3
S3 384.7 399.1 430.2
S4 361.5 375.9 423.8
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 440.0 405.1 34.9 8.0% 11.6 2.6% 90% False False 55,871
10 440.0 399.6 40.4 9.3% 10.4 2.4% 92% False False 43,964
20 440.0 385.6 54.4 12.5% 9.7 2.2% 94% False False 33,491
40 440.0 385.6 54.4 12.5% 8.3 1.9% 94% False False 23,716
60 446.8 385.6 61.2 14.0% 8.7 2.0% 83% False False 17,890
80 446.8 349.3 97.5 22.3% 9.3 2.1% 90% False False 14,671
100 446.8 347.3 99.5 22.8% 9.3 2.1% 90% False False 12,165
120 446.8 347.3 99.5 22.8% 9.2 2.1% 90% False False 10,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 2.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 468.3
2.618 457.1
1.618 450.2
1.000 445.9
0.618 443.3
HIGH 439.0
0.618 436.4
0.500 435.6
0.382 434.7
LOW 432.1
0.618 427.8
1.000 425.2
1.618 420.9
2.618 414.0
4.250 402.8
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 436.3 435.1
PP 435.9 433.6
S1 435.6 432.2

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

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