CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 437.1 428.7 -8.4 -1.9% 421.2
High 442.1 431.9 -10.2 -2.3% 440.0
Low 426.5 423.7 -2.8 -0.7% 416.8
Close 428.8 428.8 0.0 0.0% 436.6
Range 15.6 8.2 -7.4 -47.4% 23.2
ATR 10.0 9.8 -0.1 -1.3% 0.0
Volume 39,552 40,557 1,005 2.5% 209,950
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 452.7 449.0 433.3
R3 444.5 440.8 431.1
R2 436.3 436.3 430.3
R1 432.6 432.6 429.6 434.5
PP 428.1 428.1 428.1 429.1
S1 424.4 424.4 428.0 426.3
S2 419.9 419.9 427.3
S3 411.7 416.2 426.5
S4 403.5 408.0 424.3
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
5 442.1 423.7 18.4 4.3% 10.1 2.4% 28% False True 45,968
10 442.1 399.6 42.5 9.9% 10.4 2.4% 69% False False 45,972
20 442.1 385.6 56.5 13.2% 10.0 2.3% 76% False False 35,205
40 442.1 385.6 56.5 13.2% 8.6 2.0% 76% False False 25,080
60 446.8 385.6 61.2 14.3% 8.8 2.0% 71% False False 19,049
80 446.8 360.3 86.5 20.2% 9.4 2.2% 79% False False 15,590
100 446.8 347.3 99.5 23.2% 9.3 2.2% 82% False False 12,929
120 446.8 347.3 99.5 23.2% 9.2 2.1% 82% False False 11,023
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 466.8
2.618 453.4
1.618 445.2
1.000 440.1
0.618 437.0
HIGH 431.9
0.618 428.8
0.500 427.8
0.382 426.8
LOW 423.7
0.618 418.6
1.000 415.5
1.618 410.4
2.618 402.2
4.250 388.9
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 428.5 432.9
PP 428.1 431.5
S1 427.8 430.2

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

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