CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 447.5 442.1 -5.4 -1.2% 427.2
High 454.0 445.3 -8.7 -1.9% 444.4
Low 440.1 437.3 -2.8 -0.6% 425.9
Close 441.2 442.1 0.9 0.2% 432.6
Range 13.9 8.0 -5.9 -42.4% 18.5
ATR 10.1 10.0 -0.2 -1.5% 0.0
Volume 36,030 27,322 -8,708 -24.2% 236,928
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 465.6 461.8 446.5
R3 457.6 453.8 444.3
R2 449.6 449.6 443.6
R1 445.8 445.8 442.8 446.1
PP 441.6 441.6 441.6 441.7
S1 437.8 437.8 441.4 438.1
S2 433.6 433.6 440.6
S3 425.6 429.8 439.9
S4 417.6 421.8 437.7
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 489.8 479.7 442.8
R3 471.3 461.2 437.7
R2 452.8 452.8 436.0
R1 442.7 442.7 434.3 447.8
PP 434.3 434.3 434.3 436.8
S1 424.2 424.2 430.9 429.3
S2 415.8 415.8 429.2
S3 397.3 405.7 427.5
S4 378.8 387.2 422.4
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 454.0 425.9 28.1 6.4% 11.0 2.5% 58% False False 36,019
10 454.0 422.0 32.0 7.2% 9.9 2.2% 63% False False 42,863
20 454.0 399.6 54.4 12.3% 10.3 2.3% 78% False False 44,819
40 454.0 385.6 68.4 15.5% 9.4 2.1% 83% False False 33,598
60 454.0 385.6 68.4 15.5% 8.7 2.0% 83% False False 26,322
80 454.0 385.6 68.4 15.5% 9.1 2.1% 83% False False 21,053
100 454.0 347.3 106.7 24.1% 9.3 2.1% 89% False False 17,658
120 454.0 347.3 106.7 24.1% 9.4 2.1% 89% False False 15,039
Crabel Price Patterns
NR True
NR4 True
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 2.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 479.3
2.618 466.2
1.618 458.2
1.000 453.3
0.618 450.2
HIGH 445.3
0.618 442.2
0.500 441.3
0.382 440.4
LOW 437.3
0.618 432.4
1.000 429.3
1.618 424.4
2.618 416.4
4.250 403.3
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 441.8 444.2
PP 441.6 443.5
S1 441.3 442.8

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

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