CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 424.7 429.3 4.6 1.1% 443.8
High 431.7 437.2 5.5 1.3% 452.5
Low 424.5 426.7 2.2 0.5% 420.7
Close 428.8 434.6 5.8 1.4% 424.5
Range 7.2 10.5 3.3 45.8% 31.8
ATR 9.7 9.8 0.1 0.6% 0.0
Volume 1,636 1,711 75 4.6% 34,184
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 464.3 460.0 440.4
R3 453.8 449.5 437.5
R2 443.3 443.3 436.5
R1 439.0 439.0 435.6 441.2
PP 432.8 432.8 432.8 433.9
S1 428.5 428.5 433.6 430.7
S2 422.3 422.3 432.7
S3 411.8 418.0 431.7
S4 401.3 407.5 428.8
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 528.0 508.0 442.0
R3 496.2 476.2 433.2
R2 464.4 464.4 430.3
R1 444.4 444.4 427.4 438.5
PP 432.6 432.6 432.6 429.6
S1 412.6 412.6 421.6 406.7
S2 400.8 400.8 418.7
S3 369.0 380.8 415.8
S4 337.2 349.0 407.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 452.5 420.7 31.8 7.3% 11.3 2.6% 44% False False 3,946
10 452.5 420.7 31.8 7.3% 9.3 2.1% 44% False False 9,868
20 454.0 420.7 33.3 7.7% 9.7 2.2% 42% False False 25,222
40 454.0 396.3 57.7 13.3% 9.9 2.3% 66% False False 31,843
60 454.0 385.6 68.4 15.7% 9.1 2.1% 72% False False 26,210
80 454.0 385.6 68.4 15.7% 8.8 2.0% 72% False False 21,824
100 454.0 379.7 74.3 17.1% 9.4 2.2% 74% False False 18,485
120 454.0 347.3 106.7 24.6% 9.4 2.2% 82% False False 15,888
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 1.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 481.8
2.618 464.7
1.618 454.2
1.000 447.7
0.618 443.7
HIGH 437.2
0.618 433.2
0.500 432.0
0.382 430.7
LOW 426.7
0.618 420.2
1.000 416.2
1.618 409.7
2.618 399.2
4.250 382.1
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 433.7 432.8
PP 432.8 430.9
S1 432.0 429.1

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

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