CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 429.3 433.5 4.2 1.0% 443.8
High 437.2 435.2 -2.0 -0.5% 452.5
Low 426.7 430.0 3.3 0.8% 420.7
Close 434.6 430.6 -4.0 -0.9% 424.5
Range 10.5 5.2 -5.3 -50.5% 31.8
ATR 9.8 9.4 -0.3 -3.3% 0.0
Volume 1,711 1,093 -618 -36.1% 34,184
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 447.5 444.3 433.5
R3 442.3 439.1 432.0
R2 437.1 437.1 431.6
R1 433.9 433.9 431.1 432.9
PP 431.9 431.9 431.9 431.5
S1 428.7 428.7 430.1 427.7
S2 426.7 426.7 429.6
S3 421.5 423.5 429.2
S4 416.3 418.3 427.7
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
5 437.2 420.7 16.5 3.8% 9.1 2.1% 60% False False 2,573
10 452.5 420.7 31.8 7.4% 9.1 2.1% 31% False False 7,814
20 454.0 420.7 33.3 7.7% 9.4 2.2% 30% False False 22,605
40 454.0 399.6 54.4 12.6% 9.5 2.2% 57% False False 31,001
60 454.0 385.6 68.4 15.9% 9.0 2.1% 66% False False 25,980
80 454.0 385.6 68.4 15.9% 8.8 2.0% 66% False False 21,707
100 454.0 383.8 70.2 16.3% 9.4 2.2% 67% False False 18,443
120 454.0 347.3 106.7 24.8% 9.4 2.2% 78% False False 15,885
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.3
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 457.3
2.618 448.8
1.618 443.6
1.000 440.4
0.618 438.4
HIGH 435.2
0.618 433.2
0.500 432.6
0.382 432.0
LOW 430.0
0.618 426.8
1.000 424.8
1.618 421.6
2.618 416.4
4.250 407.9
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 432.6 430.9
PP 431.9 430.8
S1 431.3 430.7

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

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