CME Soybean Meal Future January 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 435.5 434.4 -1.1 -0.3% 424.7
High 435.8 444.8 9.0 2.1% 444.8
Low 432.4 434.4 2.0 0.5% 424.5
Close 433.0 435.2 2.2 0.5% 435.2
Range 3.4 10.4 7.0 205.9% 20.3
ATR 9.1 9.3 0.2 2.1% 0.0
Volume 654 888 234 35.8% 5,982
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 469.3 462.7 440.9
R3 458.9 452.3 438.1
R2 448.5 448.5 437.1
R1 441.9 441.9 436.2 445.2
PP 438.1 438.1 438.1 439.8
S1 431.5 431.5 434.2 434.8
S2 427.7 427.7 433.3
S3 417.3 421.1 432.3
S4 406.9 410.7 429.5
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 495.7 485.8 446.4
R3 475.4 465.5 440.8
R2 455.1 455.1 438.9
R1 445.2 445.2 437.1 450.2
PP 434.8 434.8 434.8 437.3
S1 424.9 424.9 433.3 429.9
S2 414.5 414.5 431.5
S3 394.2 404.6 429.6
S4 373.9 384.3 424.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 444.8 424.5 20.3 4.7% 7.3 1.7% 53% True False 1,196
10 452.5 420.7 31.8 7.3% 9.0 2.1% 46% False False 5,397
20 454.0 420.7 33.3 7.7% 9.4 2.1% 44% False False 17,696
40 454.0 399.6 54.4 12.5% 9.5 2.2% 65% False False 29,798
60 454.0 385.6 68.4 15.7% 9.0 2.1% 73% False False 25,622
80 454.0 385.6 68.4 15.7% 8.6 2.0% 73% False False 21,593
100 454.0 385.6 68.4 15.7% 9.3 2.1% 73% False False 18,377
120 454.0 347.3 106.7 24.5% 9.3 2.1% 82% False False 15,865
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 1.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 489.0
2.618 472.0
1.618 461.6
1.000 455.2
0.618 451.2
HIGH 444.8
0.618 440.8
0.500 439.6
0.382 438.4
LOW 434.4
0.618 428.0
1.000 424.0
1.618 417.6
2.618 407.2
4.250 390.2
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 439.6 437.4
PP 438.1 436.7
S1 436.7 435.9

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

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