CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
370.9 |
370.8 |
-0.1 |
0.0% |
368.0 |
High |
370.9 |
370.8 |
-0.1 |
0.0% |
372.5 |
Low |
370.9 |
370.8 |
-0.1 |
0.0% |
366.7 |
Close |
370.9 |
370.8 |
-0.1 |
0.0% |
369.3 |
Range |
|
|
|
|
|
ATR |
2.9 |
2.7 |
-0.2 |
-6.9% |
0.0 |
Volume |
10 |
5 |
-5 |
-50.0% |
127 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
370.8 |
370.8 |
370.8 |
|
R3 |
370.8 |
370.8 |
370.8 |
|
R2 |
370.8 |
370.8 |
370.8 |
|
R1 |
370.8 |
370.8 |
370.8 |
370.8 |
PP |
370.8 |
370.8 |
370.8 |
370.8 |
S1 |
370.8 |
370.8 |
370.8 |
370.8 |
S2 |
370.8 |
370.8 |
370.8 |
|
S3 |
370.8 |
370.8 |
370.8 |
|
S4 |
370.8 |
370.8 |
370.8 |
|
|
Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386.9 |
383.9 |
372.5 |
|
R3 |
381.1 |
378.1 |
370.9 |
|
R2 |
375.3 |
375.3 |
370.4 |
|
R1 |
372.3 |
372.3 |
369.8 |
373.8 |
PP |
369.5 |
369.5 |
369.5 |
370.3 |
S1 |
366.5 |
366.5 |
368.8 |
368.0 |
S2 |
363.7 |
363.7 |
368.2 |
|
S3 |
357.9 |
360.7 |
367.7 |
|
S4 |
352.1 |
354.9 |
366.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
372.1 |
366.7 |
5.4 |
1.5% |
1.4 |
0.4% |
76% |
False |
False |
8 |
10 |
372.5 |
366.7 |
5.8 |
1.6% |
1.5 |
0.4% |
71% |
False |
False |
26 |
20 |
377.0 |
366.7 |
10.3 |
2.8% |
1.3 |
0.4% |
40% |
False |
False |
35 |
40 |
388.3 |
357.4 |
30.9 |
8.3% |
1.4 |
0.4% |
43% |
False |
False |
24 |
60 |
388.3 |
357.4 |
30.9 |
8.3% |
1.0 |
0.3% |
43% |
False |
False |
17 |
80 |
397.0 |
357.4 |
39.6 |
10.7% |
0.8 |
0.2% |
34% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
370.8 |
2.618 |
370.8 |
1.618 |
370.8 |
1.000 |
370.8 |
0.618 |
370.8 |
HIGH |
370.8 |
0.618 |
370.8 |
0.500 |
370.8 |
0.382 |
370.8 |
LOW |
370.8 |
0.618 |
370.8 |
1.000 |
370.8 |
1.618 |
370.8 |
2.618 |
370.8 |
4.250 |
370.8 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
370.8 |
371.3 |
PP |
370.8 |
371.1 |
S1 |
370.8 |
371.0 |
|