CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 31-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
372.3 |
370.2 |
-2.1 |
-0.6% |
372.0 |
High |
372.4 |
373.5 |
1.1 |
0.3% |
372.4 |
Low |
372.0 |
368.1 |
-3.9 |
-1.0% |
370.6 |
Close |
372.4 |
368.1 |
-4.3 |
-1.2% |
372.4 |
Range |
0.4 |
5.4 |
5.0 |
1,250.0% |
1.8 |
ATR |
2.6 |
2.8 |
0.2 |
7.6% |
0.0 |
Volume |
56 |
22 |
-34 |
-60.7% |
73 |
|
Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386.1 |
382.5 |
371.1 |
|
R3 |
380.7 |
377.1 |
369.6 |
|
R2 |
375.3 |
375.3 |
369.1 |
|
R1 |
371.7 |
371.7 |
368.6 |
370.8 |
PP |
369.9 |
369.9 |
369.9 |
369.5 |
S1 |
366.3 |
366.3 |
367.6 |
365.4 |
S2 |
364.5 |
364.5 |
367.1 |
|
S3 |
359.1 |
360.9 |
366.6 |
|
S4 |
353.7 |
355.5 |
365.1 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
377.2 |
376.6 |
373.4 |
|
R3 |
375.4 |
374.8 |
372.9 |
|
R2 |
373.6 |
373.6 |
372.7 |
|
R1 |
373.0 |
373.0 |
372.6 |
373.3 |
PP |
371.8 |
371.8 |
371.8 |
372.0 |
S1 |
371.2 |
371.2 |
372.2 |
371.5 |
S2 |
370.0 |
370.0 |
372.1 |
|
S3 |
368.2 |
369.4 |
371.9 |
|
S4 |
366.4 |
367.6 |
371.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
373.5 |
368.1 |
5.4 |
1.5% |
1.4 |
0.4% |
0% |
True |
True |
19 |
10 |
373.5 |
366.7 |
6.8 |
1.8% |
2.0 |
0.5% |
21% |
True |
False |
22 |
20 |
377.0 |
366.7 |
10.3 |
2.8% |
1.6 |
0.4% |
14% |
False |
False |
35 |
40 |
388.3 |
357.4 |
30.9 |
8.4% |
1.4 |
0.4% |
35% |
False |
False |
26 |
60 |
388.3 |
357.4 |
30.9 |
8.4% |
1.1 |
0.3% |
35% |
False |
False |
18 |
80 |
397.0 |
357.4 |
39.6 |
10.8% |
0.8 |
0.2% |
27% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
396.5 |
2.618 |
387.6 |
1.618 |
382.2 |
1.000 |
378.9 |
0.618 |
376.8 |
HIGH |
373.5 |
0.618 |
371.4 |
0.500 |
370.8 |
0.382 |
370.2 |
LOW |
368.1 |
0.618 |
364.8 |
1.000 |
362.7 |
1.618 |
359.4 |
2.618 |
354.0 |
4.250 |
345.2 |
|
|
Fisher Pivots for day following 31-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
370.8 |
370.8 |
PP |
369.9 |
369.9 |
S1 |
369.0 |
369.0 |
|