CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
370.2 |
364.6 |
-5.6 |
-1.5% |
372.0 |
High |
373.5 |
364.6 |
-8.9 |
-2.4% |
372.4 |
Low |
368.1 |
356.4 |
-11.7 |
-3.2% |
370.6 |
Close |
368.1 |
360.4 |
-7.7 |
-2.1% |
372.4 |
Range |
5.4 |
8.2 |
2.8 |
51.9% |
1.8 |
ATR |
2.8 |
3.5 |
0.6 |
22.5% |
0.0 |
Volume |
22 |
247 |
225 |
1,022.7% |
73 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385.1 |
380.9 |
364.9 |
|
R3 |
376.9 |
372.7 |
362.7 |
|
R2 |
368.7 |
368.7 |
361.9 |
|
R1 |
364.5 |
364.5 |
361.2 |
362.5 |
PP |
360.5 |
360.5 |
360.5 |
359.5 |
S1 |
356.3 |
356.3 |
359.6 |
354.3 |
S2 |
352.3 |
352.3 |
358.9 |
|
S3 |
344.1 |
348.1 |
358.1 |
|
S4 |
335.9 |
339.9 |
355.9 |
|
|
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 |
356.4 |
17.1 |
4.7% |
2.8 |
0.8% |
23% |
False |
True |
68 |
10 |
373.5 |
356.4 |
17.1 |
4.7% |
2.4 |
0.7% |
23% |
False |
True |
39 |
20 |
377.0 |
356.4 |
20.6 |
5.7% |
1.9 |
0.5% |
19% |
False |
True |
47 |
40 |
388.3 |
356.4 |
31.9 |
8.9% |
1.6 |
0.4% |
13% |
False |
True |
32 |
60 |
388.3 |
356.4 |
31.9 |
8.9% |
1.2 |
0.3% |
13% |
False |
True |
22 |
80 |
397.0 |
356.4 |
40.6 |
11.3% |
0.9 |
0.3% |
10% |
False |
True |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
399.5 |
2.618 |
386.1 |
1.618 |
377.9 |
1.000 |
372.8 |
0.618 |
369.7 |
HIGH |
364.6 |
0.618 |
361.5 |
0.500 |
360.5 |
0.382 |
359.5 |
LOW |
356.4 |
0.618 |
351.3 |
1.000 |
348.2 |
1.618 |
343.1 |
2.618 |
334.9 |
4.250 |
321.6 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
360.5 |
365.0 |
PP |
360.5 |
363.4 |
S1 |
360.4 |
361.9 |
|