CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
362.2 |
366.6 |
4.4 |
1.2% |
370.2 |
High |
363.1 |
366.6 |
3.5 |
1.0% |
373.5 |
Low |
362.2 |
366.6 |
4.4 |
1.2% |
356.4 |
Close |
363.1 |
366.6 |
3.5 |
1.0% |
360.0 |
Range |
0.9 |
0.0 |
-0.9 |
-100.0% |
17.1 |
ATR |
3.6 |
3.6 |
0.0 |
-0.3% |
0.0 |
Volume |
79 |
16 |
-63 |
-79.7% |
584 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366.6 |
366.6 |
366.6 |
|
R3 |
366.6 |
366.6 |
366.6 |
|
R2 |
366.6 |
366.6 |
366.6 |
|
R1 |
366.6 |
366.6 |
366.6 |
366.6 |
PP |
366.6 |
366.6 |
366.6 |
366.6 |
S1 |
366.6 |
366.6 |
366.6 |
366.6 |
S2 |
366.6 |
366.6 |
366.6 |
|
S3 |
366.6 |
366.6 |
366.6 |
|
S4 |
366.6 |
366.6 |
366.6 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414.6 |
404.4 |
369.4 |
|
R3 |
397.5 |
387.3 |
364.7 |
|
R2 |
380.4 |
380.4 |
363.1 |
|
R1 |
370.2 |
370.2 |
361.6 |
366.8 |
PP |
363.3 |
363.3 |
363.3 |
361.6 |
S1 |
353.1 |
353.1 |
358.4 |
349.7 |
S2 |
346.2 |
346.2 |
356.9 |
|
S3 |
329.1 |
336.0 |
355.3 |
|
S4 |
312.0 |
318.9 |
350.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
366.6 |
356.4 |
10.2 |
2.8% |
3.5 |
1.0% |
100% |
True |
False |
131 |
10 |
373.5 |
356.4 |
17.1 |
4.7% |
2.5 |
0.7% |
60% |
False |
False |
75 |
20 |
376.6 |
356.4 |
20.2 |
5.5% |
2.1 |
0.6% |
50% |
False |
False |
61 |
40 |
379.6 |
356.4 |
23.2 |
6.3% |
1.7 |
0.5% |
44% |
False |
False |
42 |
60 |
388.3 |
356.4 |
31.9 |
8.7% |
1.4 |
0.4% |
32% |
False |
False |
29 |
80 |
397.0 |
356.4 |
40.6 |
11.1% |
1.1 |
0.3% |
25% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
366.6 |
2.618 |
366.6 |
1.618 |
366.6 |
1.000 |
366.6 |
0.618 |
366.6 |
HIGH |
366.6 |
0.618 |
366.6 |
0.500 |
366.6 |
0.382 |
366.6 |
LOW |
366.6 |
0.618 |
366.6 |
1.000 |
366.6 |
1.618 |
366.6 |
2.618 |
366.6 |
4.250 |
366.6 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
366.6 |
365.2 |
PP |
366.6 |
363.8 |
S1 |
366.6 |
362.4 |
|