CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
365.1 |
366.0 |
0.9 |
0.2% |
370.2 |
High |
366.7 |
367.1 |
0.4 |
0.1% |
373.5 |
Low |
365.1 |
364.6 |
-0.5 |
-0.1% |
356.4 |
Close |
366.7 |
364.6 |
-2.1 |
-0.6% |
360.0 |
Range |
1.6 |
2.5 |
0.9 |
56.3% |
17.1 |
ATR |
3.5 |
3.4 |
-0.1 |
-2.0% |
0.0 |
Volume |
9 |
5 |
-4 |
-44.4% |
584 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
372.9 |
371.3 |
366.0 |
|
R3 |
370.4 |
368.8 |
365.3 |
|
R2 |
367.9 |
367.9 |
365.1 |
|
R1 |
366.3 |
366.3 |
364.8 |
365.9 |
PP |
365.4 |
365.4 |
365.4 |
365.2 |
S1 |
363.8 |
363.8 |
364.4 |
363.4 |
S2 |
362.9 |
362.9 |
364.1 |
|
S3 |
360.4 |
361.3 |
363.9 |
|
S4 |
357.9 |
358.8 |
363.2 |
|
|
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 |
367.1 |
358.2 |
8.9 |
2.4% |
1.6 |
0.4% |
72% |
True |
False |
38 |
10 |
373.5 |
356.4 |
17.1 |
4.7% |
2.7 |
0.8% |
48% |
False |
False |
75 |
20 |
374.4 |
356.4 |
18.0 |
4.9% |
2.2 |
0.6% |
46% |
False |
False |
50 |
40 |
377.0 |
356.4 |
20.6 |
5.7% |
1.8 |
0.5% |
40% |
False |
False |
42 |
60 |
388.3 |
356.4 |
31.9 |
8.7% |
1.5 |
0.4% |
26% |
False |
False |
29 |
80 |
388.3 |
356.4 |
31.9 |
8.7% |
1.1 |
0.3% |
26% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
377.7 |
2.618 |
373.6 |
1.618 |
371.1 |
1.000 |
369.6 |
0.618 |
368.6 |
HIGH |
367.1 |
0.618 |
366.1 |
0.500 |
365.9 |
0.382 |
365.6 |
LOW |
364.6 |
0.618 |
363.1 |
1.000 |
362.1 |
1.618 |
360.6 |
2.618 |
358.1 |
4.250 |
354.0 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
365.9 |
365.9 |
PP |
365.4 |
365.4 |
S1 |
365.0 |
365.0 |
|