CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
366.0 |
366.0 |
0.0 |
0.0% |
362.2 |
High |
366.0 |
366.0 |
0.0 |
0.0% |
367.1 |
Low |
366.0 |
363.1 |
-2.9 |
-0.8% |
357.5 |
Close |
366.0 |
363.1 |
-2.9 |
-0.8% |
360.7 |
Range |
0.0 |
2.9 |
2.9 |
|
9.6 |
ATR |
3.8 |
3.7 |
-0.1 |
-1.7% |
0.0 |
Volume |
9 |
118 |
109 |
1,211.1% |
388 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
372.8 |
370.8 |
364.7 |
|
R3 |
369.9 |
367.9 |
363.9 |
|
R2 |
367.0 |
367.0 |
363.6 |
|
R1 |
365.0 |
365.0 |
363.4 |
364.6 |
PP |
364.1 |
364.1 |
364.1 |
363.8 |
S1 |
362.1 |
362.1 |
362.8 |
361.7 |
S2 |
361.2 |
361.2 |
362.6 |
|
S3 |
358.3 |
359.2 |
362.3 |
|
S4 |
355.4 |
356.3 |
361.5 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390.6 |
385.2 |
366.0 |
|
R3 |
381.0 |
375.6 |
363.3 |
|
R2 |
371.4 |
371.4 |
362.5 |
|
R1 |
366.0 |
366.0 |
361.6 |
363.9 |
PP |
361.8 |
361.8 |
361.8 |
360.7 |
S1 |
356.4 |
356.4 |
359.8 |
354.3 |
S2 |
352.2 |
352.2 |
358.9 |
|
S3 |
342.6 |
346.8 |
358.1 |
|
S4 |
333.0 |
337.2 |
355.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
367.1 |
357.5 |
9.6 |
2.6% |
2.3 |
0.6% |
58% |
False |
False |
84 |
10 |
367.1 |
356.4 |
10.7 |
2.9% |
2.9 |
0.8% |
63% |
False |
False |
107 |
20 |
373.5 |
356.4 |
17.1 |
4.7% |
2.5 |
0.7% |
39% |
False |
False |
64 |
40 |
377.0 |
356.4 |
20.6 |
5.7% |
1.7 |
0.5% |
33% |
False |
False |
50 |
60 |
388.3 |
356.4 |
31.9 |
8.8% |
1.6 |
0.4% |
21% |
False |
False |
35 |
80 |
388.3 |
356.4 |
31.9 |
8.8% |
1.2 |
0.3% |
21% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378.3 |
2.618 |
373.6 |
1.618 |
370.7 |
1.000 |
368.9 |
0.618 |
367.8 |
HIGH |
366.0 |
0.618 |
364.9 |
0.500 |
364.6 |
0.382 |
364.2 |
LOW |
363.1 |
0.618 |
361.3 |
1.000 |
360.2 |
1.618 |
358.4 |
2.618 |
355.5 |
4.250 |
350.8 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
364.6 |
362.7 |
PP |
364.1 |
362.2 |
S1 |
363.6 |
361.8 |
|