CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
364.3 |
368.6 |
4.3 |
1.2% |
362.2 |
High |
367.7 |
368.9 |
1.2 |
0.3% |
367.1 |
Low |
364.3 |
361.5 |
-2.8 |
-0.8% |
357.5 |
Close |
367.5 |
361.5 |
-6.0 |
-1.6% |
360.7 |
Range |
3.4 |
7.4 |
4.0 |
117.6% |
9.6 |
ATR |
3.8 |
4.1 |
0.3 |
6.8% |
0.0 |
Volume |
8 |
116 |
108 |
1,350.0% |
388 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386.2 |
381.2 |
365.6 |
|
R3 |
378.8 |
373.8 |
363.5 |
|
R2 |
371.4 |
371.4 |
362.9 |
|
R1 |
366.4 |
366.4 |
362.2 |
365.2 |
PP |
364.0 |
364.0 |
364.0 |
363.4 |
S1 |
359.0 |
359.0 |
360.8 |
357.8 |
S2 |
356.6 |
356.6 |
360.1 |
|
S3 |
349.2 |
351.6 |
359.5 |
|
S4 |
341.8 |
344.2 |
357.4 |
|
|
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 |
368.9 |
357.5 |
11.4 |
3.2% |
3.6 |
1.0% |
35% |
True |
False |
106 |
10 |
368.9 |
357.5 |
11.4 |
3.2% |
2.6 |
0.7% |
35% |
True |
False |
72 |
20 |
373.5 |
356.4 |
17.1 |
4.7% |
2.6 |
0.7% |
30% |
False |
False |
66 |
40 |
377.0 |
356.4 |
20.6 |
5.7% |
1.9 |
0.5% |
25% |
False |
False |
50 |
60 |
388.3 |
356.4 |
31.9 |
8.8% |
1.7 |
0.5% |
16% |
False |
False |
37 |
80 |
388.3 |
356.4 |
31.9 |
8.8% |
1.3 |
0.4% |
16% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
400.4 |
2.618 |
388.3 |
1.618 |
380.9 |
1.000 |
376.3 |
0.618 |
373.5 |
HIGH |
368.9 |
0.618 |
366.1 |
0.500 |
365.2 |
0.382 |
364.3 |
LOW |
361.5 |
0.618 |
356.9 |
1.000 |
354.1 |
1.618 |
349.5 |
2.618 |
342.1 |
4.250 |
330.1 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
365.2 |
365.2 |
PP |
364.0 |
364.0 |
S1 |
362.7 |
362.7 |
|