CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 04-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
369.0 |
375.5 |
6.5 |
1.8% |
363.0 |
High |
372.1 |
376.9 |
4.8 |
1.3% |
373.9 |
Low |
368.8 |
373.6 |
4.8 |
1.3% |
363.0 |
Close |
371.5 |
376.8 |
5.3 |
1.4% |
371.5 |
Range |
3.3 |
3.3 |
0.0 |
0.0% |
10.9 |
ATR |
4.1 |
4.2 |
0.1 |
2.2% |
0.0 |
Volume |
271 |
634 |
363 |
133.9% |
662 |
|
Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
385.7 |
384.5 |
378.6 |
|
R3 |
382.4 |
381.2 |
377.7 |
|
R2 |
379.1 |
379.1 |
377.4 |
|
R1 |
377.9 |
377.9 |
377.1 |
378.5 |
PP |
375.8 |
375.8 |
375.8 |
376.1 |
S1 |
374.6 |
374.6 |
376.5 |
375.2 |
S2 |
372.5 |
372.5 |
376.2 |
|
S3 |
369.2 |
371.3 |
375.9 |
|
S4 |
365.9 |
368.0 |
375.0 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402.2 |
397.7 |
377.5 |
|
R3 |
391.3 |
386.8 |
374.5 |
|
R2 |
380.4 |
380.4 |
373.5 |
|
R1 |
375.9 |
375.9 |
372.5 |
378.2 |
PP |
369.5 |
369.5 |
369.5 |
370.6 |
S1 |
365.0 |
365.0 |
370.5 |
367.3 |
S2 |
358.6 |
358.6 |
369.5 |
|
S3 |
347.7 |
354.1 |
368.5 |
|
S4 |
336.8 |
343.2 |
365.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
376.9 |
364.0 |
12.9 |
3.4% |
3.2 |
0.9% |
99% |
True |
False |
255 |
10 |
376.9 |
360.3 |
16.6 |
4.4% |
2.8 |
0.7% |
99% |
True |
False |
157 |
20 |
376.9 |
357.5 |
19.4 |
5.1% |
2.6 |
0.7% |
99% |
True |
False |
115 |
40 |
377.0 |
356.4 |
20.6 |
5.5% |
2.4 |
0.6% |
99% |
False |
False |
88 |
60 |
388.3 |
356.4 |
31.9 |
8.5% |
2.1 |
0.5% |
64% |
False |
False |
65 |
80 |
388.3 |
356.4 |
31.9 |
8.5% |
1.7 |
0.4% |
64% |
False |
False |
49 |
100 |
397.0 |
356.4 |
40.6 |
10.8% |
1.4 |
0.4% |
50% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390.9 |
2.618 |
385.5 |
1.618 |
382.2 |
1.000 |
380.2 |
0.618 |
378.9 |
HIGH |
376.9 |
0.618 |
375.6 |
0.500 |
375.3 |
0.382 |
374.9 |
LOW |
373.6 |
0.618 |
371.6 |
1.000 |
370.3 |
1.618 |
368.3 |
2.618 |
365.0 |
4.250 |
359.6 |
|
|
Fisher Pivots for day following 04-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
376.3 |
375.5 |
PP |
375.8 |
374.1 |
S1 |
375.3 |
372.8 |
|