CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
373.0 |
355.0 |
-18.0 |
-4.8% |
375.5 |
High |
373.3 |
355.0 |
-18.3 |
-4.9% |
381.0 |
Low |
356.3 |
350.0 |
-6.3 |
-1.8% |
356.3 |
Close |
356.3 |
351.8 |
-4.5 |
-1.3% |
356.3 |
Range |
17.0 |
5.0 |
-12.0 |
-70.6% |
24.7 |
ATR |
5.5 |
5.6 |
0.1 |
1.0% |
0.0 |
Volume |
138 |
205 |
67 |
48.6% |
1,533 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
367.3 |
364.5 |
354.6 |
|
R3 |
362.3 |
359.5 |
353.2 |
|
R2 |
357.3 |
357.3 |
352.7 |
|
R1 |
354.5 |
354.5 |
352.3 |
353.4 |
PP |
352.3 |
352.3 |
352.3 |
351.7 |
S1 |
349.5 |
349.5 |
351.3 |
348.4 |
S2 |
347.3 |
347.3 |
350.9 |
|
S3 |
342.3 |
344.5 |
350.4 |
|
S4 |
337.3 |
339.5 |
349.1 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438.6 |
422.2 |
369.9 |
|
R3 |
413.9 |
397.5 |
363.1 |
|
R2 |
389.2 |
389.2 |
360.8 |
|
R1 |
372.8 |
372.8 |
358.6 |
368.7 |
PP |
364.5 |
364.5 |
364.5 |
362.5 |
S1 |
348.1 |
348.1 |
354.0 |
344.0 |
S2 |
339.8 |
339.8 |
351.8 |
|
S3 |
315.1 |
323.4 |
349.5 |
|
S4 |
290.4 |
298.7 |
342.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
381.0 |
350.0 |
31.0 |
8.8% |
6.7 |
1.9% |
6% |
False |
True |
220 |
10 |
381.0 |
350.0 |
31.0 |
8.8% |
5.0 |
1.4% |
6% |
False |
True |
238 |
20 |
381.0 |
350.0 |
31.0 |
8.8% |
3.8 |
1.1% |
6% |
False |
True |
151 |
40 |
381.0 |
350.0 |
31.0 |
8.8% |
3.0 |
0.9% |
6% |
False |
True |
107 |
60 |
381.0 |
350.0 |
31.0 |
8.8% |
2.5 |
0.7% |
6% |
False |
True |
82 |
80 |
388.3 |
350.0 |
38.3 |
10.9% |
2.1 |
0.6% |
5% |
False |
True |
63 |
100 |
388.3 |
350.0 |
38.3 |
10.9% |
1.7 |
0.5% |
5% |
False |
True |
51 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
376.3 |
2.618 |
368.1 |
1.618 |
363.1 |
1.000 |
360.0 |
0.618 |
358.1 |
HIGH |
355.0 |
0.618 |
353.1 |
0.500 |
352.5 |
0.382 |
351.9 |
LOW |
350.0 |
0.618 |
346.9 |
1.000 |
345.0 |
1.618 |
341.9 |
2.618 |
336.9 |
4.250 |
328.8 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
352.5 |
362.0 |
PP |
352.3 |
358.6 |
S1 |
352.0 |
355.2 |
|