CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 14-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
354.5 |
353.9 |
-0.6 |
-0.2% |
375.5 |
High |
355.7 |
353.9 |
-1.8 |
-0.5% |
381.0 |
Low |
351.7 |
347.3 |
-4.4 |
-1.3% |
356.3 |
Close |
352.7 |
348.7 |
-4.0 |
-1.1% |
356.3 |
Range |
4.0 |
6.6 |
2.6 |
65.0% |
24.7 |
ATR |
5.4 |
5.5 |
0.1 |
1.6% |
0.0 |
Volume |
249 |
252 |
3 |
1.2% |
1,533 |
|
Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369.8 |
365.8 |
352.3 |
|
R3 |
363.2 |
359.2 |
350.5 |
|
R2 |
356.6 |
356.6 |
349.9 |
|
R1 |
352.6 |
352.6 |
349.3 |
351.3 |
PP |
350.0 |
350.0 |
350.0 |
349.3 |
S1 |
346.0 |
346.0 |
348.1 |
344.7 |
S2 |
343.4 |
343.4 |
347.5 |
|
S3 |
336.8 |
339.4 |
346.9 |
|
S4 |
330.2 |
332.8 |
345.1 |
|
|
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 |
373.3 |
347.3 |
26.0 |
7.5% |
7.3 |
2.1% |
5% |
False |
True |
202 |
10 |
381.0 |
347.3 |
33.7 |
9.7% |
5.5 |
1.6% |
4% |
False |
True |
267 |
20 |
381.0 |
347.3 |
33.7 |
9.7% |
4.2 |
1.2% |
4% |
False |
True |
178 |
40 |
381.0 |
347.3 |
33.7 |
9.7% |
3.3 |
0.9% |
4% |
False |
True |
119 |
60 |
381.0 |
347.3 |
33.7 |
9.7% |
2.5 |
0.7% |
4% |
False |
True |
92 |
80 |
388.3 |
347.3 |
41.0 |
11.8% |
2.2 |
0.6% |
3% |
False |
True |
71 |
100 |
388.3 |
347.3 |
41.0 |
11.8% |
1.8 |
0.5% |
3% |
False |
True |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
382.0 |
2.618 |
371.2 |
1.618 |
364.6 |
1.000 |
360.5 |
0.618 |
358.0 |
HIGH |
353.9 |
0.618 |
351.4 |
0.500 |
350.6 |
0.382 |
349.8 |
LOW |
347.3 |
0.618 |
343.2 |
1.000 |
340.7 |
1.618 |
336.6 |
2.618 |
330.0 |
4.250 |
319.3 |
|
|
Fisher Pivots for day following 14-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
350.6 |
351.7 |
PP |
350.0 |
350.7 |
S1 |
349.3 |
349.7 |
|