CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 15-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
353.9 |
349.0 |
-4.9 |
-1.4% |
355.0 |
High |
353.9 |
350.1 |
-3.8 |
-1.1% |
356.1 |
Low |
347.3 |
346.3 |
-1.0 |
-0.3% |
346.3 |
Close |
348.7 |
347.4 |
-1.3 |
-0.4% |
347.4 |
Range |
6.6 |
3.8 |
-2.8 |
-42.4% |
9.8 |
ATR |
5.5 |
5.4 |
-0.1 |
-2.2% |
0.0 |
Volume |
252 |
267 |
15 |
6.0% |
1,141 |
|
Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
359.3 |
357.2 |
349.5 |
|
R3 |
355.5 |
353.4 |
348.4 |
|
R2 |
351.7 |
351.7 |
348.1 |
|
R1 |
349.6 |
349.6 |
347.7 |
348.8 |
PP |
347.9 |
347.9 |
347.9 |
347.5 |
S1 |
345.8 |
345.8 |
347.1 |
345.0 |
S2 |
344.1 |
344.1 |
346.7 |
|
S3 |
340.3 |
342.0 |
346.4 |
|
S4 |
336.5 |
338.2 |
345.3 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379.3 |
373.2 |
352.8 |
|
R3 |
369.5 |
363.4 |
350.1 |
|
R2 |
359.7 |
359.7 |
349.2 |
|
R1 |
353.6 |
353.6 |
348.3 |
351.8 |
PP |
349.9 |
349.9 |
349.9 |
349.0 |
S1 |
343.8 |
343.8 |
346.5 |
342.0 |
S2 |
340.1 |
340.1 |
345.6 |
|
S3 |
330.3 |
334.0 |
344.7 |
|
S4 |
320.5 |
324.2 |
342.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
356.1 |
346.3 |
9.8 |
2.8% |
4.7 |
1.4% |
11% |
False |
True |
228 |
10 |
381.0 |
346.3 |
34.7 |
10.0% |
5.5 |
1.6% |
3% |
False |
True |
267 |
20 |
381.0 |
346.3 |
34.7 |
10.0% |
4.0 |
1.2% |
3% |
False |
True |
185 |
40 |
381.0 |
346.3 |
34.7 |
10.0% |
3.3 |
1.0% |
3% |
False |
True |
125 |
60 |
381.0 |
346.3 |
34.7 |
10.0% |
2.6 |
0.7% |
3% |
False |
True |
95 |
80 |
388.3 |
346.3 |
42.0 |
12.1% |
2.3 |
0.7% |
3% |
False |
True |
74 |
100 |
388.3 |
346.3 |
42.0 |
12.1% |
1.9 |
0.5% |
3% |
False |
True |
60 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
366.3 |
2.618 |
360.0 |
1.618 |
356.2 |
1.000 |
353.9 |
0.618 |
352.4 |
HIGH |
350.1 |
0.618 |
348.6 |
0.500 |
348.2 |
0.382 |
347.8 |
LOW |
346.3 |
0.618 |
344.0 |
1.000 |
342.5 |
1.618 |
340.2 |
2.618 |
336.4 |
4.250 |
330.2 |
|
|
Fisher Pivots for day following 15-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
348.2 |
351.0 |
PP |
347.9 |
349.8 |
S1 |
347.7 |
348.6 |
|