CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
355.5 |
356.3 |
0.8 |
0.2% |
352.0 |
High |
357.8 |
365.0 |
7.2 |
2.0% |
365.0 |
Low |
353.5 |
352.0 |
-1.5 |
-0.4% |
348.4 |
Close |
355.3 |
352.5 |
-2.8 |
-0.8% |
352.5 |
Range |
4.3 |
13.0 |
8.7 |
202.3% |
16.6 |
ATR |
5.4 |
6.0 |
0.5 |
9.9% |
0.0 |
Volume |
407 |
130 |
-277 |
-68.1% |
1,458 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395.5 |
387.0 |
359.7 |
|
R3 |
382.5 |
374.0 |
356.1 |
|
R2 |
369.5 |
369.5 |
354.9 |
|
R1 |
361.0 |
361.0 |
353.7 |
358.8 |
PP |
356.5 |
356.5 |
356.5 |
355.4 |
S1 |
348.0 |
348.0 |
351.3 |
345.8 |
S2 |
343.5 |
343.5 |
350.1 |
|
S3 |
330.5 |
335.0 |
348.9 |
|
S4 |
317.5 |
322.0 |
345.4 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
405.1 |
395.4 |
361.6 |
|
R3 |
388.5 |
378.8 |
357.1 |
|
R2 |
371.9 |
371.9 |
355.5 |
|
R1 |
362.2 |
362.2 |
354.0 |
367.1 |
PP |
355.3 |
355.3 |
355.3 |
357.7 |
S1 |
345.6 |
345.6 |
351.0 |
350.5 |
S2 |
338.7 |
338.7 |
349.5 |
|
S3 |
322.1 |
329.0 |
347.9 |
|
S4 |
305.5 |
312.4 |
343.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
365.0 |
346.3 |
18.7 |
5.3% |
6.7 |
1.9% |
33% |
True |
False |
345 |
10 |
373.3 |
346.3 |
27.0 |
7.7% |
7.0 |
2.0% |
23% |
False |
False |
273 |
20 |
381.0 |
346.3 |
34.7 |
9.8% |
5.2 |
1.5% |
18% |
False |
False |
249 |
40 |
381.0 |
346.3 |
34.7 |
9.8% |
3.9 |
1.1% |
18% |
False |
False |
161 |
60 |
381.0 |
346.3 |
34.7 |
9.8% |
3.1 |
0.9% |
18% |
False |
False |
119 |
80 |
388.3 |
346.3 |
42.0 |
11.9% |
2.6 |
0.8% |
15% |
False |
False |
92 |
100 |
388.3 |
346.3 |
42.0 |
11.9% |
2.1 |
0.6% |
15% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
420.3 |
2.618 |
399.0 |
1.618 |
386.0 |
1.000 |
378.0 |
0.618 |
373.0 |
HIGH |
365.0 |
0.618 |
360.0 |
0.500 |
358.5 |
0.382 |
357.0 |
LOW |
352.0 |
0.618 |
344.0 |
1.000 |
339.0 |
1.618 |
331.0 |
2.618 |
318.0 |
4.250 |
296.8 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
358.5 |
357.7 |
PP |
356.5 |
355.9 |
S1 |
354.5 |
354.2 |
|