CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
350.1 |
350.8 |
0.7 |
0.2% |
352.0 |
| High |
354.1 |
354.3 |
0.2 |
0.1% |
365.0 |
| Low |
348.8 |
348.6 |
-0.2 |
-0.1% |
348.4 |
| Close |
352.1 |
352.6 |
0.5 |
0.1% |
352.5 |
| Range |
5.3 |
5.7 |
0.4 |
7.5% |
16.6 |
| ATR |
5.9 |
5.9 |
0.0 |
-0.3% |
0.0 |
| Volume |
539 |
197 |
-342 |
-63.5% |
1,458 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
368.9 |
366.5 |
355.7 |
|
| R3 |
363.2 |
360.8 |
354.2 |
|
| R2 |
357.5 |
357.5 |
353.6 |
|
| R1 |
355.1 |
355.1 |
353.1 |
356.3 |
| PP |
351.8 |
351.8 |
351.8 |
352.5 |
| S1 |
349.4 |
349.4 |
352.1 |
350.6 |
| S2 |
346.1 |
346.1 |
351.6 |
|
| S3 |
340.4 |
343.7 |
351.0 |
|
| S4 |
334.7 |
338.0 |
349.5 |
|
|
| 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 |
348.6 |
16.4 |
4.7% |
7.2 |
2.0% |
24% |
False |
True |
369 |
| 10 |
365.0 |
346.3 |
18.7 |
5.3% |
5.9 |
1.7% |
34% |
False |
False |
313 |
| 20 |
381.0 |
346.3 |
34.7 |
9.8% |
5.4 |
1.5% |
18% |
False |
False |
275 |
| 40 |
381.0 |
346.3 |
34.7 |
9.8% |
4.2 |
1.2% |
18% |
False |
False |
179 |
| 60 |
381.0 |
346.3 |
34.7 |
9.8% |
3.2 |
0.9% |
18% |
False |
False |
131 |
| 80 |
388.3 |
346.3 |
42.0 |
11.9% |
2.8 |
0.8% |
15% |
False |
False |
101 |
| 100 |
388.3 |
346.3 |
42.0 |
11.9% |
2.3 |
0.6% |
15% |
False |
False |
82 |
| 120 |
397.0 |
346.3 |
50.7 |
14.4% |
1.9 |
0.5% |
12% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
378.5 |
|
2.618 |
369.2 |
|
1.618 |
363.5 |
|
1.000 |
360.0 |
|
0.618 |
357.8 |
|
HIGH |
354.3 |
|
0.618 |
352.1 |
|
0.500 |
351.5 |
|
0.382 |
350.8 |
|
LOW |
348.6 |
|
0.618 |
345.1 |
|
1.000 |
342.9 |
|
1.618 |
339.4 |
|
2.618 |
333.7 |
|
4.250 |
324.4 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
352.2 |
356.8 |
| PP |
351.8 |
355.4 |
| S1 |
351.5 |
354.0 |
|