CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
351.2 |
352.5 |
1.3 |
0.4% |
352.0 |
High |
353.1 |
360.8 |
7.7 |
2.2% |
365.0 |
Low |
350.0 |
352.5 |
2.5 |
0.7% |
348.4 |
Close |
352.1 |
356.4 |
4.3 |
1.2% |
352.5 |
Range |
3.1 |
8.3 |
5.2 |
167.7% |
16.6 |
ATR |
5.7 |
5.9 |
0.2 |
3.7% |
0.0 |
Volume |
202 |
306 |
104 |
51.5% |
1,458 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
381.5 |
377.2 |
361.0 |
|
R3 |
373.2 |
368.9 |
358.7 |
|
R2 |
364.9 |
364.9 |
357.9 |
|
R1 |
360.6 |
360.6 |
357.2 |
362.8 |
PP |
356.6 |
356.6 |
356.6 |
357.6 |
S1 |
352.3 |
352.3 |
355.6 |
354.5 |
S2 |
348.3 |
348.3 |
354.9 |
|
S3 |
340.0 |
344.0 |
354.1 |
|
S4 |
331.7 |
335.7 |
351.8 |
|
|
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 |
4.6% |
7.1 |
2.0% |
48% |
False |
False |
274 |
10 |
365.0 |
346.3 |
18.7 |
5.2% |
6.2 |
1.7% |
54% |
False |
False |
322 |
20 |
381.0 |
346.3 |
34.7 |
9.7% |
5.7 |
1.6% |
29% |
False |
False |
285 |
40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.3 |
1.2% |
29% |
False |
False |
190 |
60 |
381.0 |
346.3 |
34.7 |
9.7% |
3.4 |
1.0% |
29% |
False |
False |
138 |
80 |
388.3 |
346.3 |
42.0 |
11.8% |
2.8 |
0.8% |
24% |
False |
False |
108 |
100 |
388.3 |
346.3 |
42.0 |
11.8% |
2.4 |
0.7% |
24% |
False |
False |
87 |
120 |
397.0 |
346.3 |
50.7 |
14.2% |
2.0 |
0.6% |
20% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
396.1 |
2.618 |
382.5 |
1.618 |
374.2 |
1.000 |
369.1 |
0.618 |
365.9 |
HIGH |
360.8 |
0.618 |
357.6 |
0.500 |
356.7 |
0.382 |
355.7 |
LOW |
352.5 |
0.618 |
347.4 |
1.000 |
344.2 |
1.618 |
339.1 |
2.618 |
330.8 |
4.250 |
317.2 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
356.7 |
355.8 |
PP |
356.6 |
355.3 |
S1 |
356.5 |
354.7 |
|