CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
352.5 |
357.4 |
4.9 |
1.4% |
350.1 |
High |
360.8 |
358.4 |
-2.4 |
-0.7% |
360.8 |
Low |
352.5 |
354.6 |
2.1 |
0.6% |
348.6 |
Close |
356.4 |
355.8 |
-0.6 |
-0.2% |
355.8 |
Range |
8.3 |
3.8 |
-4.5 |
-54.2% |
12.2 |
ATR |
5.9 |
5.8 |
-0.2 |
-2.6% |
0.0 |
Volume |
306 |
393 |
87 |
28.4% |
1,637 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
367.7 |
365.5 |
357.9 |
|
R3 |
363.9 |
361.7 |
356.8 |
|
R2 |
360.1 |
360.1 |
356.5 |
|
R1 |
357.9 |
357.9 |
356.1 |
357.1 |
PP |
356.3 |
356.3 |
356.3 |
355.9 |
S1 |
354.1 |
354.1 |
355.5 |
353.3 |
S2 |
352.5 |
352.5 |
355.1 |
|
S3 |
348.7 |
350.3 |
354.8 |
|
S4 |
344.9 |
346.5 |
353.7 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
391.7 |
385.9 |
362.5 |
|
R3 |
379.5 |
373.7 |
359.2 |
|
R2 |
367.3 |
367.3 |
358.0 |
|
R1 |
361.5 |
361.5 |
356.9 |
364.4 |
PP |
355.1 |
355.1 |
355.1 |
356.5 |
S1 |
349.3 |
349.3 |
354.7 |
352.2 |
S2 |
342.9 |
342.9 |
353.6 |
|
S3 |
330.7 |
337.1 |
352.4 |
|
S4 |
318.5 |
324.9 |
349.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
360.8 |
348.6 |
12.2 |
3.4% |
5.2 |
1.5% |
59% |
False |
False |
327 |
10 |
365.0 |
346.3 |
18.7 |
5.3% |
6.0 |
1.7% |
51% |
False |
False |
336 |
20 |
381.0 |
346.3 |
34.7 |
9.8% |
5.7 |
1.6% |
27% |
False |
False |
302 |
40 |
381.0 |
346.3 |
34.7 |
9.8% |
4.2 |
1.2% |
27% |
False |
False |
194 |
60 |
381.0 |
346.3 |
34.7 |
9.8% |
3.4 |
1.0% |
27% |
False |
False |
145 |
80 |
388.3 |
346.3 |
42.0 |
11.8% |
2.9 |
0.8% |
23% |
False |
False |
113 |
100 |
388.3 |
346.3 |
42.0 |
11.8% |
2.4 |
0.7% |
23% |
False |
False |
91 |
120 |
397.0 |
346.3 |
50.7 |
14.2% |
2.0 |
0.6% |
19% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
374.6 |
2.618 |
368.3 |
1.618 |
364.5 |
1.000 |
362.2 |
0.618 |
360.7 |
HIGH |
358.4 |
0.618 |
356.9 |
0.500 |
356.5 |
0.382 |
356.1 |
LOW |
354.6 |
0.618 |
352.3 |
1.000 |
350.8 |
1.618 |
348.5 |
2.618 |
344.7 |
4.250 |
338.5 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
356.5 |
355.7 |
PP |
356.3 |
355.5 |
S1 |
356.0 |
355.4 |
|