CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
357.4 |
355.2 |
-2.2 |
-0.6% |
350.1 |
| High |
358.4 |
357.6 |
-0.8 |
-0.2% |
360.8 |
| Low |
354.6 |
350.6 |
-4.0 |
-1.1% |
348.6 |
| Close |
355.8 |
357.0 |
1.2 |
0.3% |
355.8 |
| Range |
3.8 |
7.0 |
3.2 |
84.2% |
12.2 |
| ATR |
5.8 |
5.9 |
0.1 |
1.5% |
0.0 |
| Volume |
393 |
123 |
-270 |
-68.7% |
1,637 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
376.1 |
373.5 |
360.9 |
|
| R3 |
369.1 |
366.5 |
358.9 |
|
| R2 |
362.1 |
362.1 |
358.3 |
|
| R1 |
359.5 |
359.5 |
357.6 |
360.8 |
| PP |
355.1 |
355.1 |
355.1 |
355.7 |
| S1 |
352.5 |
352.5 |
356.4 |
353.8 |
| S2 |
348.1 |
348.1 |
355.7 |
|
| S3 |
341.1 |
345.5 |
355.1 |
|
| S4 |
334.1 |
338.5 |
353.2 |
|
|
| 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% |
5.6 |
1.6% |
69% |
False |
False |
244 |
| 10 |
365.0 |
348.4 |
16.6 |
4.6% |
6.3 |
1.8% |
52% |
False |
False |
321 |
| 20 |
381.0 |
346.3 |
34.7 |
9.7% |
5.9 |
1.7% |
31% |
False |
False |
294 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.2 |
1.2% |
31% |
False |
False |
191 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
3.5 |
1.0% |
31% |
False |
False |
147 |
| 80 |
388.3 |
346.3 |
42.0 |
11.8% |
3.0 |
0.8% |
25% |
False |
False |
114 |
| 100 |
388.3 |
346.3 |
42.0 |
11.8% |
2.5 |
0.7% |
25% |
False |
False |
92 |
| 120 |
397.0 |
346.3 |
50.7 |
14.2% |
2.1 |
0.6% |
21% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
387.4 |
|
2.618 |
375.9 |
|
1.618 |
368.9 |
|
1.000 |
364.6 |
|
0.618 |
361.9 |
|
HIGH |
357.6 |
|
0.618 |
354.9 |
|
0.500 |
354.1 |
|
0.382 |
353.3 |
|
LOW |
350.6 |
|
0.618 |
346.3 |
|
1.000 |
343.6 |
|
1.618 |
339.3 |
|
2.618 |
332.3 |
|
4.250 |
320.9 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
356.0 |
356.6 |
| PP |
355.1 |
356.1 |
| S1 |
354.1 |
355.7 |
|