CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
355.2 |
359.4 |
4.2 |
1.2% |
350.1 |
High |
357.6 |
360.8 |
3.2 |
0.9% |
360.8 |
Low |
350.6 |
357.8 |
7.2 |
2.1% |
348.6 |
Close |
357.0 |
360.8 |
3.8 |
1.1% |
355.8 |
Range |
7.0 |
3.0 |
-4.0 |
-57.1% |
12.2 |
ATR |
5.9 |
5.7 |
-0.1 |
-2.5% |
0.0 |
Volume |
123 |
196 |
73 |
59.3% |
1,637 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
368.8 |
367.8 |
362.5 |
|
R3 |
365.8 |
364.8 |
361.6 |
|
R2 |
362.8 |
362.8 |
361.4 |
|
R1 |
361.8 |
361.8 |
361.1 |
362.3 |
PP |
359.8 |
359.8 |
359.8 |
360.1 |
S1 |
358.8 |
358.8 |
360.5 |
359.3 |
S2 |
356.8 |
356.8 |
360.3 |
|
S3 |
353.8 |
355.8 |
360.0 |
|
S4 |
350.8 |
352.8 |
359.2 |
|
|
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 |
350.0 |
10.8 |
3.0% |
5.0 |
1.4% |
100% |
True |
False |
244 |
10 |
365.0 |
348.6 |
16.4 |
4.5% |
6.1 |
1.7% |
74% |
False |
False |
306 |
20 |
381.0 |
346.3 |
34.7 |
9.6% |
5.9 |
1.6% |
42% |
False |
False |
272 |
40 |
381.0 |
346.3 |
34.7 |
9.6% |
4.2 |
1.2% |
42% |
False |
False |
194 |
60 |
381.0 |
346.3 |
34.7 |
9.6% |
3.5 |
1.0% |
42% |
False |
False |
150 |
80 |
388.3 |
346.3 |
42.0 |
11.6% |
3.0 |
0.8% |
35% |
False |
False |
117 |
100 |
388.3 |
346.3 |
42.0 |
11.6% |
2.5 |
0.7% |
35% |
False |
False |
94 |
120 |
397.0 |
346.3 |
50.7 |
14.1% |
2.1 |
0.6% |
29% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
373.6 |
2.618 |
368.7 |
1.618 |
365.7 |
1.000 |
363.8 |
0.618 |
362.7 |
HIGH |
360.8 |
0.618 |
359.7 |
0.500 |
359.3 |
0.382 |
358.9 |
LOW |
357.8 |
0.618 |
355.9 |
1.000 |
354.8 |
1.618 |
352.9 |
2.618 |
349.9 |
4.250 |
345.1 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
360.3 |
359.1 |
PP |
359.8 |
357.4 |
S1 |
359.3 |
355.7 |
|