CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
359.4 |
358.7 |
-0.7 |
-0.2% |
350.1 |
| High |
360.8 |
362.1 |
1.3 |
0.4% |
360.8 |
| Low |
357.8 |
356.0 |
-1.8 |
-0.5% |
348.6 |
| Close |
360.8 |
361.4 |
0.6 |
0.2% |
355.8 |
| Range |
3.0 |
6.1 |
3.1 |
103.3% |
12.2 |
| ATR |
5.7 |
5.7 |
0.0 |
0.5% |
0.0 |
| Volume |
196 |
132 |
-64 |
-32.7% |
1,637 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378.1 |
375.9 |
364.8 |
|
| R3 |
372.0 |
369.8 |
363.1 |
|
| R2 |
365.9 |
365.9 |
362.5 |
|
| R1 |
363.7 |
363.7 |
362.0 |
364.8 |
| PP |
359.8 |
359.8 |
359.8 |
360.4 |
| S1 |
357.6 |
357.6 |
360.8 |
358.7 |
| S2 |
353.7 |
353.7 |
360.3 |
|
| S3 |
347.6 |
351.5 |
359.7 |
|
| S4 |
341.5 |
345.4 |
358.0 |
|
|
| 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 |
362.1 |
350.6 |
11.5 |
3.2% |
5.6 |
1.6% |
94% |
True |
False |
230 |
| 10 |
365.0 |
348.6 |
16.4 |
4.5% |
6.0 |
1.6% |
78% |
False |
False |
262 |
| 20 |
377.1 |
346.3 |
30.8 |
8.5% |
5.9 |
1.6% |
49% |
False |
False |
267 |
| 40 |
381.0 |
346.3 |
34.7 |
9.6% |
4.4 |
1.2% |
44% |
False |
False |
195 |
| 60 |
381.0 |
346.3 |
34.7 |
9.6% |
3.6 |
1.0% |
44% |
False |
False |
152 |
| 80 |
388.3 |
346.3 |
42.0 |
11.6% |
3.1 |
0.9% |
36% |
False |
False |
118 |
| 100 |
388.3 |
346.3 |
42.0 |
11.6% |
2.6 |
0.7% |
36% |
False |
False |
95 |
| 120 |
397.0 |
346.3 |
50.7 |
14.0% |
2.2 |
0.6% |
30% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
388.0 |
|
2.618 |
378.1 |
|
1.618 |
372.0 |
|
1.000 |
368.2 |
|
0.618 |
365.9 |
|
HIGH |
362.1 |
|
0.618 |
359.8 |
|
0.500 |
359.1 |
|
0.382 |
358.3 |
|
LOW |
356.0 |
|
0.618 |
352.2 |
|
1.000 |
349.9 |
|
1.618 |
346.1 |
|
2.618 |
340.0 |
|
4.250 |
330.1 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
360.6 |
359.7 |
| PP |
359.8 |
358.0 |
| S1 |
359.1 |
356.4 |
|