CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
358.7 |
361.3 |
2.6 |
0.7% |
350.1 |
High |
362.1 |
362.9 |
0.8 |
0.2% |
360.8 |
Low |
356.0 |
358.9 |
2.9 |
0.8% |
348.6 |
Close |
361.4 |
359.8 |
-1.6 |
-0.4% |
355.8 |
Range |
6.1 |
4.0 |
-2.1 |
-34.4% |
12.2 |
ATR |
5.7 |
5.6 |
-0.1 |
-2.2% |
0.0 |
Volume |
132 |
485 |
353 |
267.4% |
1,637 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
372.5 |
370.2 |
362.0 |
|
R3 |
368.5 |
366.2 |
360.9 |
|
R2 |
364.5 |
364.5 |
360.5 |
|
R1 |
362.2 |
362.2 |
360.2 |
361.4 |
PP |
360.5 |
360.5 |
360.5 |
360.1 |
S1 |
358.2 |
358.2 |
359.4 |
357.4 |
S2 |
356.5 |
356.5 |
359.1 |
|
S3 |
352.5 |
354.2 |
358.7 |
|
S4 |
348.5 |
350.2 |
357.6 |
|
|
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 |
362.9 |
350.6 |
12.3 |
3.4% |
4.8 |
1.3% |
75% |
True |
False |
265 |
10 |
365.0 |
348.6 |
16.4 |
4.6% |
5.9 |
1.6% |
68% |
False |
False |
270 |
20 |
373.9 |
346.3 |
27.6 |
7.7% |
6.0 |
1.7% |
49% |
False |
False |
276 |
40 |
381.0 |
346.3 |
34.7 |
9.6% |
4.5 |
1.2% |
39% |
False |
False |
207 |
60 |
381.0 |
346.3 |
34.7 |
9.6% |
3.7 |
1.0% |
39% |
False |
False |
158 |
80 |
381.0 |
346.3 |
34.7 |
9.6% |
3.1 |
0.9% |
39% |
False |
False |
124 |
100 |
388.3 |
346.3 |
42.0 |
11.7% |
2.6 |
0.7% |
32% |
False |
False |
100 |
120 |
397.0 |
346.3 |
50.7 |
14.1% |
2.2 |
0.6% |
27% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379.9 |
2.618 |
373.4 |
1.618 |
369.4 |
1.000 |
366.9 |
0.618 |
365.4 |
HIGH |
362.9 |
0.618 |
361.4 |
0.500 |
360.9 |
0.382 |
360.4 |
LOW |
358.9 |
0.618 |
356.4 |
1.000 |
354.9 |
1.618 |
352.4 |
2.618 |
348.4 |
4.250 |
341.9 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
360.9 |
359.7 |
PP |
360.5 |
359.6 |
S1 |
360.2 |
359.5 |
|