CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
361.3 |
359.9 |
-1.4 |
-0.4% |
355.2 |
| High |
362.9 |
363.0 |
0.1 |
0.0% |
363.0 |
| Low |
358.9 |
355.0 |
-3.9 |
-1.1% |
350.6 |
| Close |
359.8 |
357.5 |
-2.3 |
-0.6% |
357.5 |
| Range |
4.0 |
8.0 |
4.0 |
100.0% |
12.4 |
| ATR |
5.6 |
5.8 |
0.2 |
3.0% |
0.0 |
| Volume |
485 |
204 |
-281 |
-57.9% |
1,140 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
382.5 |
378.0 |
361.9 |
|
| R3 |
374.5 |
370.0 |
359.7 |
|
| R2 |
366.5 |
366.5 |
359.0 |
|
| R1 |
362.0 |
362.0 |
358.2 |
360.3 |
| PP |
358.5 |
358.5 |
358.5 |
357.6 |
| S1 |
354.0 |
354.0 |
356.8 |
352.3 |
| S2 |
350.5 |
350.5 |
356.0 |
|
| S3 |
342.5 |
346.0 |
355.3 |
|
| S4 |
334.5 |
338.0 |
353.1 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394.2 |
388.3 |
364.3 |
|
| R3 |
381.8 |
375.9 |
360.9 |
|
| R2 |
369.4 |
369.4 |
359.8 |
|
| R1 |
363.5 |
363.5 |
358.6 |
366.5 |
| PP |
357.0 |
357.0 |
357.0 |
358.5 |
| S1 |
351.1 |
351.1 |
356.4 |
354.1 |
| S2 |
344.6 |
344.6 |
355.2 |
|
| S3 |
332.2 |
338.7 |
354.1 |
|
| S4 |
319.8 |
326.3 |
350.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
363.0 |
350.6 |
12.4 |
3.5% |
5.6 |
1.6% |
56% |
True |
False |
228 |
| 10 |
363.0 |
348.6 |
14.4 |
4.0% |
5.4 |
1.5% |
62% |
True |
False |
277 |
| 20 |
373.3 |
346.3 |
27.0 |
7.6% |
6.2 |
1.7% |
41% |
False |
False |
275 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.6 |
1.3% |
32% |
False |
False |
212 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
3.8 |
1.1% |
32% |
False |
False |
161 |
| 80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.2 |
0.9% |
32% |
False |
False |
127 |
| 100 |
388.3 |
346.3 |
42.0 |
11.7% |
2.7 |
0.8% |
27% |
False |
False |
102 |
| 120 |
388.3 |
346.3 |
42.0 |
11.7% |
2.3 |
0.6% |
27% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
397.0 |
|
2.618 |
383.9 |
|
1.618 |
375.9 |
|
1.000 |
371.0 |
|
0.618 |
367.9 |
|
HIGH |
363.0 |
|
0.618 |
359.9 |
|
0.500 |
359.0 |
|
0.382 |
358.1 |
|
LOW |
355.0 |
|
0.618 |
350.1 |
|
1.000 |
347.0 |
|
1.618 |
342.1 |
|
2.618 |
334.1 |
|
4.250 |
321.0 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
359.0 |
359.0 |
| PP |
358.5 |
358.5 |
| S1 |
358.0 |
358.0 |
|