CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
359.4 |
356.2 |
-3.2 |
-0.9% |
355.2 |
High |
359.4 |
360.6 |
1.2 |
0.3% |
363.0 |
Low |
355.6 |
356.2 |
0.6 |
0.2% |
350.6 |
Close |
357.7 |
359.2 |
1.5 |
0.4% |
357.5 |
Range |
3.8 |
4.4 |
0.6 |
15.8% |
12.4 |
ATR |
5.7 |
5.6 |
-0.1 |
-1.6% |
0.0 |
Volume |
476 |
163 |
-313 |
-65.8% |
1,140 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371.9 |
369.9 |
361.6 |
|
R3 |
367.5 |
365.5 |
360.4 |
|
R2 |
363.1 |
363.1 |
360.0 |
|
R1 |
361.1 |
361.1 |
359.6 |
362.1 |
PP |
358.7 |
358.7 |
358.7 |
359.2 |
S1 |
356.7 |
356.7 |
358.8 |
357.7 |
S2 |
354.3 |
354.3 |
358.4 |
|
S3 |
349.9 |
352.3 |
358.0 |
|
S4 |
345.5 |
347.9 |
356.8 |
|
|
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 |
355.0 |
8.0 |
2.2% |
5.3 |
1.5% |
53% |
False |
False |
292 |
10 |
363.0 |
350.0 |
13.0 |
3.6% |
5.2 |
1.4% |
71% |
False |
False |
268 |
20 |
365.0 |
346.3 |
18.7 |
5.2% |
5.5 |
1.5% |
69% |
False |
False |
290 |
40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.6 |
1.3% |
37% |
False |
False |
220 |
60 |
381.0 |
346.3 |
34.7 |
9.7% |
3.9 |
1.1% |
37% |
False |
False |
168 |
80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.2 |
0.9% |
37% |
False |
False |
134 |
100 |
388.3 |
346.3 |
42.0 |
11.7% |
2.8 |
0.8% |
31% |
False |
False |
108 |
120 |
388.3 |
346.3 |
42.0 |
11.7% |
2.3 |
0.6% |
31% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
379.3 |
2.618 |
372.1 |
1.618 |
367.7 |
1.000 |
365.0 |
0.618 |
363.3 |
HIGH |
360.6 |
0.618 |
358.9 |
0.500 |
358.4 |
0.382 |
357.9 |
LOW |
356.2 |
0.618 |
353.5 |
1.000 |
351.8 |
1.618 |
349.1 |
2.618 |
344.7 |
4.250 |
337.5 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
358.9 |
359.1 |
PP |
358.7 |
359.1 |
S1 |
358.4 |
359.0 |
|