CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
356.5 |
357.9 |
1.4 |
0.4% |
359.4 |
High |
357.2 |
357.9 |
0.7 |
0.2% |
360.6 |
Low |
355.8 |
352.0 |
-3.8 |
-1.1% |
352.0 |
Close |
357.1 |
356.2 |
-0.9 |
-0.3% |
356.2 |
Range |
1.4 |
5.9 |
4.5 |
321.4% |
8.6 |
ATR |
5.2 |
5.3 |
0.0 |
0.9% |
0.0 |
Volume |
322 |
137 |
-185 |
-57.5% |
1,348 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
373.1 |
370.5 |
359.4 |
|
R3 |
367.2 |
364.6 |
357.8 |
|
R2 |
361.3 |
361.3 |
357.3 |
|
R1 |
358.7 |
358.7 |
356.7 |
357.1 |
PP |
355.4 |
355.4 |
355.4 |
354.5 |
S1 |
352.8 |
352.8 |
355.7 |
351.2 |
S2 |
349.5 |
349.5 |
355.1 |
|
S3 |
343.6 |
346.9 |
354.6 |
|
S4 |
337.7 |
341.0 |
353.0 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
382.1 |
377.7 |
360.9 |
|
R3 |
373.5 |
369.1 |
358.6 |
|
R2 |
364.9 |
364.9 |
357.8 |
|
R1 |
360.5 |
360.5 |
357.0 |
358.4 |
PP |
356.3 |
356.3 |
356.3 |
355.2 |
S1 |
351.9 |
351.9 |
355.4 |
349.8 |
S2 |
347.7 |
347.7 |
354.6 |
|
S3 |
339.1 |
343.3 |
353.8 |
|
S4 |
330.5 |
334.7 |
351.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
360.6 |
352.0 |
8.6 |
2.4% |
4.1 |
1.1% |
49% |
False |
True |
269 |
10 |
363.0 |
350.6 |
12.4 |
3.5% |
4.8 |
1.4% |
45% |
False |
False |
248 |
20 |
365.0 |
346.3 |
18.7 |
5.2% |
5.4 |
1.5% |
53% |
False |
False |
292 |
40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.8 |
1.3% |
29% |
False |
False |
235 |
60 |
381.0 |
346.3 |
34.7 |
9.7% |
4.0 |
1.1% |
29% |
False |
False |
177 |
80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.3 |
0.9% |
29% |
False |
False |
142 |
100 |
388.3 |
346.3 |
42.0 |
11.8% |
2.9 |
0.8% |
24% |
False |
False |
115 |
120 |
388.3 |
346.3 |
42.0 |
11.8% |
2.4 |
0.7% |
24% |
False |
False |
97 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
383.0 |
2.618 |
373.3 |
1.618 |
367.4 |
1.000 |
363.8 |
0.618 |
361.5 |
HIGH |
357.9 |
0.618 |
355.6 |
0.500 |
355.0 |
0.382 |
354.3 |
LOW |
352.0 |
0.618 |
348.4 |
1.000 |
346.1 |
1.618 |
342.5 |
2.618 |
336.6 |
4.250 |
326.9 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
355.8 |
356.3 |
PP |
355.4 |
356.2 |
S1 |
355.0 |
356.2 |
|