CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
353.9 |
355.0 |
1.1 |
0.3% |
359.4 |
| High |
357.1 |
357.0 |
-0.1 |
0.0% |
360.6 |
| Low |
352.2 |
353.0 |
0.8 |
0.2% |
352.0 |
| Close |
355.7 |
356.2 |
0.5 |
0.1% |
356.2 |
| Range |
4.9 |
4.0 |
-0.9 |
-18.4% |
8.6 |
| ATR |
5.3 |
5.2 |
-0.1 |
-1.7% |
0.0 |
| Volume |
270 |
99 |
-171 |
-63.3% |
1,348 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
367.4 |
365.8 |
358.4 |
|
| R3 |
363.4 |
361.8 |
357.3 |
|
| R2 |
359.4 |
359.4 |
356.9 |
|
| R1 |
357.8 |
357.8 |
356.6 |
358.6 |
| PP |
355.4 |
355.4 |
355.4 |
355.8 |
| S1 |
353.8 |
353.8 |
355.8 |
354.6 |
| S2 |
351.4 |
351.4 |
355.5 |
|
| S3 |
347.4 |
349.8 |
355.1 |
|
| S4 |
343.4 |
345.8 |
354.0 |
|
|
| 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 |
360.5 |
352.0 |
8.5 |
2.4% |
4.2 |
1.2% |
49% |
False |
False |
215 |
| 10 |
363.0 |
352.0 |
11.0 |
3.1% |
4.7 |
1.3% |
38% |
False |
False |
253 |
| 20 |
365.0 |
348.6 |
16.4 |
4.6% |
5.4 |
1.5% |
46% |
False |
False |
280 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.8 |
1.4% |
29% |
False |
False |
239 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
4.1 |
1.1% |
29% |
False |
False |
183 |
| 80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.3 |
0.9% |
29% |
False |
False |
146 |
| 100 |
388.3 |
346.3 |
42.0 |
11.8% |
3.0 |
0.8% |
24% |
False |
False |
119 |
| 120 |
388.3 |
346.3 |
42.0 |
11.8% |
2.5 |
0.7% |
24% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
374.0 |
|
2.618 |
367.5 |
|
1.618 |
363.5 |
|
1.000 |
361.0 |
|
0.618 |
359.5 |
|
HIGH |
357.0 |
|
0.618 |
355.5 |
|
0.500 |
355.0 |
|
0.382 |
354.5 |
|
LOW |
353.0 |
|
0.618 |
350.5 |
|
1.000 |
349.0 |
|
1.618 |
346.5 |
|
2.618 |
342.5 |
|
4.250 |
336.0 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
355.8 |
355.8 |
| PP |
355.4 |
355.4 |
| S1 |
355.0 |
355.0 |
|