CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
357.6 |
357.6 |
0.0 |
0.0% |
353.9 |
High |
360.7 |
358.1 |
-2.6 |
-0.7% |
360.7 |
Low |
356.0 |
353.4 |
-2.6 |
-0.7% |
352.2 |
Close |
360.7 |
355.4 |
-5.3 |
-1.5% |
355.4 |
Range |
4.7 |
4.7 |
0.0 |
0.0% |
8.5 |
ATR |
5.0 |
5.1 |
0.2 |
3.3% |
0.0 |
Volume |
129 |
160 |
31 |
24.0% |
819 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369.7 |
367.3 |
358.0 |
|
R3 |
365.0 |
362.6 |
356.7 |
|
R2 |
360.3 |
360.3 |
356.3 |
|
R1 |
357.9 |
357.9 |
355.8 |
356.8 |
PP |
355.6 |
355.6 |
355.6 |
355.1 |
S1 |
353.2 |
353.2 |
355.0 |
352.1 |
S2 |
350.9 |
350.9 |
354.5 |
|
S3 |
346.2 |
348.5 |
354.1 |
|
S4 |
341.5 |
343.8 |
352.8 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
381.6 |
377.0 |
360.1 |
|
R3 |
373.1 |
368.5 |
357.7 |
|
R2 |
364.6 |
364.6 |
357.0 |
|
R1 |
360.0 |
360.0 |
356.2 |
362.3 |
PP |
356.1 |
356.1 |
356.1 |
357.3 |
S1 |
351.5 |
351.5 |
354.6 |
353.8 |
S2 |
347.6 |
347.6 |
353.8 |
|
S3 |
339.1 |
343.0 |
353.1 |
|
S4 |
330.6 |
334.5 |
350.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
360.7 |
352.2 |
8.5 |
2.4% |
4.2 |
1.2% |
38% |
False |
False |
163 |
10 |
360.7 |
352.0 |
8.7 |
2.4% |
4.1 |
1.2% |
39% |
False |
False |
216 |
20 |
363.0 |
348.6 |
14.4 |
4.1% |
4.8 |
1.3% |
47% |
False |
False |
247 |
40 |
381.0 |
346.3 |
34.7 |
9.8% |
5.0 |
1.4% |
26% |
False |
False |
248 |
60 |
381.0 |
346.3 |
34.7 |
9.8% |
4.2 |
1.2% |
26% |
False |
False |
190 |
80 |
381.0 |
346.3 |
34.7 |
9.8% |
3.5 |
1.0% |
26% |
False |
False |
151 |
100 |
388.3 |
346.3 |
42.0 |
11.8% |
3.1 |
0.9% |
22% |
False |
False |
123 |
120 |
388.3 |
346.3 |
42.0 |
11.8% |
2.6 |
0.7% |
22% |
False |
False |
103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
378.1 |
2.618 |
370.4 |
1.618 |
365.7 |
1.000 |
362.8 |
0.618 |
361.0 |
HIGH |
358.1 |
0.618 |
356.3 |
0.500 |
355.8 |
0.382 |
355.2 |
LOW |
353.4 |
0.618 |
350.5 |
1.000 |
348.7 |
1.618 |
345.8 |
2.618 |
341.1 |
4.250 |
333.4 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
355.8 |
357.1 |
PP |
355.6 |
356.5 |
S1 |
355.5 |
356.0 |
|