CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
355.8 |
357.7 |
1.9 |
0.5% |
353.9 |
High |
358.7 |
360.8 |
2.1 |
0.6% |
360.7 |
Low |
355.8 |
348.3 |
-7.5 |
-2.1% |
352.2 |
Close |
358.1 |
348.4 |
-9.7 |
-2.7% |
355.4 |
Range |
2.9 |
12.5 |
9.6 |
331.0% |
8.5 |
ATR |
4.6 |
5.1 |
0.6 |
12.3% |
0.0 |
Volume |
455 |
256 |
-199 |
-43.7% |
819 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
390.0 |
381.7 |
355.3 |
|
R3 |
377.5 |
369.2 |
351.8 |
|
R2 |
365.0 |
365.0 |
350.7 |
|
R1 |
356.7 |
356.7 |
349.5 |
354.6 |
PP |
352.5 |
352.5 |
352.5 |
351.5 |
S1 |
344.2 |
344.2 |
347.3 |
342.1 |
S2 |
340.0 |
340.0 |
346.1 |
|
S3 |
327.5 |
331.7 |
345.0 |
|
S4 |
315.0 |
319.2 |
341.5 |
|
|
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 |
360.8 |
348.3 |
12.5 |
3.6% |
4.8 |
1.4% |
1% |
True |
True |
290 |
10 |
360.8 |
348.3 |
12.5 |
3.6% |
4.6 |
1.3% |
1% |
True |
True |
224 |
20 |
363.0 |
348.3 |
14.7 |
4.2% |
4.6 |
1.3% |
1% |
False |
True |
249 |
40 |
381.0 |
346.3 |
34.7 |
10.0% |
5.2 |
1.5% |
6% |
False |
False |
267 |
60 |
381.0 |
346.3 |
34.7 |
10.0% |
4.4 |
1.3% |
6% |
False |
False |
210 |
80 |
381.0 |
346.3 |
34.7 |
10.0% |
3.7 |
1.1% |
6% |
False |
False |
166 |
100 |
388.3 |
346.3 |
42.0 |
12.1% |
3.2 |
0.9% |
5% |
False |
False |
136 |
120 |
388.3 |
346.3 |
42.0 |
12.1% |
2.7 |
0.8% |
5% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
413.9 |
2.618 |
393.5 |
1.618 |
381.0 |
1.000 |
373.3 |
0.618 |
368.5 |
HIGH |
360.8 |
0.618 |
356.0 |
0.500 |
354.6 |
0.382 |
353.1 |
LOW |
348.3 |
0.618 |
340.6 |
1.000 |
335.8 |
1.618 |
328.1 |
2.618 |
315.6 |
4.250 |
295.2 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
354.6 |
354.6 |
PP |
352.5 |
352.5 |
S1 |
350.5 |
350.5 |
|