CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
357.7 |
350.5 |
-7.2 |
-2.0% |
355.8 |
High |
360.8 |
351.1 |
-9.7 |
-2.7% |
360.8 |
Low |
348.3 |
347.0 |
-1.3 |
-0.4% |
348.3 |
Close |
348.4 |
349.6 |
1.2 |
0.3% |
348.4 |
Range |
12.5 |
4.1 |
-8.4 |
-67.2% |
12.5 |
ATR |
5.1 |
5.1 |
-0.1 |
-1.5% |
0.0 |
Volume |
256 |
379 |
123 |
48.0% |
1,292 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
361.5 |
359.7 |
351.9 |
|
R3 |
357.4 |
355.6 |
350.7 |
|
R2 |
353.3 |
353.3 |
350.4 |
|
R1 |
351.5 |
351.5 |
350.0 |
350.4 |
PP |
349.2 |
349.2 |
349.2 |
348.7 |
S1 |
347.4 |
347.4 |
349.2 |
346.3 |
S2 |
345.1 |
345.1 |
348.8 |
|
S3 |
341.0 |
343.3 |
348.5 |
|
S4 |
336.9 |
339.2 |
347.3 |
|
|
Weekly Pivots for week ending 29-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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
360.8 |
347.0 |
13.8 |
3.9% |
4.7 |
1.4% |
19% |
False |
True |
334 |
10 |
360.8 |
347.0 |
13.8 |
3.9% |
4.5 |
1.3% |
19% |
False |
True |
249 |
20 |
363.0 |
347.0 |
16.0 |
4.6% |
4.7 |
1.3% |
16% |
False |
True |
248 |
40 |
381.0 |
346.3 |
34.7 |
9.9% |
5.2 |
1.5% |
10% |
False |
False |
275 |
60 |
381.0 |
346.3 |
34.7 |
9.9% |
4.3 |
1.2% |
10% |
False |
False |
212 |
80 |
381.0 |
346.3 |
34.7 |
9.9% |
3.7 |
1.1% |
10% |
False |
False |
171 |
100 |
388.3 |
346.3 |
42.0 |
12.0% |
3.2 |
0.9% |
8% |
False |
False |
140 |
120 |
388.3 |
346.3 |
42.0 |
12.0% |
2.8 |
0.8% |
8% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
368.5 |
2.618 |
361.8 |
1.618 |
357.7 |
1.000 |
355.2 |
0.618 |
353.6 |
HIGH |
351.1 |
0.618 |
349.5 |
0.500 |
349.1 |
0.382 |
348.6 |
LOW |
347.0 |
0.618 |
344.5 |
1.000 |
342.9 |
1.618 |
340.4 |
2.618 |
336.3 |
4.250 |
329.6 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
349.4 |
353.9 |
PP |
349.2 |
352.5 |
S1 |
349.1 |
351.0 |
|