CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
350.5 |
352.3 |
1.8 |
0.5% |
355.8 |
High |
351.1 |
353.4 |
2.3 |
0.7% |
360.8 |
Low |
347.0 |
348.3 |
1.3 |
0.4% |
348.3 |
Close |
349.6 |
350.7 |
1.1 |
0.3% |
348.4 |
Range |
4.1 |
5.1 |
1.0 |
24.4% |
12.5 |
ATR |
5.1 |
5.1 |
0.0 |
0.0% |
0.0 |
Volume |
379 |
122 |
-257 |
-67.8% |
1,292 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
366.1 |
363.5 |
353.5 |
|
R3 |
361.0 |
358.4 |
352.1 |
|
R2 |
355.9 |
355.9 |
351.6 |
|
R1 |
353.3 |
353.3 |
351.2 |
352.1 |
PP |
350.8 |
350.8 |
350.8 |
350.2 |
S1 |
348.2 |
348.2 |
350.2 |
347.0 |
S2 |
345.7 |
345.7 |
349.8 |
|
S3 |
340.6 |
343.1 |
349.3 |
|
S4 |
335.5 |
338.0 |
347.9 |
|
|
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% |
5.2 |
1.5% |
27% |
False |
False |
305 |
10 |
360.8 |
347.0 |
13.8 |
3.9% |
4.5 |
1.3% |
27% |
False |
False |
234 |
20 |
363.0 |
347.0 |
16.0 |
4.6% |
4.6 |
1.3% |
23% |
False |
False |
248 |
40 |
381.0 |
346.3 |
34.7 |
9.9% |
5.2 |
1.5% |
13% |
False |
False |
271 |
60 |
381.0 |
346.3 |
34.7 |
9.9% |
4.3 |
1.2% |
13% |
False |
False |
210 |
80 |
381.0 |
346.3 |
34.7 |
9.9% |
3.8 |
1.1% |
13% |
False |
False |
172 |
100 |
388.3 |
346.3 |
42.0 |
12.0% |
3.3 |
0.9% |
10% |
False |
False |
141 |
120 |
388.3 |
346.3 |
42.0 |
12.0% |
2.8 |
0.8% |
10% |
False |
False |
118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375.1 |
2.618 |
366.8 |
1.618 |
361.7 |
1.000 |
358.5 |
0.618 |
356.6 |
HIGH |
353.4 |
0.618 |
351.5 |
0.500 |
350.9 |
0.382 |
350.2 |
LOW |
348.3 |
0.618 |
345.1 |
1.000 |
343.2 |
1.618 |
340.0 |
2.618 |
334.9 |
4.250 |
326.6 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
350.9 |
353.9 |
PP |
350.8 |
352.8 |
S1 |
350.8 |
351.8 |
|