CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
352.3 |
346.6 |
-5.7 |
-1.6% |
355.8 |
High |
353.4 |
346.6 |
-6.8 |
-1.9% |
360.8 |
Low |
348.3 |
342.6 |
-5.7 |
-1.6% |
348.3 |
Close |
350.7 |
345.2 |
-5.5 |
-1.6% |
348.4 |
Range |
5.1 |
4.0 |
-1.1 |
-21.6% |
12.5 |
ATR |
5.1 |
5.3 |
0.2 |
4.3% |
0.0 |
Volume |
122 |
281 |
159 |
130.3% |
1,292 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
356.8 |
355.0 |
347.4 |
|
R3 |
352.8 |
351.0 |
346.3 |
|
R2 |
348.8 |
348.8 |
345.9 |
|
R1 |
347.0 |
347.0 |
345.6 |
345.9 |
PP |
344.8 |
344.8 |
344.8 |
344.3 |
S1 |
343.0 |
343.0 |
344.8 |
341.9 |
S2 |
340.8 |
340.8 |
344.5 |
|
S3 |
336.8 |
339.0 |
344.1 |
|
S4 |
332.8 |
335.0 |
343.0 |
|
|
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 |
342.6 |
18.2 |
5.3% |
5.7 |
1.7% |
14% |
False |
True |
298 |
10 |
360.8 |
342.6 |
18.2 |
5.3% |
4.5 |
1.3% |
14% |
False |
True |
252 |
20 |
363.0 |
342.6 |
20.4 |
5.9% |
4.6 |
1.3% |
13% |
False |
True |
253 |
40 |
381.0 |
342.6 |
38.4 |
11.1% |
5.2 |
1.5% |
7% |
False |
True |
262 |
60 |
381.0 |
342.6 |
38.4 |
11.1% |
4.4 |
1.3% |
7% |
False |
True |
213 |
80 |
381.0 |
342.6 |
38.4 |
11.1% |
3.8 |
1.1% |
7% |
False |
True |
175 |
100 |
388.3 |
342.6 |
45.7 |
13.2% |
3.3 |
1.0% |
6% |
False |
True |
144 |
120 |
388.3 |
342.6 |
45.7 |
13.2% |
2.9 |
0.8% |
6% |
False |
True |
120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
363.6 |
2.618 |
357.1 |
1.618 |
353.1 |
1.000 |
350.6 |
0.618 |
349.1 |
HIGH |
346.6 |
0.618 |
345.1 |
0.500 |
344.6 |
0.382 |
344.1 |
LOW |
342.6 |
0.618 |
340.1 |
1.000 |
338.6 |
1.618 |
336.1 |
2.618 |
332.1 |
4.250 |
325.6 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
345.0 |
348.0 |
PP |
344.8 |
347.1 |
S1 |
344.6 |
346.1 |
|