CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
346.6 |
344.7 |
-1.9 |
-0.5% |
355.8 |
High |
346.6 |
346.3 |
-0.3 |
-0.1% |
360.8 |
Low |
342.6 |
342.4 |
-0.2 |
-0.1% |
348.3 |
Close |
345.2 |
346.3 |
1.1 |
0.3% |
348.4 |
Range |
4.0 |
3.9 |
-0.1 |
-2.5% |
12.5 |
ATR |
5.3 |
5.2 |
-0.1 |
-1.9% |
0.0 |
Volume |
281 |
123 |
-158 |
-56.2% |
1,292 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
356.7 |
355.4 |
348.4 |
|
R3 |
352.8 |
351.5 |
347.4 |
|
R2 |
348.9 |
348.9 |
347.0 |
|
R1 |
347.6 |
347.6 |
346.7 |
348.3 |
PP |
345.0 |
345.0 |
345.0 |
345.3 |
S1 |
343.7 |
343.7 |
345.9 |
344.4 |
S2 |
341.1 |
341.1 |
345.6 |
|
S3 |
337.2 |
339.8 |
345.2 |
|
S4 |
333.3 |
335.9 |
344.2 |
|
|
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 |
342.4 |
18.4 |
5.3% |
5.9 |
1.7% |
21% |
False |
True |
232 |
10 |
360.8 |
342.4 |
18.4 |
5.3% |
4.6 |
1.3% |
21% |
False |
True |
248 |
20 |
363.0 |
342.4 |
20.6 |
5.9% |
4.5 |
1.3% |
19% |
False |
True |
252 |
40 |
377.1 |
342.4 |
34.7 |
10.0% |
5.2 |
1.5% |
11% |
False |
True |
259 |
60 |
381.0 |
342.4 |
38.6 |
11.1% |
4.4 |
1.3% |
10% |
False |
True |
214 |
80 |
381.0 |
342.4 |
38.6 |
11.1% |
3.8 |
1.1% |
10% |
False |
True |
177 |
100 |
388.3 |
342.4 |
45.9 |
13.3% |
3.4 |
1.0% |
8% |
False |
True |
145 |
120 |
388.3 |
342.4 |
45.9 |
13.3% |
2.9 |
0.8% |
8% |
False |
True |
121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
362.9 |
2.618 |
356.5 |
1.618 |
352.6 |
1.000 |
350.2 |
0.618 |
348.7 |
HIGH |
346.3 |
0.618 |
344.8 |
0.500 |
344.4 |
0.382 |
343.9 |
LOW |
342.4 |
0.618 |
340.0 |
1.000 |
338.5 |
1.618 |
336.1 |
2.618 |
332.2 |
4.250 |
325.8 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
345.7 |
347.9 |
PP |
345.0 |
347.4 |
S1 |
344.4 |
346.8 |
|