CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
342.7 |
341.6 |
-1.1 |
-0.3% |
350.5 |
High |
346.7 |
341.6 |
-5.1 |
-1.5% |
353.4 |
Low |
340.0 |
338.1 |
-1.9 |
-0.6% |
342.4 |
Close |
342.2 |
338.6 |
-3.6 |
-1.1% |
344.8 |
Range |
6.7 |
3.5 |
-3.2 |
-47.8% |
11.0 |
ATR |
5.0 |
4.9 |
-0.1 |
-1.2% |
0.0 |
Volume |
542 |
646 |
104 |
19.2% |
1,033 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
349.9 |
347.8 |
340.5 |
|
R3 |
346.4 |
344.3 |
339.6 |
|
R2 |
342.9 |
342.9 |
339.2 |
|
R1 |
340.8 |
340.8 |
338.9 |
340.1 |
PP |
339.4 |
339.4 |
339.4 |
339.1 |
S1 |
337.3 |
337.3 |
338.3 |
336.6 |
S2 |
335.9 |
335.9 |
338.0 |
|
S3 |
332.4 |
333.8 |
337.6 |
|
S4 |
328.9 |
330.3 |
336.7 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
379.9 |
373.3 |
350.9 |
|
R3 |
368.9 |
362.3 |
347.8 |
|
R2 |
357.9 |
357.9 |
346.8 |
|
R1 |
351.3 |
351.3 |
345.8 |
349.1 |
PP |
346.9 |
346.9 |
346.9 |
345.8 |
S1 |
340.3 |
340.3 |
343.8 |
338.1 |
S2 |
335.9 |
335.9 |
342.8 |
|
S3 |
324.9 |
329.3 |
341.8 |
|
S4 |
313.9 |
318.3 |
338.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
346.7 |
338.1 |
8.6 |
2.5% |
4.1 |
1.2% |
6% |
False |
True |
336 |
10 |
360.8 |
338.1 |
22.7 |
6.7% |
5.0 |
1.5% |
2% |
False |
True |
284 |
20 |
360.8 |
338.1 |
22.7 |
6.7% |
4.3 |
1.3% |
2% |
False |
True |
257 |
40 |
365.0 |
338.1 |
26.9 |
7.9% |
4.9 |
1.5% |
2% |
False |
True |
276 |
60 |
381.0 |
338.1 |
42.9 |
12.7% |
4.6 |
1.4% |
1% |
False |
True |
237 |
80 |
381.0 |
338.1 |
42.9 |
12.7% |
4.0 |
1.2% |
1% |
False |
True |
192 |
100 |
381.0 |
338.1 |
42.9 |
12.7% |
3.5 |
1.0% |
1% |
False |
True |
161 |
120 |
388.3 |
338.1 |
50.2 |
14.8% |
3.1 |
0.9% |
1% |
False |
True |
135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
356.5 |
2.618 |
350.8 |
1.618 |
347.3 |
1.000 |
345.1 |
0.618 |
343.8 |
HIGH |
341.6 |
0.618 |
340.3 |
0.500 |
339.9 |
0.382 |
339.4 |
LOW |
338.1 |
0.618 |
335.9 |
1.000 |
334.6 |
1.618 |
332.4 |
2.618 |
328.9 |
4.250 |
323.2 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
339.9 |
342.4 |
PP |
339.4 |
341.1 |
S1 |
339.0 |
339.9 |
|