CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
338.2 |
334.3 |
-3.9 |
-1.2% |
343.9 |
High |
338.7 |
339.1 |
0.4 |
0.1% |
346.7 |
Low |
335.0 |
334.3 |
-0.7 |
-0.2% |
338.1 |
Close |
335.4 |
338.0 |
2.6 |
0.8% |
341.7 |
Range |
3.7 |
4.8 |
1.1 |
29.7% |
8.6 |
ATR |
4.9 |
4.9 |
0.0 |
-0.2% |
0.0 |
Volume |
211 |
394 |
183 |
86.7% |
2,095 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
351.5 |
349.6 |
340.6 |
|
R3 |
346.7 |
344.8 |
339.3 |
|
R2 |
341.9 |
341.9 |
338.9 |
|
R1 |
340.0 |
340.0 |
338.4 |
341.0 |
PP |
337.1 |
337.1 |
337.1 |
337.6 |
S1 |
335.2 |
335.2 |
337.6 |
336.2 |
S2 |
332.3 |
332.3 |
337.1 |
|
S3 |
327.5 |
330.4 |
336.7 |
|
S4 |
322.7 |
325.6 |
335.4 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
368.0 |
363.4 |
346.4 |
|
R3 |
359.4 |
354.8 |
344.1 |
|
R2 |
350.8 |
350.8 |
343.3 |
|
R1 |
346.2 |
346.2 |
342.5 |
344.2 |
PP |
342.2 |
342.2 |
342.2 |
341.2 |
S1 |
337.6 |
337.6 |
340.9 |
335.6 |
S2 |
333.6 |
333.6 |
340.1 |
|
S3 |
325.0 |
329.0 |
339.3 |
|
S4 |
316.4 |
320.4 |
337.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
346.7 |
334.3 |
12.4 |
3.7% |
4.4 |
1.3% |
30% |
False |
True |
466 |
10 |
346.7 |
334.3 |
12.4 |
3.7% |
4.0 |
1.2% |
30% |
False |
True |
323 |
20 |
360.8 |
334.3 |
26.5 |
7.8% |
4.2 |
1.3% |
14% |
False |
True |
278 |
40 |
365.0 |
334.3 |
30.7 |
9.1% |
4.8 |
1.4% |
12% |
False |
True |
285 |
60 |
381.0 |
334.3 |
46.7 |
13.8% |
4.6 |
1.3% |
8% |
False |
True |
252 |
80 |
381.0 |
334.3 |
46.7 |
13.8% |
4.1 |
1.2% |
8% |
False |
True |
205 |
100 |
381.0 |
334.3 |
46.7 |
13.8% |
3.5 |
1.0% |
8% |
False |
True |
171 |
120 |
388.3 |
334.3 |
54.0 |
16.0% |
3.1 |
0.9% |
7% |
False |
True |
145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
359.5 |
2.618 |
351.7 |
1.618 |
346.9 |
1.000 |
343.9 |
0.618 |
342.1 |
HIGH |
339.1 |
0.618 |
337.3 |
0.500 |
336.7 |
0.382 |
336.1 |
LOW |
334.3 |
0.618 |
331.3 |
1.000 |
329.5 |
1.618 |
326.5 |
2.618 |
321.7 |
4.250 |
313.9 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
337.6 |
338.0 |
PP |
337.1 |
338.0 |
S1 |
336.7 |
338.0 |
|