CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
338.0 |
339.8 |
1.8 |
0.5% |
343.9 |
| High |
339.6 |
342.0 |
2.4 |
0.7% |
346.7 |
| Low |
336.4 |
338.6 |
2.2 |
0.7% |
338.1 |
| Close |
337.9 |
341.0 |
3.1 |
0.9% |
341.7 |
| Range |
3.2 |
3.4 |
0.2 |
6.3% |
8.6 |
| ATR |
4.8 |
4.7 |
0.0 |
-1.0% |
0.0 |
| Volume |
313 |
412 |
99 |
31.6% |
2,095 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
350.7 |
349.3 |
342.9 |
|
| R3 |
347.3 |
345.9 |
341.9 |
|
| R2 |
343.9 |
343.9 |
341.6 |
|
| R1 |
342.5 |
342.5 |
341.3 |
343.2 |
| PP |
340.5 |
340.5 |
340.5 |
340.9 |
| S1 |
339.1 |
339.1 |
340.7 |
339.8 |
| S2 |
337.1 |
337.1 |
340.4 |
|
| S3 |
333.7 |
335.7 |
340.1 |
|
| S4 |
330.3 |
332.3 |
339.1 |
|
|
| 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 |
342.0 |
334.3 |
7.7 |
2.3% |
3.6 |
1.1% |
87% |
True |
False |
374 |
| 10 |
346.7 |
334.3 |
12.4 |
3.6% |
3.9 |
1.1% |
54% |
False |
False |
355 |
| 20 |
360.8 |
334.3 |
26.5 |
7.8% |
4.2 |
1.2% |
25% |
False |
False |
301 |
| 40 |
365.0 |
334.3 |
30.7 |
9.0% |
4.7 |
1.4% |
22% |
False |
False |
280 |
| 60 |
381.0 |
334.3 |
46.7 |
13.7% |
4.7 |
1.4% |
14% |
False |
False |
262 |
| 80 |
381.0 |
334.3 |
46.7 |
13.7% |
4.1 |
1.2% |
14% |
False |
False |
214 |
| 100 |
381.0 |
334.3 |
46.7 |
13.7% |
3.5 |
1.0% |
14% |
False |
False |
178 |
| 120 |
388.3 |
334.3 |
54.0 |
15.8% |
3.2 |
0.9% |
12% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
356.5 |
|
2.618 |
350.9 |
|
1.618 |
347.5 |
|
1.000 |
345.4 |
|
0.618 |
344.1 |
|
HIGH |
342.0 |
|
0.618 |
340.7 |
|
0.500 |
340.3 |
|
0.382 |
339.9 |
|
LOW |
338.6 |
|
0.618 |
336.5 |
|
1.000 |
335.2 |
|
1.618 |
333.1 |
|
2.618 |
329.7 |
|
4.250 |
324.2 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
340.8 |
340.1 |
| PP |
340.5 |
339.1 |
| S1 |
340.3 |
338.2 |
|