CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
345.7 |
338.4 |
-7.3 |
-2.1% |
344.1 |
| High |
348.3 |
342.4 |
-5.9 |
-1.7% |
348.3 |
| Low |
338.5 |
338.4 |
-0.1 |
0.0% |
338.5 |
| Close |
339.7 |
340.5 |
0.8 |
0.2% |
339.7 |
| Range |
9.8 |
4.0 |
-5.8 |
-59.2% |
9.8 |
| ATR |
5.0 |
4.9 |
-0.1 |
-1.4% |
0.0 |
| Volume |
362 |
1,472 |
1,110 |
306.6% |
2,777 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
352.4 |
350.5 |
342.7 |
|
| R3 |
348.4 |
346.5 |
341.6 |
|
| R2 |
344.4 |
344.4 |
341.2 |
|
| R1 |
342.5 |
342.5 |
340.9 |
343.5 |
| PP |
340.4 |
340.4 |
340.4 |
340.9 |
| S1 |
338.5 |
338.5 |
340.1 |
339.5 |
| S2 |
336.4 |
336.4 |
339.8 |
|
| S3 |
332.4 |
334.5 |
339.4 |
|
| S4 |
328.4 |
330.5 |
338.3 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
371.6 |
365.4 |
345.1 |
|
| R3 |
361.8 |
355.6 |
342.4 |
|
| R2 |
352.0 |
352.0 |
341.5 |
|
| R1 |
345.8 |
345.8 |
340.6 |
344.0 |
| PP |
342.2 |
342.2 |
342.2 |
341.3 |
| S1 |
336.0 |
336.0 |
338.8 |
334.2 |
| S2 |
332.4 |
332.4 |
337.9 |
|
| S3 |
322.6 |
326.2 |
337.0 |
|
| S4 |
312.8 |
316.4 |
334.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
348.3 |
338.4 |
9.9 |
2.9% |
4.7 |
1.4% |
21% |
False |
True |
678 |
| 10 |
348.8 |
338.2 |
10.6 |
3.1% |
4.8 |
1.4% |
22% |
False |
False |
622 |
| 20 |
348.8 |
332.0 |
16.8 |
4.9% |
4.5 |
1.3% |
51% |
False |
False |
520 |
| 40 |
360.8 |
332.0 |
28.8 |
8.5% |
4.4 |
1.3% |
30% |
False |
False |
396 |
| 60 |
365.0 |
332.0 |
33.0 |
9.7% |
4.7 |
1.4% |
26% |
False |
False |
361 |
| 80 |
381.0 |
332.0 |
49.0 |
14.4% |
4.6 |
1.3% |
17% |
False |
False |
315 |
| 100 |
381.0 |
332.0 |
49.0 |
14.4% |
4.2 |
1.2% |
17% |
False |
False |
265 |
| 120 |
381.0 |
332.0 |
49.0 |
14.4% |
3.6 |
1.1% |
17% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
359.4 |
|
2.618 |
352.9 |
|
1.618 |
348.9 |
|
1.000 |
346.4 |
|
0.618 |
344.9 |
|
HIGH |
342.4 |
|
0.618 |
340.9 |
|
0.500 |
340.4 |
|
0.382 |
339.9 |
|
LOW |
338.4 |
|
0.618 |
335.9 |
|
1.000 |
334.4 |
|
1.618 |
331.9 |
|
2.618 |
327.9 |
|
4.250 |
321.4 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
340.5 |
343.4 |
| PP |
340.4 |
342.4 |
| S1 |
340.4 |
341.5 |
|