CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
338.4 |
343.0 |
4.6 |
1.4% |
344.1 |
High |
342.4 |
343.8 |
1.4 |
0.4% |
348.3 |
Low |
338.4 |
338.3 |
-0.1 |
0.0% |
338.5 |
Close |
340.5 |
341.5 |
1.0 |
0.3% |
339.7 |
Range |
4.0 |
5.5 |
1.5 |
37.5% |
9.8 |
ATR |
4.9 |
5.0 |
0.0 |
0.8% |
0.0 |
Volume |
1,472 |
583 |
-889 |
-60.4% |
2,777 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
357.7 |
355.1 |
344.5 |
|
R3 |
352.2 |
349.6 |
343.0 |
|
R2 |
346.7 |
346.7 |
342.5 |
|
R1 |
344.1 |
344.1 |
342.0 |
342.7 |
PP |
341.2 |
341.2 |
341.2 |
340.5 |
S1 |
338.6 |
338.6 |
341.0 |
337.2 |
S2 |
335.7 |
335.7 |
340.5 |
|
S3 |
330.2 |
333.1 |
340.0 |
|
S4 |
324.7 |
327.6 |
338.5 |
|
|
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 |
338.3 |
10.0 |
2.9% |
5.2 |
1.5% |
32% |
False |
True |
679 |
10 |
348.3 |
338.2 |
10.1 |
3.0% |
4.9 |
1.4% |
33% |
False |
False |
630 |
20 |
348.8 |
332.0 |
16.8 |
4.9% |
4.6 |
1.3% |
57% |
False |
False |
529 |
40 |
360.8 |
332.0 |
28.8 |
8.4% |
4.4 |
1.3% |
33% |
False |
False |
404 |
60 |
365.0 |
332.0 |
33.0 |
9.7% |
4.8 |
1.4% |
29% |
False |
False |
367 |
80 |
381.0 |
332.0 |
49.0 |
14.3% |
4.6 |
1.3% |
19% |
False |
False |
321 |
100 |
381.0 |
332.0 |
49.0 |
14.3% |
4.2 |
1.2% |
19% |
False |
False |
270 |
120 |
381.0 |
332.0 |
49.0 |
14.3% |
3.7 |
1.1% |
19% |
False |
False |
231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
367.2 |
2.618 |
358.2 |
1.618 |
352.7 |
1.000 |
349.3 |
0.618 |
347.2 |
HIGH |
343.8 |
0.618 |
341.7 |
0.500 |
341.1 |
0.382 |
340.4 |
LOW |
338.3 |
0.618 |
334.9 |
1.000 |
332.8 |
1.618 |
329.4 |
2.618 |
323.9 |
4.250 |
314.9 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
341.4 |
343.3 |
PP |
341.2 |
342.7 |
S1 |
341.1 |
342.1 |
|