CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
342.5 |
339.8 |
-2.7 |
-0.8% |
344.1 |
| High |
343.8 |
343.7 |
-0.1 |
0.0% |
348.3 |
| Low |
340.2 |
339.6 |
-0.6 |
-0.2% |
338.5 |
| Close |
341.2 |
343.3 |
2.1 |
0.6% |
339.7 |
| Range |
3.6 |
4.1 |
0.5 |
13.9% |
9.8 |
| ATR |
4.9 |
4.8 |
-0.1 |
-1.1% |
0.0 |
| Volume |
333 |
880 |
547 |
164.3% |
2,777 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
354.5 |
353.0 |
345.6 |
|
| R3 |
350.4 |
348.9 |
344.4 |
|
| R2 |
346.3 |
346.3 |
344.1 |
|
| R1 |
344.8 |
344.8 |
343.7 |
345.6 |
| PP |
342.2 |
342.2 |
342.2 |
342.6 |
| S1 |
340.7 |
340.7 |
342.9 |
341.5 |
| S2 |
338.1 |
338.1 |
342.5 |
|
| S3 |
334.0 |
336.6 |
342.2 |
|
| S4 |
329.9 |
332.5 |
341.0 |
|
|
| 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% |
5.4 |
1.6% |
50% |
False |
False |
726 |
| 10 |
348.3 |
338.3 |
10.0 |
2.9% |
4.7 |
1.4% |
50% |
False |
False |
643 |
| 20 |
348.8 |
332.0 |
16.8 |
4.9% |
4.6 |
1.3% |
67% |
False |
False |
554 |
| 40 |
360.8 |
332.0 |
28.8 |
8.4% |
4.4 |
1.3% |
39% |
False |
False |
428 |
| 60 |
365.0 |
332.0 |
33.0 |
9.6% |
4.7 |
1.4% |
34% |
False |
False |
371 |
| 80 |
381.0 |
332.0 |
49.0 |
14.3% |
4.7 |
1.4% |
23% |
False |
False |
335 |
| 100 |
381.0 |
332.0 |
49.0 |
14.3% |
4.2 |
1.2% |
23% |
False |
False |
282 |
| 120 |
381.0 |
332.0 |
49.0 |
14.3% |
3.7 |
1.1% |
23% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
361.1 |
|
2.618 |
354.4 |
|
1.618 |
350.3 |
|
1.000 |
347.8 |
|
0.618 |
346.2 |
|
HIGH |
343.7 |
|
0.618 |
342.1 |
|
0.500 |
341.7 |
|
0.382 |
341.2 |
|
LOW |
339.6 |
|
0.618 |
337.1 |
|
1.000 |
335.5 |
|
1.618 |
333.0 |
|
2.618 |
328.9 |
|
4.250 |
322.2 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
342.8 |
342.6 |
| PP |
342.2 |
341.8 |
| S1 |
341.7 |
341.1 |
|