CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
343.1 |
346.4 |
3.3 |
1.0% |
338.4 |
| High |
347.9 |
347.2 |
-0.7 |
-0.2% |
347.9 |
| Low |
340.5 |
341.9 |
1.4 |
0.4% |
338.3 |
| Close |
347.9 |
346.8 |
-1.1 |
-0.3% |
347.9 |
| Range |
7.4 |
5.3 |
-2.1 |
-28.4% |
9.6 |
| ATR |
5.0 |
5.1 |
0.1 |
1.4% |
0.0 |
| Volume |
550 |
696 |
146 |
26.5% |
3,818 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
361.2 |
359.3 |
349.7 |
|
| R3 |
355.9 |
354.0 |
348.3 |
|
| R2 |
350.6 |
350.6 |
347.8 |
|
| R1 |
348.7 |
348.7 |
347.3 |
349.7 |
| PP |
345.3 |
345.3 |
345.3 |
345.8 |
| S1 |
343.4 |
343.4 |
346.3 |
344.4 |
| S2 |
340.0 |
340.0 |
345.8 |
|
| S3 |
334.7 |
338.1 |
345.3 |
|
| S4 |
329.4 |
332.8 |
343.9 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
373.5 |
370.3 |
353.2 |
|
| R3 |
363.9 |
360.7 |
350.5 |
|
| R2 |
354.3 |
354.3 |
349.7 |
|
| R1 |
351.1 |
351.1 |
348.8 |
352.7 |
| PP |
344.7 |
344.7 |
344.7 |
345.5 |
| S1 |
341.5 |
341.5 |
347.0 |
343.1 |
| S2 |
335.1 |
335.1 |
346.1 |
|
| S3 |
325.5 |
331.9 |
345.3 |
|
| S4 |
315.9 |
322.3 |
342.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
347.9 |
338.3 |
9.6 |
2.8% |
5.2 |
1.5% |
89% |
False |
False |
608 |
| 10 |
348.3 |
338.3 |
10.0 |
2.9% |
5.0 |
1.4% |
85% |
False |
False |
643 |
| 20 |
348.8 |
332.0 |
16.8 |
4.8% |
4.9 |
1.4% |
88% |
False |
False |
567 |
| 40 |
360.8 |
332.0 |
28.8 |
8.3% |
4.5 |
1.3% |
51% |
False |
False |
452 |
| 60 |
363.0 |
332.0 |
31.0 |
8.9% |
4.6 |
1.3% |
48% |
False |
False |
383 |
| 80 |
381.0 |
332.0 |
49.0 |
14.1% |
4.7 |
1.4% |
30% |
False |
False |
350 |
| 100 |
381.0 |
332.0 |
49.0 |
14.1% |
4.3 |
1.2% |
30% |
False |
False |
294 |
| 120 |
381.0 |
332.0 |
49.0 |
14.1% |
3.8 |
1.1% |
30% |
False |
False |
251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
369.7 |
|
2.618 |
361.1 |
|
1.618 |
355.8 |
|
1.000 |
352.5 |
|
0.618 |
350.5 |
|
HIGH |
347.2 |
|
0.618 |
345.2 |
|
0.500 |
344.6 |
|
0.382 |
343.9 |
|
LOW |
341.9 |
|
0.618 |
338.6 |
|
1.000 |
336.6 |
|
1.618 |
333.3 |
|
2.618 |
328.0 |
|
4.250 |
319.4 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
346.1 |
345.8 |
| PP |
345.3 |
344.8 |
| S1 |
344.6 |
343.8 |
|