CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
344.8 |
346.2 |
1.4 |
0.4% |
338.4 |
| High |
347.0 |
351.6 |
4.6 |
1.3% |
347.9 |
| Low |
342.8 |
346.1 |
3.3 |
1.0% |
338.3 |
| Close |
344.8 |
351.6 |
6.8 |
2.0% |
347.9 |
| Range |
4.2 |
5.5 |
1.3 |
31.0% |
9.6 |
| ATR |
5.0 |
5.1 |
0.1 |
2.6% |
0.0 |
| Volume |
527 |
541 |
14 |
2.7% |
3,818 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
366.3 |
364.4 |
354.6 |
|
| R3 |
360.8 |
358.9 |
353.1 |
|
| R2 |
355.3 |
355.3 |
352.6 |
|
| R1 |
353.4 |
353.4 |
352.1 |
354.4 |
| PP |
349.8 |
349.8 |
349.8 |
350.2 |
| S1 |
347.9 |
347.9 |
351.1 |
348.9 |
| S2 |
344.3 |
344.3 |
350.6 |
|
| S3 |
338.8 |
342.4 |
350.1 |
|
| S4 |
333.3 |
336.9 |
348.6 |
|
|
| 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 |
351.6 |
339.6 |
12.0 |
3.4% |
5.3 |
1.5% |
100% |
True |
False |
638 |
| 10 |
351.6 |
338.3 |
13.3 |
3.8% |
5.3 |
1.5% |
100% |
True |
False |
663 |
| 20 |
351.6 |
334.0 |
17.6 |
5.0% |
5.0 |
1.4% |
100% |
True |
False |
565 |
| 40 |
360.8 |
332.0 |
28.8 |
8.2% |
4.7 |
1.3% |
68% |
False |
False |
464 |
| 60 |
363.0 |
332.0 |
31.0 |
8.8% |
4.6 |
1.3% |
63% |
False |
False |
389 |
| 80 |
381.0 |
332.0 |
49.0 |
13.9% |
4.8 |
1.4% |
40% |
False |
False |
360 |
| 100 |
381.0 |
332.0 |
49.0 |
13.9% |
4.4 |
1.3% |
40% |
False |
False |
305 |
| 120 |
381.0 |
332.0 |
49.0 |
13.9% |
3.9 |
1.1% |
40% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
375.0 |
|
2.618 |
366.0 |
|
1.618 |
360.5 |
|
1.000 |
357.1 |
|
0.618 |
355.0 |
|
HIGH |
351.6 |
|
0.618 |
349.5 |
|
0.500 |
348.9 |
|
0.382 |
348.2 |
|
LOW |
346.1 |
|
0.618 |
342.7 |
|
1.000 |
340.6 |
|
1.618 |
337.2 |
|
2.618 |
331.7 |
|
4.250 |
322.7 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
350.7 |
350.0 |
| PP |
349.8 |
348.4 |
| S1 |
348.9 |
346.8 |
|