CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
346.2 |
352.5 |
6.3 |
1.8% |
338.4 |
| High |
351.6 |
355.0 |
3.4 |
1.0% |
347.9 |
| Low |
346.1 |
349.6 |
3.5 |
1.0% |
338.3 |
| Close |
351.6 |
352.8 |
1.2 |
0.3% |
347.9 |
| Range |
5.5 |
5.4 |
-0.1 |
-1.8% |
9.6 |
| ATR |
5.1 |
5.2 |
0.0 |
0.4% |
0.0 |
| Volume |
541 |
600 |
59 |
10.9% |
3,818 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
368.7 |
366.1 |
355.8 |
|
| R3 |
363.3 |
360.7 |
354.3 |
|
| R2 |
357.9 |
357.9 |
353.8 |
|
| R1 |
355.3 |
355.3 |
353.3 |
356.6 |
| PP |
352.5 |
352.5 |
352.5 |
353.1 |
| S1 |
349.9 |
349.9 |
352.3 |
351.2 |
| S2 |
347.1 |
347.1 |
351.8 |
|
| S3 |
341.7 |
344.5 |
351.3 |
|
| S4 |
336.3 |
339.1 |
349.8 |
|
|
| 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 |
355.0 |
340.5 |
14.5 |
4.1% |
5.6 |
1.6% |
85% |
True |
False |
582 |
| 10 |
355.0 |
338.3 |
16.7 |
4.7% |
5.5 |
1.6% |
87% |
True |
False |
654 |
| 20 |
355.0 |
334.3 |
20.7 |
5.9% |
5.2 |
1.5% |
89% |
True |
False |
578 |
| 40 |
360.8 |
332.0 |
28.8 |
8.2% |
4.7 |
1.3% |
72% |
False |
False |
467 |
| 60 |
363.0 |
332.0 |
31.0 |
8.8% |
4.6 |
1.3% |
67% |
False |
False |
395 |
| 80 |
381.0 |
332.0 |
49.0 |
13.9% |
4.8 |
1.4% |
42% |
False |
False |
367 |
| 100 |
381.0 |
332.0 |
49.0 |
13.9% |
4.5 |
1.3% |
42% |
False |
False |
310 |
| 120 |
381.0 |
332.0 |
49.0 |
13.9% |
3.9 |
1.1% |
42% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
378.0 |
|
2.618 |
369.1 |
|
1.618 |
363.7 |
|
1.000 |
360.4 |
|
0.618 |
358.3 |
|
HIGH |
355.0 |
|
0.618 |
352.9 |
|
0.500 |
352.3 |
|
0.382 |
351.7 |
|
LOW |
349.6 |
|
0.618 |
346.3 |
|
1.000 |
344.2 |
|
1.618 |
340.9 |
|
2.618 |
335.5 |
|
4.250 |
326.7 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
352.6 |
351.5 |
| PP |
352.5 |
350.2 |
| S1 |
352.3 |
348.9 |
|