CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
352.5 |
352.8 |
0.3 |
0.1% |
346.4 |
| High |
355.0 |
356.9 |
1.9 |
0.5% |
356.9 |
| Low |
349.6 |
352.8 |
3.2 |
0.9% |
341.9 |
| Close |
352.8 |
356.9 |
4.1 |
1.2% |
356.9 |
| Range |
5.4 |
4.1 |
-1.3 |
-24.1% |
15.0 |
| ATR |
5.2 |
5.1 |
-0.1 |
-1.5% |
0.0 |
| Volume |
600 |
647 |
47 |
7.8% |
3,011 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
367.8 |
366.5 |
359.2 |
|
| R3 |
363.7 |
362.4 |
358.0 |
|
| R2 |
359.6 |
359.6 |
357.7 |
|
| R1 |
358.3 |
358.3 |
357.3 |
359.0 |
| PP |
355.5 |
355.5 |
355.5 |
355.9 |
| S1 |
354.2 |
354.2 |
356.5 |
354.9 |
| S2 |
351.4 |
351.4 |
356.1 |
|
| S3 |
347.3 |
350.1 |
355.8 |
|
| S4 |
343.2 |
346.0 |
354.6 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396.9 |
391.9 |
365.2 |
|
| R3 |
381.9 |
376.9 |
361.0 |
|
| R2 |
366.9 |
366.9 |
359.7 |
|
| R1 |
361.9 |
361.9 |
358.3 |
364.4 |
| PP |
351.9 |
351.9 |
351.9 |
353.2 |
| S1 |
346.9 |
346.9 |
355.5 |
349.4 |
| S2 |
336.9 |
336.9 |
354.2 |
|
| S3 |
321.9 |
331.9 |
352.8 |
|
| S4 |
306.9 |
316.9 |
348.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
356.9 |
341.9 |
15.0 |
4.2% |
4.9 |
1.4% |
100% |
True |
False |
602 |
| 10 |
356.9 |
338.3 |
18.6 |
5.2% |
4.9 |
1.4% |
100% |
True |
False |
682 |
| 20 |
356.9 |
338.2 |
18.7 |
5.2% |
5.1 |
1.4% |
100% |
True |
False |
596 |
| 40 |
356.9 |
332.0 |
24.9 |
7.0% |
4.5 |
1.3% |
100% |
True |
False |
477 |
| 60 |
363.0 |
332.0 |
31.0 |
8.7% |
4.5 |
1.3% |
80% |
False |
False |
401 |
| 80 |
381.0 |
332.0 |
49.0 |
13.7% |
4.8 |
1.4% |
51% |
False |
False |
372 |
| 100 |
381.0 |
332.0 |
49.0 |
13.7% |
4.4 |
1.2% |
51% |
False |
False |
317 |
| 120 |
381.0 |
332.0 |
49.0 |
13.7% |
4.0 |
1.1% |
51% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
374.3 |
|
2.618 |
367.6 |
|
1.618 |
363.5 |
|
1.000 |
361.0 |
|
0.618 |
359.4 |
|
HIGH |
356.9 |
|
0.618 |
355.3 |
|
0.500 |
354.9 |
|
0.382 |
354.4 |
|
LOW |
352.8 |
|
0.618 |
350.3 |
|
1.000 |
348.7 |
|
1.618 |
346.2 |
|
2.618 |
342.1 |
|
4.250 |
335.4 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
356.2 |
355.1 |
| PP |
355.5 |
353.3 |
| S1 |
354.9 |
351.5 |
|