CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
352.8 |
359.2 |
6.4 |
1.8% |
346.4 |
| High |
356.9 |
372.9 |
16.0 |
4.5% |
356.9 |
| Low |
352.8 |
358.8 |
6.0 |
1.7% |
341.9 |
| Close |
356.9 |
372.9 |
16.0 |
4.5% |
356.9 |
| Range |
4.1 |
14.1 |
10.0 |
243.9% |
15.0 |
| ATR |
5.1 |
5.9 |
0.8 |
15.4% |
0.0 |
| Volume |
647 |
832 |
185 |
28.6% |
3,011 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
410.5 |
405.8 |
380.7 |
|
| R3 |
396.4 |
391.7 |
376.8 |
|
| R2 |
382.3 |
382.3 |
375.5 |
|
| R1 |
377.6 |
377.6 |
374.2 |
380.0 |
| PP |
368.2 |
368.2 |
368.2 |
369.4 |
| S1 |
363.5 |
363.5 |
371.6 |
365.9 |
| S2 |
354.1 |
354.1 |
370.3 |
|
| S3 |
340.0 |
349.4 |
369.0 |
|
| S4 |
325.9 |
335.3 |
365.1 |
|
|
| 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 |
372.9 |
342.8 |
30.1 |
8.1% |
6.7 |
1.8% |
100% |
True |
False |
629 |
| 10 |
372.9 |
338.3 |
34.6 |
9.3% |
5.9 |
1.6% |
100% |
True |
False |
618 |
| 20 |
372.9 |
338.2 |
34.7 |
9.3% |
5.3 |
1.4% |
100% |
True |
False |
620 |
| 40 |
372.9 |
332.0 |
40.9 |
11.0% |
4.8 |
1.3% |
100% |
True |
False |
488 |
| 60 |
372.9 |
332.0 |
40.9 |
11.0% |
4.7 |
1.3% |
100% |
True |
False |
408 |
| 80 |
381.0 |
332.0 |
49.0 |
13.1% |
5.0 |
1.3% |
83% |
False |
False |
382 |
| 100 |
381.0 |
332.0 |
49.0 |
13.1% |
4.5 |
1.2% |
83% |
False |
False |
322 |
| 120 |
381.0 |
332.0 |
49.0 |
13.1% |
4.1 |
1.1% |
83% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
432.8 |
|
2.618 |
409.8 |
|
1.618 |
395.7 |
|
1.000 |
387.0 |
|
0.618 |
381.6 |
|
HIGH |
372.9 |
|
0.618 |
367.5 |
|
0.500 |
365.9 |
|
0.382 |
364.2 |
|
LOW |
358.8 |
|
0.618 |
350.1 |
|
1.000 |
344.7 |
|
1.618 |
336.0 |
|
2.618 |
321.9 |
|
4.250 |
298.9 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
370.6 |
369.0 |
| PP |
368.2 |
365.1 |
| S1 |
365.9 |
361.3 |
|