CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
359.2 |
372.7 |
13.5 |
3.8% |
346.4 |
| High |
372.9 |
378.5 |
5.6 |
1.5% |
356.9 |
| Low |
358.8 |
372.0 |
13.2 |
3.7% |
341.9 |
| Close |
372.9 |
377.3 |
4.4 |
1.2% |
356.9 |
| Range |
14.1 |
6.5 |
-7.6 |
-53.9% |
15.0 |
| ATR |
5.9 |
5.9 |
0.0 |
0.8% |
0.0 |
| Volume |
832 |
1,102 |
270 |
32.5% |
3,011 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
395.4 |
392.9 |
380.9 |
|
| R3 |
388.9 |
386.4 |
379.1 |
|
| R2 |
382.4 |
382.4 |
378.5 |
|
| R1 |
379.9 |
379.9 |
377.9 |
381.2 |
| PP |
375.9 |
375.9 |
375.9 |
376.6 |
| S1 |
373.4 |
373.4 |
376.7 |
374.7 |
| S2 |
369.4 |
369.4 |
376.1 |
|
| S3 |
362.9 |
366.9 |
375.5 |
|
| S4 |
356.4 |
360.4 |
373.7 |
|
|
| 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 |
378.5 |
346.1 |
32.4 |
8.6% |
7.1 |
1.9% |
96% |
True |
False |
744 |
| 10 |
378.5 |
339.6 |
38.9 |
10.3% |
6.0 |
1.6% |
97% |
True |
False |
670 |
| 20 |
378.5 |
338.2 |
40.3 |
10.7% |
5.5 |
1.5% |
97% |
True |
False |
650 |
| 40 |
378.5 |
332.0 |
46.5 |
12.3% |
4.8 |
1.3% |
97% |
True |
False |
513 |
| 60 |
378.5 |
332.0 |
46.5 |
12.3% |
4.7 |
1.2% |
97% |
True |
False |
425 |
| 80 |
381.0 |
332.0 |
49.0 |
13.0% |
5.0 |
1.3% |
92% |
False |
False |
392 |
| 100 |
381.0 |
332.0 |
49.0 |
13.0% |
4.5 |
1.2% |
92% |
False |
False |
331 |
| 120 |
381.0 |
332.0 |
49.0 |
13.0% |
4.1 |
1.1% |
92% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406.1 |
|
2.618 |
395.5 |
|
1.618 |
389.0 |
|
1.000 |
385.0 |
|
0.618 |
382.5 |
|
HIGH |
378.5 |
|
0.618 |
376.0 |
|
0.500 |
375.3 |
|
0.382 |
374.5 |
|
LOW |
372.0 |
|
0.618 |
368.0 |
|
1.000 |
365.5 |
|
1.618 |
361.5 |
|
2.618 |
355.0 |
|
4.250 |
344.4 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
376.6 |
373.4 |
| PP |
375.9 |
369.5 |
| S1 |
375.3 |
365.7 |
|