CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
378.7 |
387.5 |
8.8 |
2.3% |
359.2 |
| High |
389.1 |
395.9 |
6.8 |
1.7% |
389.1 |
| Low |
378.5 |
386.7 |
8.2 |
2.2% |
358.8 |
| Close |
385.7 |
393.5 |
7.8 |
2.0% |
385.7 |
| Range |
10.6 |
9.2 |
-1.4 |
-13.2% |
30.3 |
| ATR |
6.2 |
6.5 |
0.3 |
4.6% |
0.0 |
| Volume |
1,674 |
1,064 |
-610 |
-36.4% |
4,056 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
419.6 |
415.8 |
398.6 |
|
| R3 |
410.4 |
406.6 |
396.0 |
|
| R2 |
401.2 |
401.2 |
395.2 |
|
| R1 |
397.4 |
397.4 |
394.3 |
399.3 |
| PP |
392.0 |
392.0 |
392.0 |
393.0 |
| S1 |
388.2 |
388.2 |
392.7 |
390.1 |
| S2 |
382.8 |
382.8 |
391.8 |
|
| S3 |
373.6 |
379.0 |
391.0 |
|
| S4 |
364.4 |
369.8 |
388.4 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
468.8 |
457.5 |
402.4 |
|
| R3 |
438.5 |
427.2 |
394.0 |
|
| R2 |
408.2 |
408.2 |
391.3 |
|
| R1 |
396.9 |
396.9 |
388.5 |
402.6 |
| PP |
377.9 |
377.9 |
377.9 |
380.7 |
| S1 |
366.6 |
366.6 |
382.9 |
372.3 |
| S2 |
347.6 |
347.6 |
380.1 |
|
| S3 |
317.3 |
336.3 |
377.4 |
|
| S4 |
287.0 |
306.0 |
369.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
395.9 |
358.8 |
37.1 |
9.4% |
9.2 |
2.3% |
94% |
True |
False |
1,024 |
| 10 |
395.9 |
341.9 |
54.0 |
13.7% |
7.0 |
1.8% |
96% |
True |
False |
813 |
| 20 |
395.9 |
338.3 |
57.6 |
14.6% |
6.0 |
1.5% |
96% |
True |
False |
736 |
| 40 |
395.9 |
332.0 |
63.9 |
16.2% |
5.1 |
1.3% |
96% |
True |
False |
579 |
| 60 |
395.9 |
332.0 |
63.9 |
16.2% |
4.9 |
1.2% |
96% |
True |
False |
464 |
| 80 |
395.9 |
332.0 |
63.9 |
16.2% |
5.2 |
1.3% |
96% |
True |
False |
417 |
| 100 |
395.9 |
332.0 |
63.9 |
16.2% |
4.7 |
1.2% |
96% |
True |
False |
361 |
| 120 |
395.9 |
332.0 |
63.9 |
16.2% |
4.3 |
1.1% |
96% |
True |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
435.0 |
|
2.618 |
420.0 |
|
1.618 |
410.8 |
|
1.000 |
405.1 |
|
0.618 |
401.6 |
|
HIGH |
395.9 |
|
0.618 |
392.4 |
|
0.500 |
391.3 |
|
0.382 |
390.2 |
|
LOW |
386.7 |
|
0.618 |
381.0 |
|
1.000 |
377.5 |
|
1.618 |
371.8 |
|
2.618 |
362.6 |
|
4.250 |
347.6 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
392.8 |
390.6 |
| PP |
392.0 |
387.7 |
| S1 |
391.3 |
384.8 |
|