CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
387.5 |
386.2 |
-1.3 |
-0.3% |
359.2 |
High |
395.9 |
390.8 |
-5.1 |
-1.3% |
389.1 |
Low |
386.7 |
385.9 |
-0.8 |
-0.2% |
358.8 |
Close |
393.5 |
390.2 |
-3.3 |
-0.8% |
385.7 |
Range |
9.2 |
4.9 |
-4.3 |
-46.7% |
30.3 |
ATR |
6.5 |
6.6 |
0.1 |
1.2% |
0.0 |
Volume |
1,064 |
741 |
-323 |
-30.4% |
4,056 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403.7 |
401.8 |
392.9 |
|
R3 |
398.8 |
396.9 |
391.5 |
|
R2 |
393.9 |
393.9 |
391.1 |
|
R1 |
392.0 |
392.0 |
390.6 |
393.0 |
PP |
389.0 |
389.0 |
389.0 |
389.4 |
S1 |
387.1 |
387.1 |
389.8 |
388.1 |
S2 |
384.1 |
384.1 |
389.3 |
|
S3 |
379.2 |
382.2 |
388.9 |
|
S4 |
374.3 |
377.3 |
387.5 |
|
|
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 |
372.0 |
23.9 |
6.1% |
7.3 |
1.9% |
76% |
False |
False |
1,005 |
10 |
395.9 |
342.8 |
53.1 |
13.6% |
7.0 |
1.8% |
89% |
False |
False |
817 |
20 |
395.9 |
338.3 |
57.6 |
14.8% |
6.0 |
1.5% |
90% |
False |
False |
730 |
40 |
395.9 |
332.0 |
63.9 |
16.4% |
5.2 |
1.3% |
91% |
False |
False |
591 |
60 |
395.9 |
332.0 |
63.9 |
16.4% |
4.9 |
1.2% |
91% |
False |
False |
473 |
80 |
395.9 |
332.0 |
63.9 |
16.4% |
5.2 |
1.3% |
91% |
False |
False |
424 |
100 |
395.9 |
332.0 |
63.9 |
16.4% |
4.8 |
1.2% |
91% |
False |
False |
369 |
120 |
395.9 |
332.0 |
63.9 |
16.4% |
4.3 |
1.1% |
91% |
False |
False |
317 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411.6 |
2.618 |
403.6 |
1.618 |
398.7 |
1.000 |
395.7 |
0.618 |
393.8 |
HIGH |
390.8 |
0.618 |
388.9 |
0.500 |
388.4 |
0.382 |
387.8 |
LOW |
385.9 |
0.618 |
382.9 |
1.000 |
381.0 |
1.618 |
378.0 |
2.618 |
373.1 |
4.250 |
365.1 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
389.6 |
389.2 |
PP |
389.0 |
388.2 |
S1 |
388.4 |
387.2 |
|