CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
386.2 |
390.2 |
4.0 |
1.0% |
359.2 |
High |
390.8 |
390.2 |
-0.6 |
-0.2% |
389.1 |
Low |
385.9 |
383.2 |
-2.7 |
-0.7% |
358.8 |
Close |
390.2 |
386.0 |
-4.2 |
-1.1% |
385.7 |
Range |
4.9 |
7.0 |
2.1 |
42.9% |
30.3 |
ATR |
6.6 |
6.6 |
0.0 |
0.5% |
0.0 |
Volume |
741 |
565 |
-176 |
-23.8% |
4,056 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
407.5 |
403.7 |
389.9 |
|
R3 |
400.5 |
396.7 |
387.9 |
|
R2 |
393.5 |
393.5 |
387.3 |
|
R1 |
389.7 |
389.7 |
386.6 |
388.1 |
PP |
386.5 |
386.5 |
386.5 |
385.7 |
S1 |
382.7 |
382.7 |
385.4 |
381.1 |
S2 |
379.5 |
379.5 |
384.7 |
|
S3 |
372.5 |
375.7 |
384.1 |
|
S4 |
365.5 |
368.7 |
382.2 |
|
|
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 |
373.6 |
22.3 |
5.8% |
7.4 |
1.9% |
56% |
False |
False |
898 |
10 |
395.9 |
346.1 |
49.8 |
12.9% |
7.3 |
1.9% |
80% |
False |
False |
821 |
20 |
395.9 |
338.3 |
57.6 |
14.9% |
6.2 |
1.6% |
83% |
False |
False |
729 |
40 |
395.9 |
332.0 |
63.9 |
16.6% |
5.3 |
1.4% |
85% |
False |
False |
603 |
60 |
395.9 |
332.0 |
63.9 |
16.6% |
4.9 |
1.3% |
85% |
False |
False |
475 |
80 |
395.9 |
332.0 |
63.9 |
16.6% |
5.1 |
1.3% |
85% |
False |
False |
429 |
100 |
395.9 |
332.0 |
63.9 |
16.6% |
4.8 |
1.2% |
85% |
False |
False |
374 |
120 |
395.9 |
332.0 |
63.9 |
16.6% |
4.4 |
1.1% |
85% |
False |
False |
320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
420.0 |
2.618 |
408.5 |
1.618 |
401.5 |
1.000 |
397.2 |
0.618 |
394.5 |
HIGH |
390.2 |
0.618 |
387.5 |
0.500 |
386.7 |
0.382 |
385.9 |
LOW |
383.2 |
0.618 |
378.9 |
1.000 |
376.2 |
1.618 |
371.9 |
2.618 |
364.9 |
4.250 |
353.5 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
386.7 |
389.6 |
PP |
386.5 |
388.4 |
S1 |
386.2 |
387.2 |
|