CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
390.2 |
383.1 |
-7.1 |
-1.8% |
359.2 |
High |
390.2 |
388.9 |
-1.3 |
-0.3% |
389.1 |
Low |
383.2 |
380.0 |
-3.2 |
-0.8% |
358.8 |
Close |
386.0 |
388.9 |
2.9 |
0.8% |
385.7 |
Range |
7.0 |
8.9 |
1.9 |
27.1% |
30.3 |
ATR |
6.6 |
6.8 |
0.2 |
2.5% |
0.0 |
Volume |
565 |
1,172 |
607 |
107.4% |
4,056 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
412.6 |
409.7 |
393.8 |
|
R3 |
403.7 |
400.8 |
391.3 |
|
R2 |
394.8 |
394.8 |
390.5 |
|
R1 |
391.9 |
391.9 |
389.7 |
393.4 |
PP |
385.9 |
385.9 |
385.9 |
386.7 |
S1 |
383.0 |
383.0 |
388.1 |
384.5 |
S2 |
377.0 |
377.0 |
387.3 |
|
S3 |
368.1 |
374.1 |
386.5 |
|
S4 |
359.2 |
365.2 |
384.0 |
|
|
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 |
378.5 |
17.4 |
4.5% |
8.1 |
2.1% |
60% |
False |
False |
1,043 |
10 |
395.9 |
349.6 |
46.3 |
11.9% |
7.6 |
2.0% |
85% |
False |
False |
884 |
20 |
395.9 |
338.3 |
57.6 |
14.8% |
6.5 |
1.7% |
88% |
False |
False |
773 |
40 |
395.9 |
332.0 |
63.9 |
16.4% |
5.3 |
1.4% |
89% |
False |
False |
619 |
60 |
395.9 |
332.0 |
63.9 |
16.4% |
5.0 |
1.3% |
89% |
False |
False |
492 |
80 |
395.9 |
332.0 |
63.9 |
16.4% |
5.1 |
1.3% |
89% |
False |
False |
441 |
100 |
395.9 |
332.0 |
63.9 |
16.4% |
4.9 |
1.2% |
89% |
False |
False |
383 |
120 |
395.9 |
332.0 |
63.9 |
16.4% |
4.4 |
1.1% |
89% |
False |
False |
330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
426.7 |
2.618 |
412.2 |
1.618 |
403.3 |
1.000 |
397.8 |
0.618 |
394.4 |
HIGH |
388.9 |
0.618 |
385.5 |
0.500 |
384.5 |
0.382 |
383.4 |
LOW |
380.0 |
0.618 |
374.5 |
1.000 |
371.1 |
1.618 |
365.6 |
2.618 |
356.7 |
4.250 |
342.2 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
387.4 |
387.7 |
PP |
385.9 |
386.6 |
S1 |
384.5 |
385.4 |
|