CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
390.9 |
393.9 |
3.0 |
0.8% |
387.5 |
High |
397.6 |
397.2 |
-0.4 |
-0.1% |
397.6 |
Low |
390.1 |
389.6 |
-0.5 |
-0.1% |
380.0 |
Close |
397.0 |
394.6 |
-2.4 |
-0.6% |
397.0 |
Range |
7.5 |
7.6 |
0.1 |
1.3% |
17.6 |
ATR |
6.9 |
7.0 |
0.0 |
0.7% |
0.0 |
Volume |
922 |
1,586 |
664 |
72.0% |
4,464 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416.6 |
413.2 |
398.8 |
|
R3 |
409.0 |
405.6 |
396.7 |
|
R2 |
401.4 |
401.4 |
396.0 |
|
R1 |
398.0 |
398.0 |
395.3 |
399.7 |
PP |
393.8 |
393.8 |
393.8 |
394.7 |
S1 |
390.4 |
390.4 |
393.9 |
392.1 |
S2 |
386.2 |
386.2 |
393.2 |
|
S3 |
378.6 |
382.8 |
392.5 |
|
S4 |
371.0 |
375.2 |
390.4 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444.3 |
438.3 |
406.7 |
|
R3 |
426.7 |
420.7 |
401.8 |
|
R2 |
409.1 |
409.1 |
400.2 |
|
R1 |
403.1 |
403.1 |
398.6 |
406.1 |
PP |
391.5 |
391.5 |
391.5 |
393.1 |
S1 |
385.5 |
385.5 |
395.4 |
388.5 |
S2 |
373.9 |
373.9 |
393.8 |
|
S3 |
356.3 |
367.9 |
392.2 |
|
S4 |
338.7 |
350.3 |
387.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
397.6 |
380.0 |
17.6 |
4.5% |
7.2 |
1.8% |
83% |
False |
False |
997 |
10 |
397.6 |
358.8 |
38.8 |
9.8% |
8.2 |
2.1% |
92% |
False |
False |
1,010 |
20 |
397.6 |
338.3 |
59.3 |
15.0% |
6.5 |
1.7% |
95% |
False |
False |
846 |
40 |
397.6 |
332.0 |
65.6 |
16.6% |
5.5 |
1.4% |
95% |
False |
False |
652 |
60 |
397.6 |
332.0 |
65.6 |
16.6% |
5.1 |
1.3% |
95% |
False |
False |
524 |
80 |
397.6 |
332.0 |
65.6 |
16.6% |
5.2 |
1.3% |
95% |
False |
False |
467 |
100 |
397.6 |
332.0 |
65.6 |
16.6% |
5.0 |
1.3% |
95% |
False |
False |
407 |
120 |
397.6 |
332.0 |
65.6 |
16.6% |
4.6 |
1.2% |
95% |
False |
False |
350 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
429.5 |
2.618 |
417.1 |
1.618 |
409.5 |
1.000 |
404.8 |
0.618 |
401.9 |
HIGH |
397.2 |
0.618 |
394.3 |
0.500 |
393.4 |
0.382 |
392.5 |
LOW |
389.6 |
0.618 |
384.9 |
1.000 |
382.0 |
1.618 |
377.3 |
2.618 |
369.7 |
4.250 |
357.3 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
394.2 |
392.7 |
PP |
393.8 |
390.7 |
S1 |
393.4 |
388.8 |
|