CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
393.9 |
392.5 |
-1.4 |
-0.4% |
387.5 |
High |
397.2 |
400.4 |
3.2 |
0.8% |
397.6 |
Low |
389.6 |
392.1 |
2.5 |
0.6% |
380.0 |
Close |
394.6 |
399.5 |
4.9 |
1.2% |
397.0 |
Range |
7.6 |
8.3 |
0.7 |
9.2% |
17.6 |
ATR |
7.0 |
7.1 |
0.1 |
1.4% |
0.0 |
Volume |
1,586 |
942 |
-644 |
-40.6% |
4,464 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
422.2 |
419.2 |
404.1 |
|
R3 |
413.9 |
410.9 |
401.8 |
|
R2 |
405.6 |
405.6 |
401.0 |
|
R1 |
402.6 |
402.6 |
400.3 |
404.1 |
PP |
397.3 |
397.3 |
397.3 |
398.1 |
S1 |
394.3 |
394.3 |
398.7 |
395.8 |
S2 |
389.0 |
389.0 |
398.0 |
|
S3 |
380.7 |
386.0 |
397.2 |
|
S4 |
372.4 |
377.7 |
394.9 |
|
|
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 |
400.4 |
380.0 |
20.4 |
5.1% |
7.9 |
2.0% |
96% |
True |
False |
1,037 |
10 |
400.4 |
372.0 |
28.4 |
7.1% |
7.6 |
1.9% |
97% |
True |
False |
1,021 |
20 |
400.4 |
338.3 |
62.1 |
15.5% |
6.8 |
1.7% |
99% |
True |
False |
820 |
40 |
400.4 |
332.0 |
68.4 |
17.1% |
5.6 |
1.4% |
99% |
True |
False |
670 |
60 |
400.4 |
332.0 |
68.4 |
17.1% |
5.2 |
1.3% |
99% |
True |
False |
537 |
80 |
400.4 |
332.0 |
68.4 |
17.1% |
5.2 |
1.3% |
99% |
True |
False |
476 |
100 |
400.4 |
332.0 |
68.4 |
17.1% |
5.0 |
1.3% |
99% |
True |
False |
416 |
120 |
400.4 |
332.0 |
68.4 |
17.1% |
4.6 |
1.1% |
99% |
True |
False |
357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
435.7 |
2.618 |
422.1 |
1.618 |
413.8 |
1.000 |
408.7 |
0.618 |
405.5 |
HIGH |
400.4 |
0.618 |
397.2 |
0.500 |
396.3 |
0.382 |
395.3 |
LOW |
392.1 |
0.618 |
387.0 |
1.000 |
383.8 |
1.618 |
378.7 |
2.618 |
370.4 |
4.250 |
356.8 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
398.4 |
398.0 |
PP |
397.3 |
396.5 |
S1 |
396.3 |
395.0 |
|