CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
398.9 |
392.2 |
-6.7 |
-1.7% |
387.5 |
High |
398.9 |
392.2 |
-6.7 |
-1.7% |
397.6 |
Low |
383.6 |
382.5 |
-1.1 |
-0.3% |
380.0 |
Close |
391.2 |
387.9 |
-3.3 |
-0.8% |
397.0 |
Range |
15.3 |
9.7 |
-5.6 |
-36.6% |
17.6 |
ATR |
7.7 |
7.8 |
0.1 |
1.9% |
0.0 |
Volume |
1,784 |
1,871 |
87 |
4.9% |
4,464 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
416.6 |
412.0 |
393.2 |
|
R3 |
406.9 |
402.3 |
390.6 |
|
R2 |
397.2 |
397.2 |
389.7 |
|
R1 |
392.6 |
392.6 |
388.8 |
390.1 |
PP |
387.5 |
387.5 |
387.5 |
386.3 |
S1 |
382.9 |
382.9 |
387.0 |
380.4 |
S2 |
377.8 |
377.8 |
386.1 |
|
S3 |
368.1 |
373.2 |
385.2 |
|
S4 |
358.4 |
363.5 |
382.6 |
|
|
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 |
382.5 |
17.9 |
4.6% |
9.7 |
2.5% |
30% |
False |
True |
1,421 |
10 |
400.4 |
378.5 |
21.9 |
5.6% |
8.9 |
2.3% |
43% |
False |
False |
1,232 |
20 |
400.4 |
339.6 |
60.8 |
15.7% |
7.6 |
1.9% |
79% |
False |
False |
957 |
40 |
400.4 |
332.0 |
68.4 |
17.6% |
6.1 |
1.6% |
82% |
False |
False |
744 |
60 |
400.4 |
332.0 |
68.4 |
17.6% |
5.4 |
1.4% |
82% |
False |
False |
592 |
80 |
400.4 |
332.0 |
68.4 |
17.6% |
5.4 |
1.4% |
82% |
False |
False |
514 |
100 |
400.4 |
332.0 |
68.4 |
17.6% |
5.2 |
1.3% |
82% |
False |
False |
451 |
120 |
400.4 |
332.0 |
68.4 |
17.6% |
4.8 |
1.2% |
82% |
False |
False |
387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
433.4 |
2.618 |
417.6 |
1.618 |
407.9 |
1.000 |
401.9 |
0.618 |
398.2 |
HIGH |
392.2 |
0.618 |
388.5 |
0.500 |
387.4 |
0.382 |
386.2 |
LOW |
382.5 |
0.618 |
376.5 |
1.000 |
372.8 |
1.618 |
366.8 |
2.618 |
357.1 |
4.250 |
341.3 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
387.7 |
391.5 |
PP |
387.5 |
390.3 |
S1 |
387.4 |
389.1 |
|