CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
386.2 |
377.7 |
-8.5 |
-2.2% |
393.9 |
High |
389.8 |
379.8 |
-10.0 |
-2.6% |
400.4 |
Low |
381.7 |
376.5 |
-5.2 |
-1.4% |
381.7 |
Close |
384.6 |
377.9 |
-6.7 |
-1.7% |
384.6 |
Range |
8.1 |
3.3 |
-4.8 |
-59.3% |
18.7 |
ATR |
7.9 |
7.9 |
0.0 |
0.2% |
0.0 |
Volume |
1,308 |
1,287 |
-21 |
-1.6% |
7,491 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
388.0 |
386.2 |
379.7 |
|
R3 |
384.7 |
382.9 |
378.8 |
|
R2 |
381.4 |
381.4 |
378.5 |
|
R1 |
379.6 |
379.6 |
378.2 |
380.5 |
PP |
378.1 |
378.1 |
378.1 |
378.5 |
S1 |
376.3 |
376.3 |
377.6 |
377.2 |
S2 |
374.8 |
374.8 |
377.3 |
|
S3 |
371.5 |
373.0 |
377.0 |
|
S4 |
368.2 |
369.7 |
376.1 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445.0 |
433.5 |
394.9 |
|
R3 |
426.3 |
414.8 |
389.7 |
|
R2 |
407.6 |
407.6 |
388.0 |
|
R1 |
396.1 |
396.1 |
386.3 |
392.5 |
PP |
388.9 |
388.9 |
388.9 |
387.1 |
S1 |
377.4 |
377.4 |
382.9 |
373.8 |
S2 |
370.2 |
370.2 |
381.2 |
|
S3 |
351.5 |
358.7 |
379.5 |
|
S4 |
332.8 |
340.0 |
374.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
400.4 |
376.5 |
23.9 |
6.3% |
8.9 |
2.4% |
6% |
False |
True |
1,438 |
10 |
400.4 |
376.5 |
23.9 |
6.3% |
8.1 |
2.1% |
6% |
False |
True |
1,217 |
20 |
400.4 |
341.9 |
58.5 |
15.5% |
7.6 |
2.0% |
62% |
False |
False |
1,015 |
40 |
400.4 |
332.0 |
68.4 |
18.1% |
6.2 |
1.6% |
67% |
False |
False |
782 |
60 |
400.4 |
332.0 |
68.4 |
18.1% |
5.5 |
1.5% |
67% |
False |
False |
630 |
80 |
400.4 |
332.0 |
68.4 |
18.1% |
5.4 |
1.4% |
67% |
False |
False |
534 |
100 |
400.4 |
332.0 |
68.4 |
18.1% |
5.3 |
1.4% |
67% |
False |
False |
476 |
120 |
400.4 |
332.0 |
68.4 |
18.1% |
4.8 |
1.3% |
67% |
False |
False |
409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
393.8 |
2.618 |
388.4 |
1.618 |
385.1 |
1.000 |
383.1 |
0.618 |
381.8 |
HIGH |
379.8 |
0.618 |
378.5 |
0.500 |
378.2 |
0.382 |
377.8 |
LOW |
376.5 |
0.618 |
374.5 |
1.000 |
373.2 |
1.618 |
371.2 |
2.618 |
367.9 |
4.250 |
362.5 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
378.2 |
384.4 |
PP |
378.1 |
382.2 |
S1 |
378.0 |
380.1 |
|