CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
377.7 |
377.8 |
0.1 |
0.0% |
393.9 |
High |
379.8 |
382.2 |
2.4 |
0.6% |
400.4 |
Low |
376.5 |
377.1 |
0.6 |
0.2% |
381.7 |
Close |
377.9 |
381.1 |
3.2 |
0.8% |
384.6 |
Range |
3.3 |
5.1 |
1.8 |
54.5% |
18.7 |
ATR |
7.9 |
7.7 |
-0.2 |
-2.5% |
0.0 |
Volume |
1,287 |
941 |
-346 |
-26.9% |
7,491 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
395.4 |
393.4 |
383.9 |
|
R3 |
390.3 |
388.3 |
382.5 |
|
R2 |
385.2 |
385.2 |
382.0 |
|
R1 |
383.2 |
383.2 |
381.6 |
384.2 |
PP |
380.1 |
380.1 |
380.1 |
380.7 |
S1 |
378.1 |
378.1 |
380.6 |
379.1 |
S2 |
375.0 |
375.0 |
380.2 |
|
S3 |
369.9 |
373.0 |
379.7 |
|
S4 |
364.8 |
367.9 |
378.3 |
|
|
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 |
398.9 |
376.5 |
22.4 |
5.9% |
8.3 |
2.2% |
21% |
False |
False |
1,438 |
10 |
400.4 |
376.5 |
23.9 |
6.3% |
8.1 |
2.1% |
19% |
False |
False |
1,237 |
20 |
400.4 |
342.8 |
57.6 |
15.1% |
7.5 |
2.0% |
66% |
False |
False |
1,027 |
40 |
400.4 |
332.0 |
68.4 |
17.9% |
6.2 |
1.6% |
72% |
False |
False |
797 |
60 |
400.4 |
332.0 |
68.4 |
17.9% |
5.5 |
1.4% |
72% |
False |
False |
643 |
80 |
400.4 |
332.0 |
68.4 |
17.9% |
5.3 |
1.4% |
72% |
False |
False |
544 |
100 |
400.4 |
332.0 |
68.4 |
17.9% |
5.3 |
1.4% |
72% |
False |
False |
485 |
120 |
400.4 |
332.0 |
68.4 |
17.9% |
4.8 |
1.3% |
72% |
False |
False |
417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403.9 |
2.618 |
395.6 |
1.618 |
390.5 |
1.000 |
387.3 |
0.618 |
385.4 |
HIGH |
382.2 |
0.618 |
380.3 |
0.500 |
379.7 |
0.382 |
379.0 |
LOW |
377.1 |
0.618 |
373.9 |
1.000 |
372.0 |
1.618 |
368.8 |
2.618 |
363.7 |
4.250 |
355.4 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
380.6 |
383.2 |
PP |
380.1 |
382.5 |
S1 |
379.7 |
381.8 |
|