CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
381.4 |
386.5 |
5.1 |
1.3% |
393.9 |
High |
389.9 |
386.5 |
-3.4 |
-0.9% |
400.4 |
Low |
379.3 |
379.5 |
0.2 |
0.1% |
381.7 |
Close |
387.5 |
380.4 |
-7.1 |
-1.8% |
384.6 |
Range |
10.6 |
7.0 |
-3.6 |
-34.0% |
18.7 |
ATR |
7.9 |
7.9 |
0.0 |
0.1% |
0.0 |
Volume |
544 |
855 |
311 |
57.2% |
7,491 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403.1 |
398.8 |
384.3 |
|
R3 |
396.1 |
391.8 |
382.3 |
|
R2 |
389.1 |
389.1 |
381.7 |
|
R1 |
384.8 |
384.8 |
381.0 |
383.5 |
PP |
382.1 |
382.1 |
382.1 |
381.5 |
S1 |
377.8 |
377.8 |
379.8 |
376.5 |
S2 |
375.1 |
375.1 |
379.1 |
|
S3 |
368.1 |
370.8 |
378.5 |
|
S4 |
361.1 |
363.8 |
376.6 |
|
|
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 |
389.9 |
376.5 |
13.4 |
3.5% |
6.8 |
1.8% |
29% |
False |
False |
987 |
10 |
400.4 |
376.5 |
23.9 |
6.3% |
8.3 |
2.2% |
16% |
False |
False |
1,204 |
20 |
400.4 |
349.6 |
50.8 |
13.4% |
7.9 |
2.1% |
61% |
False |
False |
1,044 |
40 |
400.4 |
334.0 |
66.4 |
17.5% |
6.5 |
1.7% |
70% |
False |
False |
804 |
60 |
400.4 |
332.0 |
68.4 |
18.0% |
5.7 |
1.5% |
71% |
False |
False |
657 |
80 |
400.4 |
332.0 |
68.4 |
18.0% |
5.4 |
1.4% |
71% |
False |
False |
553 |
100 |
400.4 |
332.0 |
68.4 |
18.0% |
5.4 |
1.4% |
71% |
False |
False |
497 |
120 |
400.4 |
332.0 |
68.4 |
18.0% |
5.0 |
1.3% |
71% |
False |
False |
428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
416.3 |
2.618 |
404.8 |
1.618 |
397.8 |
1.000 |
393.5 |
0.618 |
390.8 |
HIGH |
386.5 |
0.618 |
383.8 |
0.500 |
383.0 |
0.382 |
382.2 |
LOW |
379.5 |
0.618 |
375.2 |
1.000 |
372.5 |
1.618 |
368.2 |
2.618 |
361.2 |
4.250 |
349.8 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
383.0 |
383.5 |
PP |
382.1 |
382.5 |
S1 |
381.3 |
381.4 |
|