CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
379.3 |
374.5 |
-4.8 |
-1.3% |
377.7 |
High |
380.5 |
380.8 |
0.3 |
0.1% |
389.9 |
Low |
374.9 |
372.2 |
-2.7 |
-0.7% |
374.9 |
Close |
377.7 |
379.9 |
2.2 |
0.6% |
377.7 |
Range |
5.6 |
8.6 |
3.0 |
53.6% |
15.0 |
ATR |
7.7 |
7.8 |
0.1 |
0.8% |
0.0 |
Volume |
657 |
2,288 |
1,631 |
248.2% |
4,284 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403.4 |
400.3 |
384.6 |
|
R3 |
394.8 |
391.7 |
382.3 |
|
R2 |
386.2 |
386.2 |
381.5 |
|
R1 |
383.1 |
383.1 |
380.7 |
384.7 |
PP |
377.6 |
377.6 |
377.6 |
378.4 |
S1 |
374.5 |
374.5 |
379.1 |
376.1 |
S2 |
369.0 |
369.0 |
378.3 |
|
S3 |
360.4 |
365.9 |
377.5 |
|
S4 |
351.8 |
357.3 |
375.2 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425.8 |
416.8 |
386.0 |
|
R3 |
410.8 |
401.8 |
381.8 |
|
R2 |
395.8 |
395.8 |
380.5 |
|
R1 |
386.8 |
386.8 |
379.1 |
385.2 |
PP |
380.8 |
380.8 |
380.8 |
380.1 |
S1 |
371.8 |
371.8 |
376.3 |
370.2 |
S2 |
365.8 |
365.8 |
375.0 |
|
S3 |
350.8 |
356.8 |
373.6 |
|
S4 |
335.8 |
341.8 |
369.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
389.9 |
372.2 |
17.7 |
4.7% |
7.4 |
1.9% |
44% |
False |
True |
1,057 |
10 |
400.4 |
372.2 |
28.2 |
7.4% |
8.2 |
2.1% |
27% |
False |
True |
1,247 |
20 |
400.4 |
358.8 |
41.6 |
11.0% |
8.2 |
2.2% |
51% |
False |
False |
1,129 |
40 |
400.4 |
338.2 |
62.2 |
16.4% |
6.6 |
1.7% |
67% |
False |
False |
863 |
60 |
400.4 |
332.0 |
68.4 |
18.0% |
5.7 |
1.5% |
70% |
False |
False |
694 |
80 |
400.4 |
332.0 |
68.4 |
18.0% |
5.5 |
1.4% |
70% |
False |
False |
583 |
100 |
400.4 |
332.0 |
68.4 |
18.0% |
5.5 |
1.4% |
70% |
False |
False |
523 |
120 |
400.4 |
332.0 |
68.4 |
18.0% |
5.1 |
1.3% |
70% |
False |
False |
452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
417.4 |
2.618 |
403.3 |
1.618 |
394.7 |
1.000 |
389.4 |
0.618 |
386.1 |
HIGH |
380.8 |
0.618 |
377.5 |
0.500 |
376.5 |
0.382 |
375.5 |
LOW |
372.2 |
0.618 |
366.9 |
1.000 |
363.6 |
1.618 |
358.3 |
2.618 |
349.7 |
4.250 |
335.7 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
378.8 |
379.7 |
PP |
377.6 |
379.5 |
S1 |
376.5 |
379.4 |
|