CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 26-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
381.5 |
383.4 |
1.9 |
0.5% |
377.7 |
High |
384.3 |
385.2 |
0.9 |
0.2% |
389.9 |
Low |
378.7 |
380.9 |
2.2 |
0.6% |
374.9 |
Close |
384.0 |
384.8 |
0.8 |
0.2% |
377.7 |
Range |
5.6 |
4.3 |
-1.3 |
-23.2% |
15.0 |
ATR |
7.6 |
7.4 |
-0.2 |
-3.1% |
0.0 |
Volume |
2,155 |
2,079 |
-76 |
-3.5% |
4,284 |
|
Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396.5 |
395.0 |
387.2 |
|
R3 |
392.2 |
390.7 |
386.0 |
|
R2 |
387.9 |
387.9 |
385.6 |
|
R1 |
386.4 |
386.4 |
385.2 |
387.2 |
PP |
383.6 |
383.6 |
383.6 |
384.0 |
S1 |
382.1 |
382.1 |
384.4 |
382.9 |
S2 |
379.3 |
379.3 |
384.0 |
|
S3 |
375.0 |
377.8 |
383.6 |
|
S4 |
370.7 |
373.5 |
382.4 |
|
|
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 |
386.5 |
372.2 |
14.3 |
3.7% |
6.2 |
1.6% |
88% |
False |
False |
1,606 |
10 |
392.2 |
372.2 |
20.0 |
5.2% |
6.8 |
1.8% |
63% |
False |
False |
1,398 |
20 |
400.4 |
372.2 |
28.2 |
7.3% |
7.6 |
2.0% |
45% |
False |
False |
1,244 |
40 |
400.4 |
338.2 |
62.2 |
16.2% |
6.6 |
1.7% |
75% |
False |
False |
947 |
60 |
400.4 |
332.0 |
68.4 |
17.8% |
5.7 |
1.5% |
77% |
False |
False |
757 |
80 |
400.4 |
332.0 |
68.4 |
17.8% |
5.4 |
1.4% |
77% |
False |
False |
629 |
100 |
400.4 |
332.0 |
68.4 |
17.8% |
5.5 |
1.4% |
77% |
False |
False |
562 |
120 |
400.4 |
332.0 |
68.4 |
17.8% |
5.0 |
1.3% |
77% |
False |
False |
483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
403.5 |
2.618 |
396.5 |
1.618 |
392.2 |
1.000 |
389.5 |
0.618 |
387.9 |
HIGH |
385.2 |
0.618 |
383.6 |
0.500 |
383.1 |
0.382 |
382.5 |
LOW |
380.9 |
0.618 |
378.2 |
1.000 |
376.6 |
1.618 |
373.9 |
2.618 |
369.6 |
4.250 |
362.6 |
|
|
Fisher Pivots for day following 26-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
384.2 |
382.8 |
PP |
383.6 |
380.7 |
S1 |
383.1 |
378.7 |
|