CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 27-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
383.4 |
384.3 |
0.9 |
0.2% |
377.7 |
High |
385.2 |
390.4 |
5.2 |
1.3% |
389.9 |
Low |
380.9 |
383.1 |
2.2 |
0.6% |
374.9 |
Close |
384.8 |
386.5 |
1.7 |
0.4% |
377.7 |
Range |
4.3 |
7.3 |
3.0 |
69.8% |
15.0 |
ATR |
7.4 |
7.4 |
0.0 |
-0.1% |
0.0 |
Volume |
2,079 |
1,077 |
-1,002 |
-48.2% |
4,284 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
408.6 |
404.8 |
390.5 |
|
R3 |
401.3 |
397.5 |
388.5 |
|
R2 |
394.0 |
394.0 |
387.8 |
|
R1 |
390.2 |
390.2 |
387.2 |
392.1 |
PP |
386.7 |
386.7 |
386.7 |
387.6 |
S1 |
382.9 |
382.9 |
385.8 |
384.8 |
S2 |
379.4 |
379.4 |
385.2 |
|
S3 |
372.1 |
375.6 |
384.5 |
|
S4 |
364.8 |
368.3 |
382.5 |
|
|
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 |
390.4 |
372.2 |
18.2 |
4.7% |
6.3 |
1.6% |
79% |
True |
False |
1,651 |
10 |
390.4 |
372.2 |
18.2 |
4.7% |
6.6 |
1.7% |
79% |
True |
False |
1,319 |
20 |
400.4 |
372.2 |
28.2 |
7.3% |
7.7 |
2.0% |
51% |
False |
False |
1,275 |
40 |
400.4 |
338.2 |
62.2 |
16.1% |
6.6 |
1.7% |
78% |
False |
False |
963 |
60 |
400.4 |
332.0 |
68.4 |
17.7% |
5.8 |
1.5% |
80% |
False |
False |
770 |
80 |
400.4 |
332.0 |
68.4 |
17.7% |
5.5 |
1.4% |
80% |
False |
False |
640 |
100 |
400.4 |
332.0 |
68.4 |
17.7% |
5.6 |
1.4% |
80% |
False |
False |
567 |
120 |
400.4 |
332.0 |
68.4 |
17.7% |
5.1 |
1.3% |
80% |
False |
False |
492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
421.4 |
2.618 |
409.5 |
1.618 |
402.2 |
1.000 |
397.7 |
0.618 |
394.9 |
HIGH |
390.4 |
0.618 |
387.6 |
0.500 |
386.8 |
0.382 |
385.9 |
LOW |
383.1 |
0.618 |
378.6 |
1.000 |
375.8 |
1.618 |
371.3 |
2.618 |
364.0 |
4.250 |
352.1 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
386.8 |
385.9 |
PP |
386.7 |
385.2 |
S1 |
386.6 |
384.6 |
|