CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
386.4 |
372.1 |
-14.3 |
-3.7% |
374.5 |
| High |
389.2 |
375.6 |
-13.6 |
-3.5% |
390.4 |
| Low |
373.2 |
366.7 |
-6.5 |
-1.7% |
372.2 |
| Close |
374.4 |
367.3 |
-7.1 |
-1.9% |
374.4 |
| Range |
16.0 |
8.9 |
-7.1 |
-44.4% |
18.2 |
| ATR |
8.0 |
8.1 |
0.1 |
0.8% |
0.0 |
| Volume |
1,112 |
2,200 |
1,088 |
97.8% |
8,711 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396.6 |
390.8 |
372.2 |
|
| R3 |
387.7 |
381.9 |
369.7 |
|
| R2 |
378.8 |
378.8 |
368.9 |
|
| R1 |
373.0 |
373.0 |
368.1 |
371.5 |
| PP |
369.9 |
369.9 |
369.9 |
369.1 |
| S1 |
364.1 |
364.1 |
366.5 |
362.6 |
| S2 |
361.0 |
361.0 |
365.7 |
|
| S3 |
352.1 |
355.2 |
364.9 |
|
| S4 |
343.2 |
346.3 |
362.4 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433.6 |
422.2 |
384.4 |
|
| R3 |
415.4 |
404.0 |
379.4 |
|
| R2 |
397.2 |
397.2 |
377.7 |
|
| R1 |
385.8 |
385.8 |
376.1 |
382.4 |
| PP |
379.0 |
379.0 |
379.0 |
377.3 |
| S1 |
367.6 |
367.6 |
372.7 |
364.2 |
| S2 |
360.8 |
360.8 |
371.1 |
|
| S3 |
342.6 |
349.4 |
369.4 |
|
| S4 |
324.4 |
331.2 |
364.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
390.4 |
366.7 |
23.7 |
6.5% |
8.4 |
2.3% |
3% |
False |
True |
1,724 |
| 10 |
390.4 |
366.7 |
23.7 |
6.5% |
7.9 |
2.2% |
3% |
False |
True |
1,390 |
| 20 |
400.4 |
366.7 |
33.7 |
9.2% |
8.0 |
2.2% |
2% |
False |
True |
1,304 |
| 40 |
400.4 |
338.3 |
62.1 |
16.9% |
7.0 |
1.9% |
47% |
False |
False |
1,020 |
| 60 |
400.4 |
332.0 |
68.4 |
18.6% |
6.1 |
1.7% |
52% |
False |
False |
821 |
| 80 |
400.4 |
332.0 |
68.4 |
18.6% |
5.7 |
1.5% |
52% |
False |
False |
674 |
| 100 |
400.4 |
332.0 |
68.4 |
18.6% |
5.7 |
1.6% |
52% |
False |
False |
595 |
| 120 |
400.4 |
332.0 |
68.4 |
18.6% |
5.3 |
1.4% |
52% |
False |
False |
518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
413.4 |
|
2.618 |
398.9 |
|
1.618 |
390.0 |
|
1.000 |
384.5 |
|
0.618 |
381.1 |
|
HIGH |
375.6 |
|
0.618 |
372.2 |
|
0.500 |
371.2 |
|
0.382 |
370.1 |
|
LOW |
366.7 |
|
0.618 |
361.2 |
|
1.000 |
357.8 |
|
1.618 |
352.3 |
|
2.618 |
343.4 |
|
4.250 |
328.9 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
371.2 |
378.6 |
| PP |
369.9 |
374.8 |
| S1 |
368.6 |
371.1 |
|