CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
372.1 |
365.0 |
-7.1 |
-1.9% |
374.5 |
High |
375.6 |
371.3 |
-4.3 |
-1.1% |
390.4 |
Low |
366.7 |
365.0 |
-1.7 |
-0.5% |
372.2 |
Close |
367.3 |
367.1 |
-0.2 |
-0.1% |
374.4 |
Range |
8.9 |
6.3 |
-2.6 |
-29.2% |
18.2 |
ATR |
8.1 |
7.9 |
-0.1 |
-1.6% |
0.0 |
Volume |
2,200 |
1,748 |
-452 |
-20.5% |
8,711 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
386.7 |
383.2 |
370.6 |
|
R3 |
380.4 |
376.9 |
368.8 |
|
R2 |
374.1 |
374.1 |
368.3 |
|
R1 |
370.6 |
370.6 |
367.7 |
372.4 |
PP |
367.8 |
367.8 |
367.8 |
368.7 |
S1 |
364.3 |
364.3 |
366.5 |
366.1 |
S2 |
361.5 |
361.5 |
365.9 |
|
S3 |
355.2 |
358.0 |
365.4 |
|
S4 |
348.9 |
351.7 |
363.6 |
|
|
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 |
365.0 |
25.4 |
6.9% |
8.6 |
2.3% |
8% |
False |
True |
1,643 |
10 |
390.4 |
365.0 |
25.4 |
6.9% |
8.0 |
2.2% |
8% |
False |
True |
1,471 |
20 |
400.4 |
365.0 |
35.4 |
9.6% |
8.1 |
2.2% |
6% |
False |
True |
1,354 |
40 |
400.4 |
338.3 |
62.1 |
16.9% |
7.0 |
1.9% |
46% |
False |
False |
1,042 |
60 |
400.4 |
332.0 |
68.4 |
18.6% |
6.1 |
1.7% |
51% |
False |
False |
846 |
80 |
400.4 |
332.0 |
68.4 |
18.6% |
5.7 |
1.5% |
51% |
False |
False |
693 |
100 |
400.4 |
332.0 |
68.4 |
18.6% |
5.8 |
1.6% |
51% |
False |
False |
610 |
120 |
400.4 |
332.0 |
68.4 |
18.6% |
5.3 |
1.4% |
51% |
False |
False |
533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
398.1 |
2.618 |
387.8 |
1.618 |
381.5 |
1.000 |
377.6 |
0.618 |
375.2 |
HIGH |
371.3 |
0.618 |
368.9 |
0.500 |
368.2 |
0.382 |
367.4 |
LOW |
365.0 |
0.618 |
361.1 |
1.000 |
358.7 |
1.618 |
354.8 |
2.618 |
348.5 |
4.250 |
338.2 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
368.2 |
377.1 |
PP |
367.8 |
373.8 |
S1 |
367.5 |
370.4 |
|