CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 03-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
365.0 |
368.6 |
3.6 |
1.0% |
374.5 |
High |
371.3 |
372.6 |
1.3 |
0.4% |
390.4 |
Low |
365.0 |
368.2 |
3.2 |
0.9% |
372.2 |
Close |
367.1 |
369.6 |
2.5 |
0.7% |
374.4 |
Range |
6.3 |
4.4 |
-1.9 |
-30.2% |
18.2 |
ATR |
7.9 |
7.8 |
-0.2 |
-2.2% |
0.0 |
Volume |
1,748 |
2,115 |
367 |
21.0% |
8,711 |
|
Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
383.3 |
380.9 |
372.0 |
|
R3 |
378.9 |
376.5 |
370.8 |
|
R2 |
374.5 |
374.5 |
370.4 |
|
R1 |
372.1 |
372.1 |
370.0 |
373.3 |
PP |
370.1 |
370.1 |
370.1 |
370.8 |
S1 |
367.7 |
367.7 |
369.2 |
368.9 |
S2 |
365.7 |
365.7 |
368.8 |
|
S3 |
361.3 |
363.3 |
368.4 |
|
S4 |
356.9 |
358.9 |
367.2 |
|
|
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% |
18% |
False |
False |
1,650 |
10 |
390.4 |
365.0 |
25.4 |
6.9% |
7.4 |
2.0% |
18% |
False |
False |
1,628 |
20 |
400.4 |
365.0 |
35.4 |
9.6% |
7.9 |
2.1% |
13% |
False |
False |
1,432 |
40 |
400.4 |
338.3 |
62.1 |
16.8% |
7.0 |
1.9% |
50% |
False |
False |
1,080 |
60 |
400.4 |
332.0 |
68.4 |
18.5% |
6.2 |
1.7% |
55% |
False |
False |
879 |
80 |
400.4 |
332.0 |
68.4 |
18.5% |
5.7 |
1.5% |
55% |
False |
False |
714 |
100 |
400.4 |
332.0 |
68.4 |
18.5% |
5.6 |
1.5% |
55% |
False |
False |
630 |
120 |
400.4 |
332.0 |
68.4 |
18.5% |
5.3 |
1.4% |
55% |
False |
False |
550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
391.3 |
2.618 |
384.1 |
1.618 |
379.7 |
1.000 |
377.0 |
0.618 |
375.3 |
HIGH |
372.6 |
0.618 |
370.9 |
0.500 |
370.4 |
0.382 |
369.9 |
LOW |
368.2 |
0.618 |
365.5 |
1.000 |
363.8 |
1.618 |
361.1 |
2.618 |
356.7 |
4.250 |
349.5 |
|
|
Fisher Pivots for day following 03-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
370.4 |
370.3 |
PP |
370.1 |
370.1 |
S1 |
369.9 |
369.8 |
|