CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 05-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
368.6 |
369.6 |
1.0 |
0.3% |
372.1 |
High |
372.6 |
369.6 |
-3.0 |
-0.8% |
375.6 |
Low |
368.2 |
358.9 |
-9.3 |
-2.5% |
358.9 |
Close |
369.6 |
359.3 |
-10.3 |
-2.8% |
359.3 |
Range |
4.4 |
10.7 |
6.3 |
143.2% |
16.7 |
ATR |
7.8 |
8.0 |
0.2 |
2.7% |
0.0 |
Volume |
2,115 |
1,063 |
-1,052 |
-49.7% |
7,126 |
|
Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394.7 |
387.7 |
365.2 |
|
R3 |
384.0 |
377.0 |
362.2 |
|
R2 |
373.3 |
373.3 |
361.3 |
|
R1 |
366.3 |
366.3 |
360.3 |
364.5 |
PP |
362.6 |
362.6 |
362.6 |
361.7 |
S1 |
355.6 |
355.6 |
358.3 |
353.8 |
S2 |
351.9 |
351.9 |
357.3 |
|
S3 |
341.2 |
344.9 |
356.4 |
|
S4 |
330.5 |
334.2 |
353.4 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
414.7 |
403.7 |
368.5 |
|
R3 |
398.0 |
387.0 |
363.9 |
|
R2 |
381.3 |
381.3 |
362.4 |
|
R1 |
370.3 |
370.3 |
360.8 |
367.5 |
PP |
364.6 |
364.6 |
364.6 |
363.2 |
S1 |
353.6 |
353.6 |
357.8 |
350.8 |
S2 |
347.9 |
347.9 |
356.2 |
|
S3 |
331.2 |
336.9 |
354.7 |
|
S4 |
314.5 |
320.2 |
350.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
389.2 |
358.9 |
30.3 |
8.4% |
9.3 |
2.6% |
1% |
False |
True |
1,647 |
10 |
390.4 |
358.9 |
31.5 |
8.8% |
7.8 |
2.2% |
1% |
False |
True |
1,649 |
20 |
400.4 |
358.9 |
41.5 |
11.6% |
8.0 |
2.2% |
1% |
False |
True |
1,426 |
40 |
400.4 |
338.3 |
62.1 |
17.3% |
7.2 |
2.0% |
34% |
False |
False |
1,100 |
60 |
400.4 |
332.0 |
68.4 |
19.0% |
6.2 |
1.7% |
40% |
False |
False |
888 |
80 |
400.4 |
332.0 |
68.4 |
19.0% |
5.7 |
1.6% |
40% |
False |
False |
725 |
100 |
400.4 |
332.0 |
68.4 |
19.0% |
5.7 |
1.6% |
40% |
False |
False |
638 |
120 |
400.4 |
332.0 |
68.4 |
19.0% |
5.4 |
1.5% |
40% |
False |
False |
557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
415.1 |
2.618 |
397.6 |
1.618 |
386.9 |
1.000 |
380.3 |
0.618 |
376.2 |
HIGH |
369.6 |
0.618 |
365.5 |
0.500 |
364.3 |
0.382 |
363.0 |
LOW |
358.9 |
0.618 |
352.3 |
1.000 |
348.2 |
1.618 |
341.6 |
2.618 |
330.9 |
4.250 |
313.4 |
|
|
Fisher Pivots for day following 05-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
364.3 |
365.8 |
PP |
362.6 |
363.6 |
S1 |
361.0 |
361.5 |
|