CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
362.2 |
371.6 |
9.4 |
2.6% |
372.1 |
| High |
370.2 |
384.5 |
14.3 |
3.9% |
375.6 |
| Low |
361.1 |
371.5 |
10.4 |
2.9% |
358.9 |
| Close |
369.5 |
380.1 |
10.6 |
2.9% |
359.3 |
| Range |
9.1 |
13.0 |
3.9 |
42.9% |
16.7 |
| ATR |
8.2 |
8.7 |
0.5 |
5.9% |
0.0 |
| Volume |
899 |
1,658 |
759 |
84.4% |
7,126 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417.7 |
411.9 |
387.3 |
|
| R3 |
404.7 |
398.9 |
383.7 |
|
| R2 |
391.7 |
391.7 |
382.5 |
|
| R1 |
385.9 |
385.9 |
381.3 |
388.8 |
| PP |
378.7 |
378.7 |
378.7 |
380.2 |
| S1 |
372.9 |
372.9 |
378.9 |
375.8 |
| S2 |
365.7 |
365.7 |
377.7 |
|
| S3 |
352.7 |
359.9 |
376.5 |
|
| S4 |
339.7 |
346.9 |
373.0 |
|
|
| 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 |
384.5 |
358.9 |
25.6 |
6.7% |
8.7 |
2.3% |
83% |
True |
False |
1,496 |
| 10 |
390.4 |
358.9 |
31.5 |
8.3% |
8.6 |
2.3% |
67% |
False |
False |
1,610 |
| 20 |
400.4 |
358.9 |
41.5 |
10.9% |
8.4 |
2.2% |
51% |
False |
False |
1,429 |
| 40 |
400.4 |
338.3 |
62.1 |
16.3% |
7.5 |
2.0% |
67% |
False |
False |
1,137 |
| 60 |
400.4 |
332.0 |
68.4 |
18.0% |
6.5 |
1.7% |
70% |
False |
False |
911 |
| 80 |
400.4 |
332.0 |
68.4 |
18.0% |
5.9 |
1.6% |
70% |
False |
False |
750 |
| 100 |
400.4 |
332.0 |
68.4 |
18.0% |
5.8 |
1.5% |
70% |
False |
False |
660 |
| 120 |
400.4 |
332.0 |
68.4 |
18.0% |
5.5 |
1.5% |
70% |
False |
False |
577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
439.8 |
|
2.618 |
418.5 |
|
1.618 |
405.5 |
|
1.000 |
397.5 |
|
0.618 |
392.5 |
|
HIGH |
384.5 |
|
0.618 |
379.5 |
|
0.500 |
378.0 |
|
0.382 |
376.5 |
|
LOW |
371.5 |
|
0.618 |
363.5 |
|
1.000 |
358.5 |
|
1.618 |
350.5 |
|
2.618 |
337.5 |
|
4.250 |
316.3 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
379.4 |
377.3 |
| PP |
378.7 |
374.5 |
| S1 |
378.0 |
371.7 |
|