CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
380.5 |
384.8 |
4.3 |
1.1% |
372.1 |
High |
388.0 |
389.2 |
1.2 |
0.3% |
375.6 |
Low |
380.2 |
378.5 |
-1.7 |
-0.4% |
358.9 |
Close |
383.3 |
388.9 |
5.6 |
1.5% |
359.3 |
Range |
7.8 |
10.7 |
2.9 |
37.2% |
16.7 |
ATR |
8.6 |
8.8 |
0.1 |
1.7% |
0.0 |
Volume |
2,163 |
1,883 |
-280 |
-12.9% |
7,126 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
417.6 |
414.0 |
394.8 |
|
R3 |
406.9 |
403.3 |
391.8 |
|
R2 |
396.2 |
396.2 |
390.9 |
|
R1 |
392.6 |
392.6 |
389.9 |
394.4 |
PP |
385.5 |
385.5 |
385.5 |
386.5 |
S1 |
381.9 |
381.9 |
387.9 |
383.7 |
S2 |
374.8 |
374.8 |
386.9 |
|
S3 |
364.1 |
371.2 |
386.0 |
|
S4 |
353.4 |
360.5 |
383.0 |
|
|
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 |
389.2 |
358.9 |
30.3 |
7.8% |
10.3 |
2.6% |
99% |
True |
False |
1,533 |
10 |
390.4 |
358.9 |
31.5 |
8.1% |
9.4 |
2.4% |
95% |
False |
False |
1,591 |
20 |
392.2 |
358.9 |
33.3 |
8.6% |
8.1 |
2.1% |
90% |
False |
False |
1,495 |
40 |
400.4 |
339.6 |
60.8 |
15.6% |
7.7 |
2.0% |
81% |
False |
False |
1,187 |
60 |
400.4 |
332.0 |
68.4 |
17.6% |
6.6 |
1.7% |
83% |
False |
False |
968 |
80 |
400.4 |
332.0 |
68.4 |
17.6% |
6.0 |
1.6% |
83% |
False |
False |
796 |
100 |
400.4 |
332.0 |
68.4 |
17.6% |
5.9 |
1.5% |
83% |
False |
False |
695 |
120 |
400.4 |
332.0 |
68.4 |
17.6% |
5.6 |
1.4% |
83% |
False |
False |
610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
434.7 |
2.618 |
417.2 |
1.618 |
406.5 |
1.000 |
399.9 |
0.618 |
395.8 |
HIGH |
389.2 |
0.618 |
385.1 |
0.500 |
383.9 |
0.382 |
382.6 |
LOW |
378.5 |
0.618 |
371.9 |
1.000 |
367.8 |
1.618 |
361.2 |
2.618 |
350.5 |
4.250 |
333.0 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
387.2 |
386.1 |
PP |
385.5 |
383.2 |
S1 |
383.9 |
380.4 |
|