CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
384.8 |
389.6 |
4.8 |
1.2% |
362.2 |
High |
389.2 |
389.6 |
0.4 |
0.1% |
389.6 |
Low |
378.5 |
373.5 |
-5.0 |
-1.3% |
361.1 |
Close |
388.9 |
374.4 |
-14.5 |
-3.7% |
374.4 |
Range |
10.7 |
16.1 |
5.4 |
50.5% |
28.5 |
ATR |
8.8 |
9.3 |
0.5 |
6.0% |
0.0 |
Volume |
1,883 |
1,857 |
-26 |
-1.4% |
8,460 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
427.5 |
417.0 |
383.3 |
|
R3 |
411.4 |
400.9 |
378.8 |
|
R2 |
395.3 |
395.3 |
377.4 |
|
R1 |
384.8 |
384.8 |
375.9 |
382.0 |
PP |
379.2 |
379.2 |
379.2 |
377.8 |
S1 |
368.7 |
368.7 |
372.9 |
365.9 |
S2 |
363.1 |
363.1 |
371.4 |
|
S3 |
347.0 |
352.6 |
370.0 |
|
S4 |
330.9 |
336.5 |
365.5 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
460.5 |
446.0 |
390.1 |
|
R3 |
432.0 |
417.5 |
382.2 |
|
R2 |
403.5 |
403.5 |
379.6 |
|
R1 |
389.0 |
389.0 |
377.0 |
396.3 |
PP |
375.0 |
375.0 |
375.0 |
378.7 |
S1 |
360.5 |
360.5 |
371.8 |
367.8 |
S2 |
346.5 |
346.5 |
369.2 |
|
S3 |
318.0 |
332.0 |
366.6 |
|
S4 |
289.5 |
303.5 |
358.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
389.6 |
361.1 |
28.5 |
7.6% |
11.3 |
3.0% |
47% |
True |
False |
1,692 |
10 |
389.6 |
358.9 |
30.7 |
8.2% |
10.3 |
2.8% |
50% |
True |
False |
1,669 |
20 |
390.4 |
358.9 |
31.5 |
8.4% |
8.4 |
2.3% |
49% |
False |
False |
1,494 |
40 |
400.4 |
339.6 |
60.8 |
16.2% |
8.0 |
2.1% |
57% |
False |
False |
1,225 |
60 |
400.4 |
332.0 |
68.4 |
18.3% |
6.9 |
1.8% |
62% |
False |
False |
994 |
80 |
400.4 |
332.0 |
68.4 |
18.3% |
6.2 |
1.7% |
62% |
False |
False |
817 |
100 |
400.4 |
332.0 |
68.4 |
18.3% |
6.0 |
1.6% |
62% |
False |
False |
710 |
120 |
400.4 |
332.0 |
68.4 |
18.3% |
5.7 |
1.5% |
62% |
False |
False |
625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
458.0 |
2.618 |
431.7 |
1.618 |
415.6 |
1.000 |
405.7 |
0.618 |
399.5 |
HIGH |
389.6 |
0.618 |
383.4 |
0.500 |
381.6 |
0.382 |
379.7 |
LOW |
373.5 |
0.618 |
363.6 |
1.000 |
357.4 |
1.618 |
347.5 |
2.618 |
331.4 |
4.250 |
305.1 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
381.6 |
381.6 |
PP |
379.2 |
379.2 |
S1 |
376.8 |
376.8 |
|