CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 16-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
372.9 |
378.5 |
5.6 |
1.5% |
362.2 |
High |
378.4 |
391.9 |
13.5 |
3.6% |
389.6 |
Low |
371.9 |
378.5 |
6.6 |
1.8% |
361.1 |
Close |
377.9 |
389.3 |
11.4 |
3.0% |
374.4 |
Range |
6.5 |
13.4 |
6.9 |
106.2% |
28.5 |
ATR |
9.1 |
9.4 |
0.4 |
3.9% |
0.0 |
Volume |
2,049 |
1,374 |
-675 |
-32.9% |
8,460 |
|
Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426.8 |
421.4 |
396.7 |
|
R3 |
413.4 |
408.0 |
393.0 |
|
R2 |
400.0 |
400.0 |
391.8 |
|
R1 |
394.6 |
394.6 |
390.5 |
397.3 |
PP |
386.6 |
386.6 |
386.6 |
387.9 |
S1 |
381.2 |
381.2 |
388.1 |
383.9 |
S2 |
373.2 |
373.2 |
386.8 |
|
S3 |
359.8 |
367.8 |
385.6 |
|
S4 |
346.4 |
354.4 |
381.9 |
|
|
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 |
391.9 |
371.9 |
20.0 |
5.1% |
10.9 |
2.8% |
87% |
True |
False |
1,865 |
10 |
391.9 |
358.9 |
33.0 |
8.5% |
9.8 |
2.5% |
92% |
True |
False |
1,680 |
20 |
391.9 |
358.9 |
33.0 |
8.5% |
8.9 |
2.3% |
92% |
True |
False |
1,535 |
40 |
400.4 |
341.9 |
58.5 |
15.0% |
8.2 |
2.1% |
81% |
False |
False |
1,275 |
60 |
400.4 |
332.0 |
68.4 |
17.6% |
7.1 |
1.8% |
84% |
False |
False |
1,033 |
80 |
400.4 |
332.0 |
68.4 |
17.6% |
6.3 |
1.6% |
84% |
False |
False |
857 |
100 |
400.4 |
332.0 |
68.4 |
17.6% |
6.1 |
1.6% |
84% |
False |
False |
734 |
120 |
400.4 |
332.0 |
68.4 |
17.6% |
5.9 |
1.5% |
84% |
False |
False |
653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
448.9 |
2.618 |
427.0 |
1.618 |
413.6 |
1.000 |
405.3 |
0.618 |
400.2 |
HIGH |
391.9 |
0.618 |
386.8 |
0.500 |
385.2 |
0.382 |
383.6 |
LOW |
378.5 |
0.618 |
370.2 |
1.000 |
365.1 |
1.618 |
356.8 |
2.618 |
343.4 |
4.250 |
321.6 |
|
|
Fisher Pivots for day following 16-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
387.9 |
386.8 |
PP |
386.6 |
384.4 |
S1 |
385.2 |
381.9 |
|