CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
378.5 |
388.0 |
9.5 |
2.5% |
362.2 |
High |
391.9 |
389.9 |
-2.0 |
-0.5% |
389.6 |
Low |
378.5 |
385.0 |
6.5 |
1.7% |
361.1 |
Close |
389.3 |
386.5 |
-2.8 |
-0.7% |
374.4 |
Range |
13.4 |
4.9 |
-8.5 |
-63.4% |
28.5 |
ATR |
9.4 |
9.1 |
-0.3 |
-3.4% |
0.0 |
Volume |
1,374 |
1,135 |
-239 |
-17.4% |
8,460 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
401.8 |
399.1 |
389.2 |
|
R3 |
396.9 |
394.2 |
387.8 |
|
R2 |
392.0 |
392.0 |
387.4 |
|
R1 |
389.3 |
389.3 |
386.9 |
388.2 |
PP |
387.1 |
387.1 |
387.1 |
386.6 |
S1 |
384.4 |
384.4 |
386.1 |
383.3 |
S2 |
382.2 |
382.2 |
385.6 |
|
S3 |
377.3 |
379.5 |
385.2 |
|
S4 |
372.4 |
374.6 |
383.8 |
|
|
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 |
5.2% |
10.3 |
2.7% |
73% |
False |
False |
1,659 |
10 |
391.9 |
358.9 |
33.0 |
8.5% |
9.7 |
2.5% |
84% |
False |
False |
1,619 |
20 |
391.9 |
358.9 |
33.0 |
8.5% |
8.8 |
2.3% |
84% |
False |
False |
1,545 |
40 |
400.4 |
342.8 |
57.6 |
14.9% |
8.2 |
2.1% |
76% |
False |
False |
1,286 |
60 |
400.4 |
332.0 |
68.4 |
17.7% |
7.1 |
1.8% |
80% |
False |
False |
1,046 |
80 |
400.4 |
332.0 |
68.4 |
17.7% |
6.4 |
1.6% |
80% |
False |
False |
869 |
100 |
400.4 |
332.0 |
68.4 |
17.7% |
6.0 |
1.6% |
80% |
False |
False |
744 |
120 |
400.4 |
332.0 |
68.4 |
17.7% |
5.9 |
1.5% |
80% |
False |
False |
662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410.7 |
2.618 |
402.7 |
1.618 |
397.8 |
1.000 |
394.8 |
0.618 |
392.9 |
HIGH |
389.9 |
0.618 |
388.0 |
0.500 |
387.5 |
0.382 |
386.9 |
LOW |
385.0 |
0.618 |
382.0 |
1.000 |
380.1 |
1.618 |
377.1 |
2.618 |
372.2 |
4.250 |
364.2 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
387.5 |
385.0 |
PP |
387.1 |
383.4 |
S1 |
386.8 |
381.9 |
|