CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 18-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
388.0 |
382.8 |
-5.2 |
-1.3% |
362.2 |
High |
389.9 |
384.2 |
-5.7 |
-1.5% |
389.6 |
Low |
385.0 |
375.0 |
-10.0 |
-2.6% |
361.1 |
Close |
386.5 |
378.6 |
-7.9 |
-2.0% |
374.4 |
Range |
4.9 |
9.2 |
4.3 |
87.8% |
28.5 |
ATR |
9.1 |
9.3 |
0.2 |
1.9% |
0.0 |
Volume |
1,135 |
1,382 |
247 |
21.8% |
8,460 |
|
Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
406.9 |
401.9 |
383.7 |
|
R3 |
397.7 |
392.7 |
381.1 |
|
R2 |
388.5 |
388.5 |
380.3 |
|
R1 |
383.5 |
383.5 |
379.4 |
381.4 |
PP |
379.3 |
379.3 |
379.3 |
378.2 |
S1 |
374.3 |
374.3 |
377.8 |
372.2 |
S2 |
370.1 |
370.1 |
376.9 |
|
S3 |
360.9 |
365.1 |
376.1 |
|
S4 |
351.7 |
355.9 |
373.5 |
|
|
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 |
391.9 |
371.9 |
20.0 |
5.3% |
10.0 |
2.6% |
34% |
False |
False |
1,559 |
10 |
391.9 |
358.9 |
33.0 |
8.7% |
10.1 |
2.7% |
60% |
False |
False |
1,546 |
20 |
391.9 |
358.9 |
33.0 |
8.7% |
8.8 |
2.3% |
60% |
False |
False |
1,587 |
40 |
400.4 |
346.1 |
54.3 |
14.3% |
8.3 |
2.2% |
60% |
False |
False |
1,308 |
60 |
400.4 |
332.0 |
68.4 |
18.1% |
7.2 |
1.9% |
68% |
False |
False |
1,063 |
80 |
400.4 |
332.0 |
68.4 |
18.1% |
6.4 |
1.7% |
68% |
False |
False |
883 |
100 |
400.4 |
332.0 |
68.4 |
18.1% |
6.1 |
1.6% |
68% |
False |
False |
753 |
120 |
400.4 |
332.0 |
68.4 |
18.1% |
6.0 |
1.6% |
68% |
False |
False |
672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
423.3 |
2.618 |
408.3 |
1.618 |
399.1 |
1.000 |
393.4 |
0.618 |
389.9 |
HIGH |
384.2 |
0.618 |
380.7 |
0.500 |
379.6 |
0.382 |
378.5 |
LOW |
375.0 |
0.618 |
369.3 |
1.000 |
365.8 |
1.618 |
360.1 |
2.618 |
350.9 |
4.250 |
335.9 |
|
|
Fisher Pivots for day following 18-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
379.6 |
383.5 |
PP |
379.3 |
381.8 |
S1 |
378.9 |
380.2 |
|