CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
381.1 |
367.2 |
-13.9 |
-3.6% |
384.1 |
| High |
382.2 |
374.3 |
-7.9 |
-2.1% |
393.0 |
| Low |
363.3 |
364.0 |
0.7 |
0.2% |
363.3 |
| Close |
366.7 |
370.8 |
4.1 |
1.1% |
370.8 |
| Range |
18.9 |
10.3 |
-8.6 |
-45.5% |
29.7 |
| ATR |
9.9 |
9.9 |
0.0 |
0.3% |
0.0 |
| Volume |
2,522 |
3,621 |
1,099 |
43.6% |
13,983 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
400.6 |
396.0 |
376.5 |
|
| R3 |
390.3 |
385.7 |
373.6 |
|
| R2 |
380.0 |
380.0 |
372.7 |
|
| R1 |
375.4 |
375.4 |
371.7 |
377.7 |
| PP |
369.7 |
369.7 |
369.7 |
370.9 |
| S1 |
365.1 |
365.1 |
369.9 |
367.4 |
| S2 |
359.4 |
359.4 |
368.9 |
|
| S3 |
349.1 |
354.8 |
368.0 |
|
| S4 |
338.8 |
344.5 |
365.1 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
464.8 |
447.5 |
387.1 |
|
| R3 |
435.1 |
417.8 |
379.0 |
|
| R2 |
405.4 |
405.4 |
376.2 |
|
| R1 |
388.1 |
388.1 |
373.5 |
381.9 |
| PP |
375.7 |
375.7 |
375.7 |
372.6 |
| S1 |
358.4 |
358.4 |
368.1 |
352.2 |
| S2 |
346.0 |
346.0 |
365.4 |
|
| S3 |
316.3 |
328.7 |
362.6 |
|
| S4 |
286.6 |
299.0 |
354.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
393.0 |
363.3 |
29.7 |
8.0% |
11.3 |
3.0% |
25% |
False |
False |
2,796 |
| 10 |
393.0 |
363.3 |
29.7 |
8.0% |
9.9 |
2.7% |
25% |
False |
False |
2,190 |
| 20 |
393.0 |
358.9 |
34.1 |
9.2% |
10.1 |
2.7% |
35% |
False |
False |
1,930 |
| 40 |
400.4 |
358.9 |
41.5 |
11.2% |
8.9 |
2.4% |
29% |
False |
False |
1,602 |
| 60 |
400.4 |
338.2 |
62.2 |
16.8% |
7.8 |
2.1% |
52% |
False |
False |
1,286 |
| 80 |
400.4 |
332.0 |
68.4 |
18.4% |
6.9 |
1.9% |
57% |
False |
False |
1,060 |
| 100 |
400.4 |
332.0 |
68.4 |
18.4% |
6.4 |
1.7% |
57% |
False |
False |
898 |
| 120 |
400.4 |
332.0 |
68.4 |
18.4% |
6.3 |
1.7% |
57% |
False |
False |
794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
418.1 |
|
2.618 |
401.3 |
|
1.618 |
391.0 |
|
1.000 |
384.6 |
|
0.618 |
380.7 |
|
HIGH |
374.3 |
|
0.618 |
370.4 |
|
0.500 |
369.2 |
|
0.382 |
367.9 |
|
LOW |
364.0 |
|
0.618 |
357.6 |
|
1.000 |
353.7 |
|
1.618 |
347.3 |
|
2.618 |
337.0 |
|
4.250 |
320.2 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
370.3 |
374.8 |
| PP |
369.7 |
373.4 |
| S1 |
369.2 |
372.1 |
|