CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
367.2 |
369.7 |
2.5 |
0.7% |
384.1 |
High |
374.3 |
373.1 |
-1.2 |
-0.3% |
393.0 |
Low |
364.0 |
364.2 |
0.2 |
0.1% |
363.3 |
Close |
370.8 |
372.2 |
1.4 |
0.4% |
370.8 |
Range |
10.3 |
8.9 |
-1.4 |
-13.6% |
29.7 |
ATR |
9.9 |
9.8 |
-0.1 |
-0.7% |
0.0 |
Volume |
3,621 |
2,144 |
-1,477 |
-40.8% |
13,983 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
396.5 |
393.3 |
377.1 |
|
R3 |
387.6 |
384.4 |
374.6 |
|
R2 |
378.7 |
378.7 |
373.8 |
|
R1 |
375.5 |
375.5 |
373.0 |
377.1 |
PP |
369.8 |
369.8 |
369.8 |
370.7 |
S1 |
366.6 |
366.6 |
371.4 |
368.2 |
S2 |
360.9 |
360.9 |
370.6 |
|
S3 |
352.0 |
357.7 |
369.8 |
|
S4 |
343.1 |
348.8 |
367.3 |
|
|
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% |
30% |
False |
False |
2,822 |
10 |
393.0 |
363.3 |
29.7 |
8.0% |
10.1 |
2.7% |
30% |
False |
False |
2,200 |
20 |
393.0 |
358.9 |
34.1 |
9.2% |
9.7 |
2.6% |
39% |
False |
False |
1,981 |
40 |
400.4 |
358.9 |
41.5 |
11.1% |
8.9 |
2.4% |
32% |
False |
False |
1,614 |
60 |
400.4 |
338.3 |
62.1 |
16.7% |
7.8 |
2.1% |
55% |
False |
False |
1,310 |
80 |
400.4 |
332.0 |
68.4 |
18.4% |
6.9 |
1.9% |
59% |
False |
False |
1,085 |
100 |
400.4 |
332.0 |
68.4 |
18.4% |
6.4 |
1.7% |
59% |
False |
False |
918 |
120 |
400.4 |
332.0 |
68.4 |
18.4% |
6.4 |
1.7% |
59% |
False |
False |
810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
410.9 |
2.618 |
396.4 |
1.618 |
387.5 |
1.000 |
382.0 |
0.618 |
378.6 |
HIGH |
373.1 |
0.618 |
369.7 |
0.500 |
368.7 |
0.382 |
367.6 |
LOW |
364.2 |
0.618 |
358.7 |
1.000 |
355.3 |
1.618 |
349.8 |
2.618 |
340.9 |
4.250 |
326.4 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
371.0 |
372.8 |
PP |
369.8 |
372.6 |
S1 |
368.7 |
372.4 |
|