CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 30-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
369.7 |
371.1 |
1.4 |
0.4% |
384.1 |
High |
373.1 |
373.6 |
0.5 |
0.1% |
393.0 |
Low |
364.2 |
363.4 |
-0.8 |
-0.2% |
363.3 |
Close |
372.2 |
364.7 |
-7.5 |
-2.0% |
370.8 |
Range |
8.9 |
10.2 |
1.3 |
14.6% |
29.7 |
ATR |
9.8 |
9.9 |
0.0 |
0.3% |
0.0 |
Volume |
2,144 |
1,405 |
-739 |
-34.5% |
13,983 |
|
Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
397.8 |
391.5 |
370.3 |
|
R3 |
387.6 |
381.3 |
367.5 |
|
R2 |
377.4 |
377.4 |
366.6 |
|
R1 |
371.1 |
371.1 |
365.6 |
369.2 |
PP |
367.2 |
367.2 |
367.2 |
366.3 |
S1 |
360.9 |
360.9 |
363.8 |
359.0 |
S2 |
357.0 |
357.0 |
362.8 |
|
S3 |
346.8 |
350.7 |
361.9 |
|
S4 |
336.6 |
340.5 |
359.1 |
|
|
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 |
386.2 |
363.3 |
22.9 |
6.3% |
10.8 |
3.0% |
6% |
False |
False |
2,622 |
10 |
393.0 |
363.3 |
29.7 |
8.1% |
9.8 |
2.7% |
5% |
False |
False |
2,203 |
20 |
393.0 |
358.9 |
34.1 |
9.4% |
9.8 |
2.7% |
17% |
False |
False |
1,942 |
40 |
400.4 |
358.9 |
41.5 |
11.4% |
8.9 |
2.4% |
14% |
False |
False |
1,623 |
60 |
400.4 |
338.3 |
62.1 |
17.0% |
7.9 |
2.2% |
43% |
False |
False |
1,327 |
80 |
400.4 |
332.0 |
68.4 |
18.8% |
7.0 |
1.9% |
48% |
False |
False |
1,101 |
100 |
400.4 |
332.0 |
68.4 |
18.8% |
6.5 |
1.8% |
48% |
False |
False |
928 |
120 |
400.4 |
332.0 |
68.4 |
18.8% |
6.4 |
1.8% |
48% |
False |
False |
819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
417.0 |
2.618 |
400.3 |
1.618 |
390.1 |
1.000 |
383.8 |
0.618 |
379.9 |
HIGH |
373.6 |
0.618 |
369.7 |
0.500 |
368.5 |
0.382 |
367.3 |
LOW |
363.4 |
0.618 |
357.1 |
1.000 |
353.2 |
1.618 |
346.9 |
2.618 |
336.7 |
4.250 |
320.1 |
|
|
Fisher Pivots for day following 30-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
368.5 |
368.9 |
PP |
367.2 |
367.5 |
S1 |
366.0 |
366.1 |
|