CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 31-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
371.1 |
362.5 |
-8.6 |
-2.3% |
384.1 |
High |
373.6 |
368.0 |
-5.6 |
-1.5% |
393.0 |
Low |
363.4 |
361.7 |
-1.7 |
-0.5% |
363.3 |
Close |
364.7 |
366.1 |
1.4 |
0.4% |
370.8 |
Range |
10.2 |
6.3 |
-3.9 |
-38.2% |
29.7 |
ATR |
9.9 |
9.6 |
-0.3 |
-2.6% |
0.0 |
Volume |
1,405 |
1,236 |
-169 |
-12.0% |
13,983 |
|
Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
384.2 |
381.4 |
369.6 |
|
R3 |
377.9 |
375.1 |
367.8 |
|
R2 |
371.6 |
371.6 |
367.3 |
|
R1 |
368.8 |
368.8 |
366.7 |
370.2 |
PP |
365.3 |
365.3 |
365.3 |
366.0 |
S1 |
362.5 |
362.5 |
365.5 |
363.9 |
S2 |
359.0 |
359.0 |
364.9 |
|
S3 |
352.7 |
356.2 |
364.4 |
|
S4 |
346.4 |
349.9 |
362.6 |
|
|
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 |
382.2 |
361.7 |
20.5 |
5.6% |
10.9 |
3.0% |
21% |
False |
True |
2,185 |
10 |
393.0 |
361.7 |
31.3 |
8.5% |
10.0 |
2.7% |
14% |
False |
True |
2,213 |
20 |
393.0 |
358.9 |
34.1 |
9.3% |
9.8 |
2.7% |
21% |
False |
False |
1,916 |
40 |
400.4 |
358.9 |
41.5 |
11.3% |
8.9 |
2.4% |
17% |
False |
False |
1,635 |
60 |
400.4 |
338.3 |
62.1 |
17.0% |
7.9 |
2.2% |
45% |
False |
False |
1,333 |
80 |
400.4 |
332.0 |
68.4 |
18.7% |
7.1 |
1.9% |
50% |
False |
False |
1,113 |
100 |
400.4 |
332.0 |
68.4 |
18.7% |
6.5 |
1.8% |
50% |
False |
False |
938 |
120 |
400.4 |
332.0 |
68.4 |
18.7% |
6.4 |
1.8% |
50% |
False |
False |
828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
394.8 |
2.618 |
384.5 |
1.618 |
378.2 |
1.000 |
374.3 |
0.618 |
371.9 |
HIGH |
368.0 |
0.618 |
365.6 |
0.500 |
364.9 |
0.382 |
364.1 |
LOW |
361.7 |
0.618 |
357.8 |
1.000 |
355.4 |
1.618 |
351.5 |
2.618 |
345.2 |
4.250 |
334.9 |
|
|
Fisher Pivots for day following 31-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
365.7 |
367.7 |
PP |
365.3 |
367.1 |
S1 |
364.9 |
366.6 |
|