CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
362.5 |
366.6 |
4.1 |
1.1% |
384.1 |
| High |
368.0 |
367.2 |
-0.8 |
-0.2% |
393.0 |
| Low |
361.7 |
358.3 |
-3.4 |
-0.9% |
363.3 |
| Close |
366.1 |
360.1 |
-6.0 |
-1.6% |
370.8 |
| Range |
6.3 |
8.9 |
2.6 |
41.3% |
29.7 |
| ATR |
9.6 |
9.6 |
-0.1 |
-0.5% |
0.0 |
| Volume |
1,236 |
994 |
-242 |
-19.6% |
13,983 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388.6 |
383.2 |
365.0 |
|
| R3 |
379.7 |
374.3 |
362.5 |
|
| R2 |
370.8 |
370.8 |
361.7 |
|
| R1 |
365.4 |
365.4 |
360.9 |
363.7 |
| PP |
361.9 |
361.9 |
361.9 |
361.0 |
| S1 |
356.5 |
356.5 |
359.3 |
354.8 |
| S2 |
353.0 |
353.0 |
358.5 |
|
| S3 |
344.1 |
347.6 |
357.7 |
|
| S4 |
335.2 |
338.7 |
355.2 |
|
|
| 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 |
374.3 |
358.3 |
16.0 |
4.4% |
8.9 |
2.5% |
11% |
False |
True |
1,880 |
| 10 |
393.0 |
358.3 |
34.7 |
9.6% |
9.9 |
2.8% |
5% |
False |
True |
2,174 |
| 20 |
393.0 |
358.3 |
34.7 |
9.6% |
10.0 |
2.8% |
5% |
False |
True |
1,860 |
| 40 |
400.4 |
358.3 |
42.1 |
11.7% |
9.0 |
2.5% |
4% |
False |
True |
1,646 |
| 60 |
400.4 |
338.3 |
62.1 |
17.2% |
8.0 |
2.2% |
35% |
False |
False |
1,340 |
| 80 |
400.4 |
332.0 |
68.4 |
19.0% |
7.1 |
2.0% |
41% |
False |
False |
1,124 |
| 100 |
400.4 |
332.0 |
68.4 |
19.0% |
6.5 |
1.8% |
41% |
False |
False |
943 |
| 120 |
400.4 |
332.0 |
68.4 |
19.0% |
6.4 |
1.8% |
41% |
False |
False |
835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
405.0 |
|
2.618 |
390.5 |
|
1.618 |
381.6 |
|
1.000 |
376.1 |
|
0.618 |
372.7 |
|
HIGH |
367.2 |
|
0.618 |
363.8 |
|
0.500 |
362.8 |
|
0.382 |
361.7 |
|
LOW |
358.3 |
|
0.618 |
352.8 |
|
1.000 |
349.4 |
|
1.618 |
343.9 |
|
2.618 |
335.0 |
|
4.250 |
320.5 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
362.8 |
366.0 |
| PP |
361.9 |
364.0 |
| S1 |
361.0 |
362.1 |
|