CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
366.6 |
360.8 |
-5.8 |
-1.6% |
369.7 |
| High |
367.2 |
366.2 |
-1.0 |
-0.3% |
373.6 |
| Low |
358.3 |
354.6 |
-3.7 |
-1.0% |
354.6 |
| Close |
360.1 |
355.1 |
-5.0 |
-1.4% |
355.1 |
| Range |
8.9 |
11.6 |
2.7 |
30.3% |
19.0 |
| ATR |
9.6 |
9.7 |
0.1 |
1.5% |
0.0 |
| Volume |
994 |
2,632 |
1,638 |
164.8% |
8,411 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393.4 |
385.9 |
361.5 |
|
| R3 |
381.8 |
374.3 |
358.3 |
|
| R2 |
370.2 |
370.2 |
357.2 |
|
| R1 |
362.7 |
362.7 |
356.2 |
360.7 |
| PP |
358.6 |
358.6 |
358.6 |
357.6 |
| S1 |
351.1 |
351.1 |
354.0 |
349.1 |
| S2 |
347.0 |
347.0 |
353.0 |
|
| S3 |
335.4 |
339.5 |
351.9 |
|
| S4 |
323.8 |
327.9 |
348.7 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
418.1 |
405.6 |
365.6 |
|
| R3 |
399.1 |
386.6 |
360.3 |
|
| R2 |
380.1 |
380.1 |
358.6 |
|
| R1 |
367.6 |
367.6 |
356.8 |
364.4 |
| PP |
361.1 |
361.1 |
361.1 |
359.5 |
| S1 |
348.6 |
348.6 |
353.4 |
345.4 |
| S2 |
342.1 |
342.1 |
351.6 |
|
| S3 |
323.1 |
329.6 |
349.9 |
|
| S4 |
304.1 |
310.6 |
344.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
373.6 |
354.6 |
19.0 |
5.4% |
9.2 |
2.6% |
3% |
False |
True |
1,682 |
| 10 |
393.0 |
354.6 |
38.4 |
10.8% |
10.2 |
2.9% |
1% |
False |
True |
2,239 |
| 20 |
393.0 |
354.6 |
38.4 |
10.8% |
10.1 |
2.8% |
1% |
False |
True |
1,938 |
| 40 |
400.4 |
354.6 |
45.8 |
12.9% |
9.0 |
2.5% |
1% |
False |
True |
1,682 |
| 60 |
400.4 |
338.3 |
62.1 |
17.5% |
8.2 |
2.3% |
27% |
False |
False |
1,379 |
| 80 |
400.4 |
332.0 |
68.4 |
19.3% |
7.2 |
2.0% |
34% |
False |
False |
1,150 |
| 100 |
400.4 |
332.0 |
68.4 |
19.3% |
6.6 |
1.9% |
34% |
False |
False |
968 |
| 120 |
400.4 |
332.0 |
68.4 |
19.3% |
6.4 |
1.8% |
34% |
False |
False |
855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
415.5 |
|
2.618 |
396.6 |
|
1.618 |
385.0 |
|
1.000 |
377.8 |
|
0.618 |
373.4 |
|
HIGH |
366.2 |
|
0.618 |
361.8 |
|
0.500 |
360.4 |
|
0.382 |
359.0 |
|
LOW |
354.6 |
|
0.618 |
347.4 |
|
1.000 |
343.0 |
|
1.618 |
335.8 |
|
2.618 |
324.2 |
|
4.250 |
305.3 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
360.4 |
361.3 |
| PP |
358.6 |
359.2 |
| S1 |
356.9 |
357.2 |
|