CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
360.8 |
355.7 |
-5.1 |
-1.4% |
369.7 |
High |
366.2 |
356.6 |
-9.6 |
-2.6% |
373.6 |
Low |
354.6 |
350.0 |
-4.6 |
-1.3% |
354.6 |
Close |
355.1 |
353.1 |
-2.0 |
-0.6% |
355.1 |
Range |
11.6 |
6.6 |
-5.0 |
-43.1% |
19.0 |
ATR |
9.7 |
9.5 |
-0.2 |
-2.3% |
0.0 |
Volume |
2,632 |
2,189 |
-443 |
-16.8% |
8,411 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
373.0 |
369.7 |
356.7 |
|
R3 |
366.4 |
363.1 |
354.9 |
|
R2 |
359.8 |
359.8 |
354.3 |
|
R1 |
356.5 |
356.5 |
353.7 |
354.9 |
PP |
353.2 |
353.2 |
353.2 |
352.4 |
S1 |
349.9 |
349.9 |
352.5 |
348.3 |
S2 |
346.6 |
346.6 |
351.9 |
|
S3 |
340.0 |
343.3 |
351.3 |
|
S4 |
333.4 |
336.7 |
349.5 |
|
|
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 |
350.0 |
23.6 |
6.7% |
8.7 |
2.5% |
13% |
False |
True |
1,691 |
10 |
393.0 |
350.0 |
43.0 |
12.2% |
10.0 |
2.8% |
7% |
False |
True |
2,257 |
20 |
393.0 |
350.0 |
43.0 |
12.2% |
10.0 |
2.8% |
7% |
False |
True |
2,003 |
40 |
400.4 |
350.0 |
50.4 |
14.3% |
9.0 |
2.6% |
6% |
False |
True |
1,714 |
60 |
400.4 |
338.3 |
62.1 |
17.6% |
8.2 |
2.3% |
24% |
False |
False |
1,404 |
80 |
400.4 |
332.0 |
68.4 |
19.4% |
7.2 |
2.0% |
31% |
False |
False |
1,170 |
100 |
400.4 |
332.0 |
68.4 |
19.4% |
6.6 |
1.9% |
31% |
False |
False |
987 |
120 |
400.4 |
332.0 |
68.4 |
19.4% |
6.5 |
1.8% |
31% |
False |
False |
872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
384.7 |
2.618 |
373.9 |
1.618 |
367.3 |
1.000 |
363.2 |
0.618 |
360.7 |
HIGH |
356.6 |
0.618 |
354.1 |
0.500 |
353.3 |
0.382 |
352.5 |
LOW |
350.0 |
0.618 |
345.9 |
1.000 |
343.4 |
1.618 |
339.3 |
2.618 |
332.7 |
4.250 |
322.0 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
353.3 |
358.6 |
PP |
353.2 |
356.8 |
S1 |
353.2 |
354.9 |
|