CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
353.1 |
348.2 |
-4.9 |
-1.4% |
369.7 |
| High |
353.1 |
351.8 |
-1.3 |
-0.4% |
373.6 |
| Low |
347.3 |
347.6 |
0.3 |
0.1% |
354.6 |
| Close |
347.6 |
349.3 |
1.7 |
0.5% |
355.1 |
| Range |
5.8 |
4.2 |
-1.6 |
-27.6% |
19.0 |
| ATR |
9.2 |
8.9 |
-0.4 |
-3.9% |
0.0 |
| Volume |
2,506 |
4,103 |
1,597 |
63.7% |
8,411 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
362.2 |
359.9 |
351.6 |
|
| R3 |
358.0 |
355.7 |
350.5 |
|
| R2 |
353.8 |
353.8 |
350.1 |
|
| R1 |
351.5 |
351.5 |
349.7 |
352.7 |
| PP |
349.6 |
349.6 |
349.6 |
350.1 |
| S1 |
347.3 |
347.3 |
348.9 |
348.5 |
| S2 |
345.4 |
345.4 |
348.5 |
|
| S3 |
341.2 |
343.1 |
348.1 |
|
| S4 |
337.0 |
338.9 |
347.0 |
|
|
| 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 |
367.2 |
347.3 |
19.9 |
5.7% |
7.4 |
2.1% |
10% |
False |
False |
2,484 |
| 10 |
382.2 |
347.3 |
34.9 |
10.0% |
9.2 |
2.6% |
6% |
False |
False |
2,335 |
| 20 |
393.0 |
347.3 |
45.7 |
13.1% |
9.4 |
2.7% |
4% |
False |
False |
2,142 |
| 40 |
398.9 |
347.3 |
51.6 |
14.8% |
8.9 |
2.5% |
4% |
False |
False |
1,816 |
| 60 |
400.4 |
338.3 |
62.1 |
17.8% |
8.2 |
2.3% |
18% |
False |
False |
1,484 |
| 80 |
400.4 |
332.0 |
68.4 |
19.6% |
7.3 |
2.1% |
25% |
False |
False |
1,243 |
| 100 |
400.4 |
332.0 |
68.4 |
19.6% |
6.7 |
1.9% |
25% |
False |
False |
1,049 |
| 120 |
400.4 |
332.0 |
68.4 |
19.6% |
6.4 |
1.8% |
25% |
False |
False |
923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
369.7 |
|
2.618 |
362.8 |
|
1.618 |
358.6 |
|
1.000 |
356.0 |
|
0.618 |
354.4 |
|
HIGH |
351.8 |
|
0.618 |
350.2 |
|
0.500 |
349.7 |
|
0.382 |
349.2 |
|
LOW |
347.6 |
|
0.618 |
345.0 |
|
1.000 |
343.4 |
|
1.618 |
340.8 |
|
2.618 |
336.6 |
|
4.250 |
329.8 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
349.7 |
352.0 |
| PP |
349.6 |
351.1 |
| S1 |
349.4 |
350.2 |
|