CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 09-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
349.3 |
357.3 |
8.0 |
2.3% |
355.7 |
High |
360.1 |
363.0 |
2.9 |
0.8% |
363.0 |
Low |
349.3 |
356.5 |
7.2 |
2.1% |
347.3 |
Close |
358.4 |
357.9 |
-0.5 |
-0.1% |
357.9 |
Range |
10.8 |
6.5 |
-4.3 |
-39.8% |
15.7 |
ATR |
9.0 |
8.8 |
-0.2 |
-2.0% |
0.0 |
Volume |
3,071 |
3,522 |
451 |
14.7% |
15,391 |
|
Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
378.6 |
374.8 |
361.5 |
|
R3 |
372.1 |
368.3 |
359.7 |
|
R2 |
365.6 |
365.6 |
359.1 |
|
R1 |
361.8 |
361.8 |
358.5 |
363.7 |
PP |
359.1 |
359.1 |
359.1 |
360.1 |
S1 |
355.3 |
355.3 |
357.3 |
357.2 |
S2 |
352.6 |
352.6 |
356.7 |
|
S3 |
346.1 |
348.8 |
356.1 |
|
S4 |
339.6 |
342.3 |
354.3 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
403.2 |
396.2 |
366.5 |
|
R3 |
387.5 |
380.5 |
362.2 |
|
R2 |
371.8 |
371.8 |
360.8 |
|
R1 |
364.8 |
364.8 |
359.3 |
368.3 |
PP |
356.1 |
356.1 |
356.1 |
357.8 |
S1 |
349.1 |
349.1 |
356.5 |
352.6 |
S2 |
340.4 |
340.4 |
355.0 |
|
S3 |
324.7 |
333.4 |
353.6 |
|
S4 |
309.0 |
317.7 |
349.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
363.0 |
347.3 |
15.7 |
4.4% |
6.8 |
1.9% |
68% |
True |
False |
3,078 |
10 |
373.6 |
347.3 |
26.3 |
7.3% |
8.0 |
2.2% |
40% |
False |
False |
2,380 |
20 |
393.0 |
347.3 |
45.7 |
12.8% |
8.9 |
2.5% |
23% |
False |
False |
2,285 |
40 |
393.0 |
347.3 |
45.7 |
12.8% |
8.7 |
2.4% |
23% |
False |
False |
1,889 |
60 |
400.4 |
339.6 |
60.8 |
17.0% |
8.3 |
2.3% |
30% |
False |
False |
1,579 |
80 |
400.4 |
332.0 |
68.4 |
19.1% |
7.4 |
2.1% |
38% |
False |
False |
1,316 |
100 |
400.4 |
332.0 |
68.4 |
19.1% |
6.7 |
1.9% |
38% |
False |
False |
1,111 |
120 |
400.4 |
332.0 |
68.4 |
19.1% |
6.5 |
1.8% |
38% |
False |
False |
972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
390.6 |
2.618 |
380.0 |
1.618 |
373.5 |
1.000 |
369.5 |
0.618 |
367.0 |
HIGH |
363.0 |
0.618 |
360.5 |
0.500 |
359.8 |
0.382 |
359.0 |
LOW |
356.5 |
0.618 |
352.5 |
1.000 |
350.0 |
1.618 |
346.0 |
2.618 |
339.5 |
4.250 |
328.9 |
|
|
Fisher Pivots for day following 09-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
359.8 |
357.0 |
PP |
359.1 |
356.2 |
S1 |
358.5 |
355.3 |
|