CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
357.3 |
361.8 |
4.5 |
1.3% |
355.7 |
| High |
363.0 |
376.1 |
13.1 |
3.6% |
363.0 |
| Low |
356.5 |
360.3 |
3.8 |
1.1% |
347.3 |
| Close |
357.9 |
373.5 |
15.6 |
4.4% |
357.9 |
| Range |
6.5 |
15.8 |
9.3 |
143.1% |
15.7 |
| ATR |
8.8 |
9.5 |
0.7 |
7.6% |
0.0 |
| Volume |
3,522 |
3,071 |
-451 |
-12.8% |
15,391 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417.4 |
411.2 |
382.2 |
|
| R3 |
401.6 |
395.4 |
377.8 |
|
| R2 |
385.8 |
385.8 |
376.4 |
|
| R1 |
379.6 |
379.6 |
374.9 |
382.7 |
| PP |
370.0 |
370.0 |
370.0 |
371.5 |
| S1 |
363.8 |
363.8 |
372.1 |
366.9 |
| S2 |
354.2 |
354.2 |
370.6 |
|
| S3 |
338.4 |
348.0 |
369.2 |
|
| S4 |
322.6 |
332.2 |
364.8 |
|
|
| 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 |
376.1 |
347.3 |
28.8 |
7.7% |
8.6 |
2.3% |
91% |
True |
False |
3,254 |
| 10 |
376.1 |
347.3 |
28.8 |
7.7% |
8.7 |
2.3% |
91% |
True |
False |
2,472 |
| 20 |
393.0 |
347.3 |
45.7 |
12.2% |
9.4 |
2.5% |
57% |
False |
False |
2,336 |
| 40 |
393.0 |
347.3 |
45.7 |
12.2% |
8.9 |
2.4% |
57% |
False |
False |
1,934 |
| 60 |
400.4 |
340.5 |
59.9 |
16.0% |
8.5 |
2.3% |
55% |
False |
False |
1,615 |
| 80 |
400.4 |
332.0 |
68.4 |
18.3% |
7.5 |
2.0% |
61% |
False |
False |
1,350 |
| 100 |
400.4 |
332.0 |
68.4 |
18.3% |
6.9 |
1.8% |
61% |
False |
False |
1,140 |
| 120 |
400.4 |
332.0 |
68.4 |
18.3% |
6.6 |
1.8% |
61% |
False |
False |
993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
443.3 |
|
2.618 |
417.5 |
|
1.618 |
401.7 |
|
1.000 |
391.9 |
|
0.618 |
385.9 |
|
HIGH |
376.1 |
|
0.618 |
370.1 |
|
0.500 |
368.2 |
|
0.382 |
366.3 |
|
LOW |
360.3 |
|
0.618 |
350.5 |
|
1.000 |
344.5 |
|
1.618 |
334.7 |
|
2.618 |
318.9 |
|
4.250 |
293.2 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
371.7 |
369.9 |
| PP |
370.0 |
366.3 |
| S1 |
368.2 |
362.7 |
|