CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
361.8 |
373.5 |
11.7 |
3.2% |
355.7 |
| High |
376.1 |
378.2 |
2.1 |
0.6% |
363.0 |
| Low |
360.3 |
371.9 |
11.6 |
3.2% |
347.3 |
| Close |
373.5 |
374.0 |
0.5 |
0.1% |
357.9 |
| Range |
15.8 |
6.3 |
-9.5 |
-60.1% |
15.7 |
| ATR |
9.5 |
9.3 |
-0.2 |
-2.4% |
0.0 |
| Volume |
3,071 |
8,577 |
5,506 |
179.3% |
15,391 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393.6 |
390.1 |
377.5 |
|
| R3 |
387.3 |
383.8 |
375.7 |
|
| R2 |
381.0 |
381.0 |
375.2 |
|
| R1 |
377.5 |
377.5 |
374.6 |
379.3 |
| PP |
374.7 |
374.7 |
374.7 |
375.6 |
| S1 |
371.2 |
371.2 |
373.4 |
373.0 |
| S2 |
368.4 |
368.4 |
372.8 |
|
| S3 |
362.1 |
364.9 |
372.3 |
|
| S4 |
355.8 |
358.6 |
370.5 |
|
|
| 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 |
378.2 |
347.6 |
30.6 |
8.2% |
8.7 |
2.3% |
86% |
True |
False |
4,468 |
| 10 |
378.2 |
347.3 |
30.9 |
8.3% |
8.3 |
2.2% |
86% |
True |
False |
3,190 |
| 20 |
393.0 |
347.3 |
45.7 |
12.2% |
9.0 |
2.4% |
58% |
False |
False |
2,696 |
| 40 |
393.0 |
347.3 |
45.7 |
12.2% |
8.9 |
2.4% |
58% |
False |
False |
2,116 |
| 60 |
400.4 |
341.9 |
58.5 |
15.6% |
8.5 |
2.3% |
55% |
False |
False |
1,749 |
| 80 |
400.4 |
332.0 |
68.4 |
18.3% |
7.6 |
2.0% |
61% |
False |
False |
1,449 |
| 100 |
400.4 |
332.0 |
68.4 |
18.3% |
6.9 |
1.8% |
61% |
False |
False |
1,225 |
| 120 |
400.4 |
332.0 |
68.4 |
18.3% |
6.6 |
1.8% |
61% |
False |
False |
1,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
405.0 |
|
2.618 |
394.7 |
|
1.618 |
388.4 |
|
1.000 |
384.5 |
|
0.618 |
382.1 |
|
HIGH |
378.2 |
|
0.618 |
375.8 |
|
0.500 |
375.1 |
|
0.382 |
374.3 |
|
LOW |
371.9 |
|
0.618 |
368.0 |
|
1.000 |
365.6 |
|
1.618 |
361.7 |
|
2.618 |
355.4 |
|
4.250 |
345.1 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
375.1 |
371.8 |
| PP |
374.7 |
369.6 |
| S1 |
374.4 |
367.4 |
|