CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
373.5 |
373.5 |
0.0 |
0.0% |
355.7 |
| High |
378.2 |
379.7 |
1.5 |
0.4% |
363.0 |
| Low |
371.9 |
367.8 |
-4.1 |
-1.1% |
347.3 |
| Close |
374.0 |
379.5 |
5.5 |
1.5% |
357.9 |
| Range |
6.3 |
11.9 |
5.6 |
88.9% |
15.7 |
| ATR |
9.3 |
9.4 |
0.2 |
2.0% |
0.0 |
| Volume |
8,577 |
5,215 |
-3,362 |
-39.2% |
15,391 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
411.4 |
407.3 |
386.0 |
|
| R3 |
399.5 |
395.4 |
382.8 |
|
| R2 |
387.6 |
387.6 |
381.7 |
|
| R1 |
383.5 |
383.5 |
380.6 |
385.6 |
| PP |
375.7 |
375.7 |
375.7 |
376.7 |
| S1 |
371.6 |
371.6 |
378.4 |
373.7 |
| S2 |
363.8 |
363.8 |
377.3 |
|
| S3 |
351.9 |
359.7 |
376.2 |
|
| S4 |
340.0 |
347.8 |
373.0 |
|
|
| 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 |
379.7 |
349.3 |
30.4 |
8.0% |
10.3 |
2.7% |
99% |
True |
False |
4,691 |
| 10 |
379.7 |
347.3 |
32.4 |
8.5% |
8.8 |
2.3% |
99% |
True |
False |
3,588 |
| 20 |
393.0 |
347.3 |
45.7 |
12.0% |
9.4 |
2.5% |
70% |
False |
False |
2,900 |
| 40 |
393.0 |
347.3 |
45.7 |
12.0% |
9.1 |
2.4% |
70% |
False |
False |
2,223 |
| 60 |
400.4 |
342.8 |
57.6 |
15.2% |
8.6 |
2.3% |
64% |
False |
False |
1,824 |
| 80 |
400.4 |
332.0 |
68.4 |
18.0% |
7.7 |
2.0% |
69% |
False |
False |
1,510 |
| 100 |
400.4 |
332.0 |
68.4 |
18.0% |
7.0 |
1.8% |
69% |
False |
False |
1,275 |
| 120 |
400.4 |
332.0 |
68.4 |
18.0% |
6.6 |
1.7% |
69% |
False |
False |
1,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
430.3 |
|
2.618 |
410.9 |
|
1.618 |
399.0 |
|
1.000 |
391.6 |
|
0.618 |
387.1 |
|
HIGH |
379.7 |
|
0.618 |
375.2 |
|
0.500 |
373.8 |
|
0.382 |
372.3 |
|
LOW |
367.8 |
|
0.618 |
360.4 |
|
1.000 |
355.9 |
|
1.618 |
348.5 |
|
2.618 |
336.6 |
|
4.250 |
317.2 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
377.6 |
376.3 |
| PP |
375.7 |
373.2 |
| S1 |
373.8 |
370.0 |
|