CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
373.5 |
380.0 |
6.5 |
1.7% |
355.7 |
High |
379.7 |
388.2 |
8.5 |
2.2% |
363.0 |
Low |
367.8 |
379.7 |
11.9 |
3.2% |
347.3 |
Close |
379.5 |
387.0 |
7.5 |
2.0% |
357.9 |
Range |
11.9 |
8.5 |
-3.4 |
-28.6% |
15.7 |
ATR |
9.4 |
9.4 |
-0.1 |
-0.6% |
0.0 |
Volume |
5,215 |
5,353 |
138 |
2.6% |
15,391 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
410.5 |
407.2 |
391.7 |
|
R3 |
402.0 |
398.7 |
389.3 |
|
R2 |
393.5 |
393.5 |
388.6 |
|
R1 |
390.2 |
390.2 |
387.8 |
391.9 |
PP |
385.0 |
385.0 |
385.0 |
385.8 |
S1 |
381.7 |
381.7 |
386.2 |
383.4 |
S2 |
376.5 |
376.5 |
385.4 |
|
S3 |
368.0 |
373.2 |
384.7 |
|
S4 |
359.5 |
364.7 |
382.3 |
|
|
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 |
388.2 |
356.5 |
31.7 |
8.2% |
9.8 |
2.5% |
96% |
True |
False |
5,147 |
10 |
388.2 |
347.3 |
40.9 |
10.6% |
8.8 |
2.3% |
97% |
True |
False |
4,023 |
20 |
393.0 |
347.3 |
45.7 |
11.8% |
9.4 |
2.4% |
87% |
False |
False |
3,099 |
40 |
393.0 |
347.3 |
45.7 |
11.8% |
9.1 |
2.3% |
87% |
False |
False |
2,343 |
60 |
400.4 |
346.1 |
54.3 |
14.0% |
8.7 |
2.2% |
75% |
False |
False |
1,905 |
80 |
400.4 |
332.0 |
68.4 |
17.7% |
7.7 |
2.0% |
80% |
False |
False |
1,572 |
100 |
400.4 |
332.0 |
68.4 |
17.7% |
7.0 |
1.8% |
80% |
False |
False |
1,326 |
120 |
400.4 |
332.0 |
68.4 |
17.7% |
6.6 |
1.7% |
80% |
False |
False |
1,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
424.3 |
2.618 |
410.5 |
1.618 |
402.0 |
1.000 |
396.7 |
0.618 |
393.5 |
HIGH |
388.2 |
0.618 |
385.0 |
0.500 |
384.0 |
0.382 |
382.9 |
LOW |
379.7 |
0.618 |
374.4 |
1.000 |
371.2 |
1.618 |
365.9 |
2.618 |
357.4 |
4.250 |
343.6 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
386.0 |
384.0 |
PP |
385.0 |
381.0 |
S1 |
384.0 |
378.0 |
|