CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 16-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
380.0 |
388.8 |
8.8 |
2.3% |
361.8 |
High |
388.2 |
389.1 |
0.9 |
0.2% |
389.1 |
Low |
379.7 |
383.8 |
4.1 |
1.1% |
360.3 |
Close |
387.0 |
385.8 |
-1.2 |
-0.3% |
385.8 |
Range |
8.5 |
5.3 |
-3.2 |
-37.6% |
28.8 |
ATR |
9.4 |
9.1 |
-0.3 |
-3.1% |
0.0 |
Volume |
5,353 |
4,627 |
-726 |
-13.6% |
26,843 |
|
Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
402.1 |
399.3 |
388.7 |
|
R3 |
396.8 |
394.0 |
387.3 |
|
R2 |
391.5 |
391.5 |
386.8 |
|
R1 |
388.7 |
388.7 |
386.3 |
387.5 |
PP |
386.2 |
386.2 |
386.2 |
385.6 |
S1 |
383.4 |
383.4 |
385.3 |
382.2 |
S2 |
380.9 |
380.9 |
384.8 |
|
S3 |
375.6 |
378.1 |
384.3 |
|
S4 |
370.3 |
372.8 |
382.9 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
464.8 |
454.1 |
401.6 |
|
R3 |
436.0 |
425.3 |
393.7 |
|
R2 |
407.2 |
407.2 |
391.1 |
|
R1 |
396.5 |
396.5 |
388.4 |
401.9 |
PP |
378.4 |
378.4 |
378.4 |
381.1 |
S1 |
367.7 |
367.7 |
383.2 |
373.1 |
S2 |
349.6 |
349.6 |
380.5 |
|
S3 |
320.8 |
338.9 |
377.9 |
|
S4 |
292.0 |
310.1 |
370.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
389.1 |
360.3 |
28.8 |
7.5% |
9.6 |
2.5% |
89% |
True |
False |
5,368 |
10 |
389.1 |
347.3 |
41.8 |
10.8% |
8.2 |
2.1% |
92% |
True |
False |
4,223 |
20 |
393.0 |
347.3 |
45.7 |
11.8% |
9.2 |
2.4% |
84% |
False |
False |
3,231 |
40 |
393.0 |
347.3 |
45.7 |
11.8% |
9.0 |
2.3% |
84% |
False |
False |
2,437 |
60 |
400.4 |
347.3 |
53.1 |
13.8% |
8.7 |
2.2% |
73% |
False |
False |
1,973 |
80 |
400.4 |
334.0 |
66.4 |
17.2% |
7.8 |
2.0% |
78% |
False |
False |
1,621 |
100 |
400.4 |
332.0 |
68.4 |
17.7% |
7.1 |
1.8% |
79% |
False |
False |
1,369 |
120 |
400.4 |
332.0 |
68.4 |
17.7% |
6.6 |
1.7% |
79% |
False |
False |
1,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
411.6 |
2.618 |
403.0 |
1.618 |
397.7 |
1.000 |
394.4 |
0.618 |
392.4 |
HIGH |
389.1 |
0.618 |
387.1 |
0.500 |
386.5 |
0.382 |
385.8 |
LOW |
383.8 |
0.618 |
380.5 |
1.000 |
378.5 |
1.618 |
375.2 |
2.618 |
369.9 |
4.250 |
361.3 |
|
|
Fisher Pivots for day following 16-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
386.5 |
383.4 |
PP |
386.2 |
380.9 |
S1 |
386.0 |
378.5 |
|