CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
388.8 |
390.3 |
1.5 |
0.4% |
361.8 |
High |
389.1 |
403.6 |
14.5 |
3.7% |
389.1 |
Low |
383.8 |
390.3 |
6.5 |
1.7% |
360.3 |
Close |
385.8 |
402.9 |
17.1 |
4.4% |
385.8 |
Range |
5.3 |
13.3 |
8.0 |
150.9% |
28.8 |
ATR |
9.1 |
9.7 |
0.6 |
6.8% |
0.0 |
Volume |
4,627 |
3,502 |
-1,125 |
-24.3% |
26,843 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438.8 |
434.2 |
410.2 |
|
R3 |
425.5 |
420.9 |
406.6 |
|
R2 |
412.2 |
412.2 |
405.3 |
|
R1 |
407.6 |
407.6 |
404.1 |
409.9 |
PP |
398.9 |
398.9 |
398.9 |
400.1 |
S1 |
394.3 |
394.3 |
401.7 |
396.6 |
S2 |
385.6 |
385.6 |
400.5 |
|
S3 |
372.3 |
381.0 |
399.2 |
|
S4 |
359.0 |
367.7 |
395.6 |
|
|
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 |
403.6 |
367.8 |
35.8 |
8.9% |
9.1 |
2.2% |
98% |
True |
False |
5,454 |
10 |
403.6 |
347.3 |
56.3 |
14.0% |
8.8 |
2.2% |
99% |
True |
False |
4,354 |
20 |
403.6 |
347.3 |
56.3 |
14.0% |
9.4 |
2.3% |
99% |
True |
False |
3,305 |
40 |
403.6 |
347.3 |
56.3 |
14.0% |
9.2 |
2.3% |
99% |
True |
False |
2,508 |
60 |
403.6 |
347.3 |
56.3 |
14.0% |
8.8 |
2.2% |
99% |
True |
False |
2,021 |
80 |
403.6 |
334.3 |
69.3 |
17.2% |
7.9 |
2.0% |
99% |
True |
False |
1,660 |
100 |
403.6 |
332.0 |
71.6 |
17.8% |
7.2 |
1.8% |
99% |
True |
False |
1,400 |
120 |
403.6 |
332.0 |
71.6 |
17.8% |
6.7 |
1.7% |
99% |
True |
False |
1,208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
460.1 |
2.618 |
438.4 |
1.618 |
425.1 |
1.000 |
416.9 |
0.618 |
411.8 |
HIGH |
403.6 |
0.618 |
398.5 |
0.500 |
397.0 |
0.382 |
395.4 |
LOW |
390.3 |
0.618 |
382.1 |
1.000 |
377.0 |
1.618 |
368.8 |
2.618 |
355.5 |
4.250 |
333.8 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
400.9 |
399.2 |
PP |
398.9 |
395.4 |
S1 |
397.0 |
391.7 |
|