CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
403.4 |
400.6 |
-2.8 |
-0.7% |
361.8 |
High |
404.3 |
411.4 |
7.1 |
1.8% |
389.1 |
Low |
397.5 |
398.9 |
1.4 |
0.4% |
360.3 |
Close |
400.7 |
406.8 |
6.1 |
1.5% |
385.8 |
Range |
6.8 |
12.5 |
5.7 |
83.8% |
28.8 |
ATR |
9.5 |
9.7 |
0.2 |
2.2% |
0.0 |
Volume |
5,613 |
3,778 |
-1,835 |
-32.7% |
26,843 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
443.2 |
437.5 |
413.7 |
|
R3 |
430.7 |
425.0 |
410.2 |
|
R2 |
418.2 |
418.2 |
409.1 |
|
R1 |
412.5 |
412.5 |
407.9 |
415.4 |
PP |
405.7 |
405.7 |
405.7 |
407.1 |
S1 |
400.0 |
400.0 |
405.7 |
402.9 |
S2 |
393.2 |
393.2 |
404.5 |
|
S3 |
380.7 |
387.5 |
403.4 |
|
S4 |
368.2 |
375.0 |
399.9 |
|
|
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 |
411.4 |
379.7 |
31.7 |
7.8% |
9.3 |
2.3% |
85% |
True |
False |
4,574 |
10 |
411.4 |
349.3 |
62.1 |
15.3% |
9.8 |
2.4% |
93% |
True |
False |
4,632 |
20 |
411.4 |
347.3 |
64.1 |
15.8% |
9.5 |
2.3% |
93% |
True |
False |
3,484 |
40 |
411.4 |
347.3 |
64.1 |
15.8% |
9.3 |
2.3% |
93% |
True |
False |
2,632 |
60 |
411.4 |
347.3 |
64.1 |
15.8% |
8.8 |
2.2% |
93% |
True |
False |
2,153 |
80 |
411.4 |
338.2 |
73.2 |
18.0% |
7.9 |
2.0% |
94% |
True |
False |
1,770 |
100 |
411.4 |
332.0 |
79.4 |
19.5% |
7.2 |
1.8% |
94% |
True |
False |
1,487 |
120 |
411.4 |
332.0 |
79.4 |
19.5% |
6.8 |
1.7% |
94% |
True |
False |
1,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
464.5 |
2.618 |
444.1 |
1.618 |
431.6 |
1.000 |
423.9 |
0.618 |
419.1 |
HIGH |
411.4 |
0.618 |
406.6 |
0.500 |
405.2 |
0.382 |
403.7 |
LOW |
398.9 |
0.618 |
391.2 |
1.000 |
386.4 |
1.618 |
378.7 |
2.618 |
366.2 |
4.250 |
345.8 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
406.3 |
404.8 |
PP |
405.7 |
402.8 |
S1 |
405.2 |
400.9 |
|