CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
403.3 |
403.0 |
-0.3 |
-0.1% |
390.3 |
High |
406.5 |
419.4 |
12.9 |
3.2% |
419.4 |
Low |
396.2 |
400.2 |
4.0 |
1.0% |
390.3 |
Close |
399.8 |
418.2 |
18.4 |
4.6% |
418.2 |
Range |
10.3 |
19.2 |
8.9 |
86.4% |
29.1 |
ATR |
9.8 |
10.5 |
0.7 |
7.2% |
0.0 |
Volume |
4,713 |
4,756 |
43 |
0.9% |
22,362 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470.2 |
463.4 |
428.8 |
|
R3 |
451.0 |
444.2 |
423.5 |
|
R2 |
431.8 |
431.8 |
421.7 |
|
R1 |
425.0 |
425.0 |
420.0 |
428.4 |
PP |
412.6 |
412.6 |
412.6 |
414.3 |
S1 |
405.8 |
405.8 |
416.4 |
409.2 |
S2 |
393.4 |
393.4 |
414.7 |
|
S3 |
374.2 |
386.6 |
412.9 |
|
S4 |
355.0 |
367.4 |
407.6 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
496.6 |
486.5 |
434.2 |
|
R3 |
467.5 |
457.4 |
426.2 |
|
R2 |
438.4 |
438.4 |
423.5 |
|
R1 |
428.3 |
428.3 |
420.9 |
433.4 |
PP |
409.3 |
409.3 |
409.3 |
411.8 |
S1 |
399.2 |
399.2 |
415.5 |
404.3 |
S2 |
380.2 |
380.2 |
412.9 |
|
S3 |
351.1 |
370.1 |
410.2 |
|
S4 |
322.0 |
341.0 |
402.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
419.4 |
390.3 |
29.1 |
7.0% |
12.4 |
3.0% |
96% |
True |
False |
4,472 |
10 |
419.4 |
360.3 |
59.1 |
14.1% |
11.0 |
2.6% |
98% |
True |
False |
4,920 |
20 |
419.4 |
347.3 |
72.1 |
17.2% |
9.5 |
2.3% |
98% |
True |
False |
3,650 |
40 |
419.4 |
347.3 |
72.1 |
17.2% |
9.8 |
2.3% |
98% |
True |
False |
2,790 |
60 |
419.4 |
347.3 |
72.1 |
17.2% |
9.1 |
2.2% |
98% |
True |
False |
2,285 |
80 |
419.4 |
338.2 |
81.2 |
19.4% |
8.2 |
2.0% |
99% |
True |
False |
1,877 |
100 |
419.4 |
332.0 |
87.4 |
20.9% |
7.4 |
1.8% |
99% |
True |
False |
1,578 |
120 |
419.4 |
332.0 |
87.4 |
20.9% |
6.9 |
1.7% |
99% |
True |
False |
1,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
501.0 |
2.618 |
469.7 |
1.618 |
450.5 |
1.000 |
438.6 |
0.618 |
431.3 |
HIGH |
419.4 |
0.618 |
412.1 |
0.500 |
409.8 |
0.382 |
407.5 |
LOW |
400.2 |
0.618 |
388.3 |
1.000 |
381.0 |
1.618 |
369.1 |
2.618 |
349.9 |
4.250 |
318.6 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
415.4 |
414.7 |
PP |
412.6 |
411.3 |
S1 |
409.8 |
407.8 |
|