CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
403.0 |
425.4 |
22.4 |
5.6% |
390.3 |
High |
419.4 |
438.8 |
19.4 |
4.6% |
419.4 |
Low |
400.2 |
425.2 |
25.0 |
6.2% |
390.3 |
Close |
418.2 |
435.0 |
16.8 |
4.0% |
418.2 |
Range |
19.2 |
13.6 |
-5.6 |
-29.2% |
29.1 |
ATR |
10.5 |
11.2 |
0.7 |
6.9% |
0.0 |
Volume |
4,756 |
6,623 |
1,867 |
39.3% |
22,362 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
473.8 |
468.0 |
442.5 |
|
R3 |
460.2 |
454.4 |
438.7 |
|
R2 |
446.6 |
446.6 |
437.5 |
|
R1 |
440.8 |
440.8 |
436.2 |
443.7 |
PP |
433.0 |
433.0 |
433.0 |
434.5 |
S1 |
427.2 |
427.2 |
433.8 |
430.1 |
S2 |
419.4 |
419.4 |
432.5 |
|
S3 |
405.8 |
413.6 |
431.3 |
|
S4 |
392.2 |
400.0 |
427.5 |
|
|
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 |
438.8 |
396.2 |
42.6 |
9.8% |
12.5 |
2.9% |
91% |
True |
False |
5,096 |
10 |
438.8 |
367.8 |
71.0 |
16.3% |
10.8 |
2.5% |
95% |
True |
False |
5,275 |
20 |
438.8 |
347.3 |
91.5 |
21.0% |
9.7 |
2.2% |
96% |
True |
False |
3,874 |
40 |
438.8 |
347.3 |
91.5 |
21.0% |
9.7 |
2.2% |
96% |
True |
False |
2,928 |
60 |
438.8 |
347.3 |
91.5 |
21.0% |
9.2 |
2.1% |
96% |
True |
False |
2,367 |
80 |
438.8 |
338.3 |
100.5 |
23.1% |
8.3 |
1.9% |
96% |
True |
False |
1,951 |
100 |
438.8 |
332.0 |
106.8 |
24.6% |
7.5 |
1.7% |
96% |
True |
False |
1,643 |
120 |
438.8 |
332.0 |
106.8 |
24.6% |
7.0 |
1.6% |
96% |
True |
False |
1,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
496.6 |
2.618 |
474.4 |
1.618 |
460.8 |
1.000 |
452.4 |
0.618 |
447.2 |
HIGH |
438.8 |
0.618 |
433.6 |
0.500 |
432.0 |
0.382 |
430.4 |
LOW |
425.2 |
0.618 |
416.8 |
1.000 |
411.6 |
1.618 |
403.2 |
2.618 |
389.6 |
4.250 |
367.4 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
434.0 |
429.2 |
PP |
433.0 |
423.3 |
S1 |
432.0 |
417.5 |
|