CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
434.0 |
427.5 |
-6.5 |
-1.5% |
390.3 |
High |
443.2 |
433.7 |
-9.5 |
-2.1% |
419.4 |
Low |
425.7 |
424.0 |
-1.7 |
-0.4% |
390.3 |
Close |
427.3 |
427.2 |
-0.1 |
0.0% |
418.2 |
Range |
17.5 |
9.7 |
-7.8 |
-44.6% |
29.1 |
ATR |
11.7 |
11.5 |
-0.1 |
-1.2% |
0.0 |
Volume |
5,501 |
8,182 |
2,681 |
48.7% |
22,362 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
457.4 |
452.0 |
432.5 |
|
R3 |
447.7 |
442.3 |
429.9 |
|
R2 |
438.0 |
438.0 |
429.0 |
|
R1 |
432.6 |
432.6 |
428.1 |
430.5 |
PP |
428.3 |
428.3 |
428.3 |
427.2 |
S1 |
422.9 |
422.9 |
426.3 |
420.8 |
S2 |
418.6 |
418.6 |
425.4 |
|
S3 |
408.9 |
413.2 |
424.5 |
|
S4 |
399.2 |
403.5 |
421.9 |
|
|
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 |
443.2 |
396.2 |
47.0 |
11.0% |
14.1 |
3.3% |
66% |
False |
False |
5,955 |
10 |
443.2 |
379.7 |
63.5 |
14.9% |
11.7 |
2.7% |
75% |
False |
False |
5,264 |
20 |
443.2 |
347.3 |
95.9 |
22.4% |
10.3 |
2.4% |
83% |
False |
False |
4,426 |
40 |
443.2 |
347.3 |
95.9 |
22.4% |
10.0 |
2.3% |
83% |
False |
False |
3,171 |
60 |
443.2 |
347.3 |
95.9 |
22.4% |
9.4 |
2.2% |
83% |
False |
False |
2,565 |
80 |
443.2 |
338.3 |
104.9 |
24.6% |
8.5 |
2.0% |
85% |
False |
False |
2,107 |
100 |
443.2 |
332.0 |
111.2 |
26.0% |
7.7 |
1.8% |
86% |
False |
False |
1,776 |
120 |
443.2 |
332.0 |
111.2 |
26.0% |
7.1 |
1.7% |
86% |
False |
False |
1,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
474.9 |
2.618 |
459.1 |
1.618 |
449.4 |
1.000 |
443.4 |
0.618 |
439.7 |
HIGH |
433.7 |
0.618 |
430.0 |
0.500 |
428.9 |
0.382 |
427.7 |
LOW |
424.0 |
0.618 |
418.0 |
1.000 |
414.3 |
1.618 |
408.3 |
2.618 |
398.6 |
4.250 |
382.8 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
428.9 |
433.6 |
PP |
428.3 |
431.5 |
S1 |
427.8 |
429.3 |
|