CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
427.5 |
429.5 |
2.0 |
0.5% |
390.3 |
High |
433.7 |
434.0 |
0.3 |
0.1% |
419.4 |
Low |
424.0 |
425.6 |
1.6 |
0.4% |
390.3 |
Close |
427.2 |
427.7 |
0.5 |
0.1% |
418.2 |
Range |
9.7 |
8.4 |
-1.3 |
-13.4% |
29.1 |
ATR |
11.5 |
11.3 |
-0.2 |
-1.9% |
0.0 |
Volume |
8,182 |
4,648 |
-3,534 |
-43.2% |
22,362 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
454.3 |
449.4 |
432.3 |
|
R3 |
445.9 |
441.0 |
430.0 |
|
R2 |
437.5 |
437.5 |
429.2 |
|
R1 |
432.6 |
432.6 |
428.5 |
430.9 |
PP |
429.1 |
429.1 |
429.1 |
428.2 |
S1 |
424.2 |
424.2 |
426.9 |
422.5 |
S2 |
420.7 |
420.7 |
426.2 |
|
S3 |
412.3 |
415.8 |
425.4 |
|
S4 |
403.9 |
407.4 |
423.1 |
|
|
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 |
400.2 |
43.0 |
10.1% |
13.7 |
3.2% |
64% |
False |
False |
5,942 |
10 |
443.2 |
383.8 |
59.4 |
13.9% |
11.7 |
2.7% |
74% |
False |
False |
5,194 |
20 |
443.2 |
347.3 |
95.9 |
22.4% |
10.2 |
2.4% |
84% |
False |
False |
4,609 |
40 |
443.2 |
347.3 |
95.9 |
22.4% |
10.1 |
2.4% |
84% |
False |
False |
3,234 |
60 |
443.2 |
347.3 |
95.9 |
22.4% |
9.4 |
2.2% |
84% |
False |
False |
2,633 |
80 |
443.2 |
338.3 |
104.9 |
24.5% |
8.6 |
2.0% |
85% |
False |
False |
2,157 |
100 |
443.2 |
332.0 |
111.2 |
26.0% |
7.7 |
1.8% |
86% |
False |
False |
1,821 |
120 |
443.2 |
332.0 |
111.2 |
26.0% |
7.2 |
1.7% |
86% |
False |
False |
1,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
469.7 |
2.618 |
456.0 |
1.618 |
447.6 |
1.000 |
442.4 |
0.618 |
439.2 |
HIGH |
434.0 |
0.618 |
430.8 |
0.500 |
429.8 |
0.382 |
428.8 |
LOW |
425.6 |
0.618 |
420.4 |
1.000 |
417.2 |
1.618 |
412.0 |
2.618 |
403.6 |
4.250 |
389.9 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
429.8 |
433.6 |
PP |
429.1 |
431.6 |
S1 |
428.4 |
429.7 |
|