CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
429.5 |
427.1 |
-2.4 |
-0.6% |
425.4 |
High |
434.0 |
427.3 |
-6.7 |
-1.5% |
443.2 |
Low |
425.6 |
419.9 |
-5.7 |
-1.3% |
419.9 |
Close |
427.7 |
422.0 |
-5.7 |
-1.3% |
422.0 |
Range |
8.4 |
7.4 |
-1.0 |
-11.9% |
23.3 |
ATR |
11.3 |
11.0 |
-0.2 |
-2.2% |
0.0 |
Volume |
4,648 |
3,023 |
-1,625 |
-35.0% |
27,977 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445.3 |
441.0 |
426.1 |
|
R3 |
437.9 |
433.6 |
424.0 |
|
R2 |
430.5 |
430.5 |
423.4 |
|
R1 |
426.2 |
426.2 |
422.7 |
424.7 |
PP |
423.1 |
423.1 |
423.1 |
422.3 |
S1 |
418.8 |
418.8 |
421.3 |
417.3 |
S2 |
415.7 |
415.7 |
420.6 |
|
S3 |
408.3 |
411.4 |
420.0 |
|
S4 |
400.9 |
404.0 |
417.9 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
498.3 |
483.4 |
434.8 |
|
R3 |
475.0 |
460.1 |
428.4 |
|
R2 |
451.7 |
451.7 |
426.3 |
|
R1 |
436.8 |
436.8 |
424.1 |
432.6 |
PP |
428.4 |
428.4 |
428.4 |
426.3 |
S1 |
413.5 |
413.5 |
419.9 |
409.3 |
S2 |
405.1 |
405.1 |
417.7 |
|
S3 |
381.8 |
390.2 |
415.6 |
|
S4 |
358.5 |
366.9 |
409.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
443.2 |
419.9 |
23.3 |
5.5% |
11.3 |
2.7% |
9% |
False |
True |
5,595 |
10 |
443.2 |
390.3 |
52.9 |
12.5% |
11.9 |
2.8% |
60% |
False |
False |
5,033 |
20 |
443.2 |
347.3 |
95.9 |
22.7% |
10.0 |
2.4% |
78% |
False |
False |
4,628 |
40 |
443.2 |
347.3 |
95.9 |
22.7% |
10.0 |
2.4% |
78% |
False |
False |
3,283 |
60 |
443.2 |
347.3 |
95.9 |
22.7% |
9.4 |
2.2% |
78% |
False |
False |
2,664 |
80 |
443.2 |
338.3 |
104.9 |
24.9% |
8.6 |
2.0% |
80% |
False |
False |
2,192 |
100 |
443.2 |
332.0 |
111.2 |
26.4% |
7.7 |
1.8% |
81% |
False |
False |
1,846 |
120 |
443.2 |
332.0 |
111.2 |
26.4% |
7.2 |
1.7% |
81% |
False |
False |
1,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
458.8 |
2.618 |
446.7 |
1.618 |
439.3 |
1.000 |
434.7 |
0.618 |
431.9 |
HIGH |
427.3 |
0.618 |
424.5 |
0.500 |
423.6 |
0.382 |
422.7 |
LOW |
419.9 |
0.618 |
415.3 |
1.000 |
412.5 |
1.618 |
407.9 |
2.618 |
400.5 |
4.250 |
388.5 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
423.6 |
427.0 |
PP |
423.1 |
425.3 |
S1 |
422.5 |
423.7 |
|