CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
427.1 |
437.4 |
10.3 |
2.4% |
425.4 |
| High |
427.3 |
442.0 |
14.7 |
3.4% |
443.2 |
| Low |
419.9 |
432.0 |
12.1 |
2.9% |
419.9 |
| Close |
422.0 |
436.8 |
14.8 |
3.5% |
422.0 |
| Range |
7.4 |
10.0 |
2.6 |
35.1% |
23.3 |
| ATR |
11.0 |
11.7 |
0.6 |
5.8% |
0.0 |
| Volume |
3,023 |
3,525 |
502 |
16.6% |
27,977 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466.9 |
461.9 |
442.3 |
|
| R3 |
456.9 |
451.9 |
439.6 |
|
| R2 |
446.9 |
446.9 |
438.6 |
|
| R1 |
441.9 |
441.9 |
437.7 |
439.4 |
| PP |
436.9 |
436.9 |
436.9 |
435.7 |
| S1 |
431.9 |
431.9 |
435.9 |
429.4 |
| S2 |
426.9 |
426.9 |
435.0 |
|
| S3 |
416.9 |
421.9 |
434.1 |
|
| S4 |
406.9 |
411.9 |
431.3 |
|
|
| 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 |
5.3% |
10.6 |
2.4% |
73% |
False |
False |
4,975 |
| 10 |
443.2 |
396.2 |
47.0 |
10.8% |
11.5 |
2.6% |
86% |
False |
False |
5,036 |
| 20 |
443.2 |
347.3 |
95.9 |
22.0% |
10.2 |
2.3% |
93% |
False |
False |
4,695 |
| 40 |
443.2 |
347.3 |
95.9 |
22.0% |
10.1 |
2.3% |
93% |
False |
False |
3,349 |
| 60 |
443.2 |
347.3 |
95.9 |
22.0% |
9.4 |
2.2% |
93% |
False |
False |
2,708 |
| 80 |
443.2 |
338.3 |
104.9 |
24.0% |
8.7 |
2.0% |
94% |
False |
False |
2,227 |
| 100 |
443.2 |
332.0 |
111.2 |
25.5% |
7.8 |
1.8% |
94% |
False |
False |
1,875 |
| 120 |
443.2 |
332.0 |
111.2 |
25.5% |
7.2 |
1.7% |
94% |
False |
False |
1,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
484.5 |
|
2.618 |
468.2 |
|
1.618 |
458.2 |
|
1.000 |
452.0 |
|
0.618 |
448.2 |
|
HIGH |
442.0 |
|
0.618 |
438.2 |
|
0.500 |
437.0 |
|
0.382 |
435.8 |
|
LOW |
432.0 |
|
0.618 |
425.8 |
|
1.000 |
422.0 |
|
1.618 |
415.8 |
|
2.618 |
405.8 |
|
4.250 |
389.5 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
437.0 |
434.9 |
| PP |
436.9 |
432.9 |
| S1 |
436.9 |
431.0 |
|