CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
437.4 |
436.9 |
-0.5 |
-0.1% |
425.4 |
| High |
442.0 |
437.0 |
-5.0 |
-1.1% |
443.2 |
| Low |
432.0 |
418.5 |
-13.5 |
-3.1% |
419.9 |
| Close |
436.8 |
421.9 |
-14.9 |
-3.4% |
422.0 |
| Range |
10.0 |
18.5 |
8.5 |
85.0% |
23.3 |
| ATR |
11.7 |
12.2 |
0.5 |
4.2% |
0.0 |
| Volume |
3,525 |
6,845 |
3,320 |
94.2% |
27,977 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
481.3 |
470.1 |
432.1 |
|
| R3 |
462.8 |
451.6 |
427.0 |
|
| R2 |
444.3 |
444.3 |
425.3 |
|
| R1 |
433.1 |
433.1 |
423.6 |
429.5 |
| PP |
425.8 |
425.8 |
425.8 |
424.0 |
| S1 |
414.6 |
414.6 |
420.2 |
411.0 |
| S2 |
407.3 |
407.3 |
418.5 |
|
| S3 |
388.8 |
396.1 |
416.8 |
|
| S4 |
370.3 |
377.6 |
411.7 |
|
|
| 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 |
442.0 |
418.5 |
23.5 |
5.6% |
10.8 |
2.6% |
14% |
False |
True |
5,244 |
| 10 |
443.2 |
396.2 |
47.0 |
11.1% |
12.7 |
3.0% |
55% |
False |
False |
5,159 |
| 20 |
443.2 |
347.6 |
95.6 |
22.7% |
10.8 |
2.6% |
78% |
False |
False |
4,912 |
| 40 |
443.2 |
347.3 |
95.9 |
22.7% |
10.2 |
2.4% |
78% |
False |
False |
3,479 |
| 60 |
443.2 |
347.3 |
95.9 |
22.7% |
9.6 |
2.3% |
78% |
False |
False |
2,795 |
| 80 |
443.2 |
338.3 |
104.9 |
24.9% |
8.8 |
2.1% |
80% |
False |
False |
2,308 |
| 100 |
443.2 |
332.0 |
111.2 |
26.4% |
8.0 |
1.9% |
81% |
False |
False |
1,938 |
| 120 |
443.2 |
332.0 |
111.2 |
26.4% |
7.4 |
1.7% |
81% |
False |
False |
1,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
515.6 |
|
2.618 |
485.4 |
|
1.618 |
466.9 |
|
1.000 |
455.5 |
|
0.618 |
448.4 |
|
HIGH |
437.0 |
|
0.618 |
429.9 |
|
0.500 |
427.8 |
|
0.382 |
425.6 |
|
LOW |
418.5 |
|
0.618 |
407.1 |
|
1.000 |
400.0 |
|
1.618 |
388.6 |
|
2.618 |
370.1 |
|
4.250 |
339.9 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
427.8 |
430.3 |
| PP |
425.8 |
427.5 |
| S1 |
423.9 |
424.7 |
|