CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
422.4 |
428.7 |
6.3 |
1.5% |
437.4 |
| High |
428.5 |
430.4 |
1.9 |
0.4% |
442.0 |
| Low |
415.0 |
420.9 |
5.9 |
1.4% |
415.0 |
| Close |
428.0 |
426.9 |
-1.1 |
-0.3% |
426.9 |
| Range |
13.5 |
9.5 |
-4.0 |
-29.6% |
27.0 |
| ATR |
12.3 |
12.1 |
-0.2 |
-1.6% |
0.0 |
| Volume |
6,134 |
5,478 |
-656 |
-10.7% |
21,982 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454.6 |
450.2 |
432.1 |
|
| R3 |
445.1 |
440.7 |
429.5 |
|
| R2 |
435.6 |
435.6 |
428.6 |
|
| R1 |
431.2 |
431.2 |
427.8 |
428.7 |
| PP |
426.1 |
426.1 |
426.1 |
424.8 |
| S1 |
421.7 |
421.7 |
426.0 |
419.2 |
| S2 |
416.6 |
416.6 |
425.2 |
|
| S3 |
407.1 |
412.2 |
424.3 |
|
| S4 |
397.6 |
402.7 |
421.7 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
509.0 |
494.9 |
441.8 |
|
| R3 |
482.0 |
467.9 |
434.3 |
|
| R2 |
455.0 |
455.0 |
431.9 |
|
| R1 |
440.9 |
440.9 |
429.4 |
434.5 |
| PP |
428.0 |
428.0 |
428.0 |
424.7 |
| S1 |
413.9 |
413.9 |
424.4 |
407.5 |
| S2 |
401.0 |
401.0 |
422.0 |
|
| S3 |
374.0 |
386.9 |
419.5 |
|
| S4 |
347.0 |
359.9 |
412.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
442.0 |
415.0 |
27.0 |
6.3% |
11.8 |
2.8% |
44% |
False |
False |
5,001 |
| 10 |
443.2 |
400.2 |
43.0 |
10.1% |
12.7 |
3.0% |
62% |
False |
False |
5,471 |
| 20 |
443.2 |
356.5 |
86.7 |
20.3% |
11.2 |
2.6% |
81% |
False |
False |
5,134 |
| 40 |
443.2 |
347.3 |
95.9 |
22.5% |
10.3 |
2.4% |
83% |
False |
False |
3,668 |
| 60 |
443.2 |
347.3 |
95.9 |
22.5% |
9.6 |
2.2% |
83% |
False |
False |
2,943 |
| 80 |
443.2 |
339.6 |
103.6 |
24.3% |
9.0 |
2.1% |
84% |
False |
False |
2,427 |
| 100 |
443.2 |
332.0 |
111.2 |
26.0% |
8.1 |
1.9% |
85% |
False |
False |
2,048 |
| 120 |
443.2 |
332.0 |
111.2 |
26.0% |
7.5 |
1.7% |
85% |
False |
False |
1,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
470.8 |
|
2.618 |
455.3 |
|
1.618 |
445.8 |
|
1.000 |
439.9 |
|
0.618 |
436.3 |
|
HIGH |
430.4 |
|
0.618 |
426.8 |
|
0.500 |
425.7 |
|
0.382 |
424.5 |
|
LOW |
420.9 |
|
0.618 |
415.0 |
|
1.000 |
411.4 |
|
1.618 |
405.5 |
|
2.618 |
396.0 |
|
4.250 |
380.5 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
426.5 |
426.6 |
| PP |
426.1 |
426.3 |
| S1 |
425.7 |
426.0 |
|