CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
428.7 |
428.6 |
-0.1 |
0.0% |
437.4 |
High |
430.4 |
432.1 |
1.7 |
0.4% |
442.0 |
Low |
420.9 |
422.4 |
1.5 |
0.4% |
415.0 |
Close |
426.9 |
425.3 |
-1.6 |
-0.4% |
426.9 |
Range |
9.5 |
9.7 |
0.2 |
2.1% |
27.0 |
ATR |
12.1 |
11.9 |
-0.2 |
-1.4% |
0.0 |
Volume |
5,478 |
5,130 |
-348 |
-6.4% |
21,982 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
455.7 |
450.2 |
430.6 |
|
R3 |
446.0 |
440.5 |
428.0 |
|
R2 |
436.3 |
436.3 |
427.1 |
|
R1 |
430.8 |
430.8 |
426.2 |
428.7 |
PP |
426.6 |
426.6 |
426.6 |
425.6 |
S1 |
421.1 |
421.1 |
424.4 |
419.0 |
S2 |
416.9 |
416.9 |
423.5 |
|
S3 |
407.2 |
411.4 |
422.6 |
|
S4 |
397.5 |
401.7 |
420.0 |
|
|
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% |
12.2 |
2.9% |
38% |
False |
False |
5,422 |
10 |
443.2 |
415.0 |
28.2 |
6.6% |
11.8 |
2.8% |
37% |
False |
False |
5,508 |
20 |
443.2 |
360.3 |
82.9 |
19.5% |
11.4 |
2.7% |
78% |
False |
False |
5,214 |
40 |
443.2 |
347.3 |
95.9 |
22.5% |
10.2 |
2.4% |
81% |
False |
False |
3,750 |
60 |
443.2 |
347.3 |
95.9 |
22.5% |
9.6 |
2.3% |
81% |
False |
False |
2,998 |
80 |
443.2 |
339.6 |
103.6 |
24.4% |
9.1 |
2.1% |
83% |
False |
False |
2,487 |
100 |
443.2 |
332.0 |
111.2 |
26.1% |
8.2 |
1.9% |
84% |
False |
False |
2,096 |
120 |
443.2 |
332.0 |
111.2 |
26.1% |
7.5 |
1.8% |
84% |
False |
False |
1,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
473.3 |
2.618 |
457.5 |
1.618 |
447.8 |
1.000 |
441.8 |
0.618 |
438.1 |
HIGH |
432.1 |
0.618 |
428.4 |
0.500 |
427.3 |
0.382 |
426.1 |
LOW |
422.4 |
0.618 |
416.4 |
1.000 |
412.7 |
1.618 |
406.7 |
2.618 |
397.0 |
4.250 |
381.2 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
427.3 |
424.7 |
PP |
426.6 |
424.1 |
S1 |
426.0 |
423.6 |
|