CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
428.6 |
424.2 |
-4.4 |
-1.0% |
437.4 |
High |
432.1 |
427.9 |
-4.2 |
-1.0% |
442.0 |
Low |
422.4 |
418.9 |
-3.5 |
-0.8% |
415.0 |
Close |
425.3 |
424.2 |
-1.1 |
-0.3% |
426.9 |
Range |
9.7 |
9.0 |
-0.7 |
-7.2% |
27.0 |
ATR |
11.9 |
11.7 |
-0.2 |
-1.7% |
0.0 |
Volume |
5,130 |
5,154 |
24 |
0.5% |
21,982 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
450.7 |
446.4 |
429.2 |
|
R3 |
441.7 |
437.4 |
426.7 |
|
R2 |
432.7 |
432.7 |
425.9 |
|
R1 |
428.4 |
428.4 |
425.0 |
428.7 |
PP |
423.7 |
423.7 |
423.7 |
423.8 |
S1 |
419.4 |
419.4 |
423.4 |
419.7 |
S2 |
414.7 |
414.7 |
422.6 |
|
S3 |
405.7 |
410.4 |
421.7 |
|
S4 |
396.7 |
401.4 |
419.3 |
|
|
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 |
437.0 |
415.0 |
22.0 |
5.2% |
12.0 |
2.8% |
42% |
False |
False |
5,748 |
10 |
443.2 |
415.0 |
28.2 |
6.6% |
11.3 |
2.7% |
33% |
False |
False |
5,362 |
20 |
443.2 |
367.8 |
75.4 |
17.8% |
11.0 |
2.6% |
75% |
False |
False |
5,318 |
40 |
443.2 |
347.3 |
95.9 |
22.6% |
10.2 |
2.4% |
80% |
False |
False |
3,827 |
60 |
443.2 |
347.3 |
95.9 |
22.6% |
9.6 |
2.3% |
80% |
False |
False |
3,062 |
80 |
443.2 |
340.5 |
102.7 |
24.2% |
9.1 |
2.2% |
81% |
False |
False |
2,541 |
100 |
443.2 |
332.0 |
111.2 |
26.2% |
8.2 |
1.9% |
83% |
False |
False |
2,143 |
120 |
443.2 |
332.0 |
111.2 |
26.2% |
7.6 |
1.8% |
83% |
False |
False |
1,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
466.2 |
2.618 |
451.5 |
1.618 |
442.5 |
1.000 |
436.9 |
0.618 |
433.5 |
HIGH |
427.9 |
0.618 |
424.5 |
0.500 |
423.4 |
0.382 |
422.3 |
LOW |
418.9 |
0.618 |
413.3 |
1.000 |
409.9 |
1.618 |
404.3 |
2.618 |
395.3 |
4.250 |
380.7 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
423.9 |
425.5 |
PP |
423.7 |
425.1 |
S1 |
423.4 |
424.6 |
|