CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
426.3 |
443.7 |
17.4 |
4.1% |
428.6 |
| High |
444.7 |
446.8 |
2.1 |
0.5% |
446.8 |
| Low |
419.0 |
439.3 |
20.3 |
4.8% |
418.9 |
| Close |
443.7 |
440.2 |
-3.5 |
-0.8% |
440.2 |
| Range |
25.7 |
7.5 |
-18.2 |
-70.8% |
27.9 |
| ATR |
12.2 |
11.9 |
-0.3 |
-2.8% |
0.0 |
| Volume |
4,508 |
10,466 |
5,958 |
132.2% |
30,806 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
464.6 |
459.9 |
444.3 |
|
| R3 |
457.1 |
452.4 |
442.3 |
|
| R2 |
449.6 |
449.6 |
441.6 |
|
| R1 |
444.9 |
444.9 |
440.9 |
443.5 |
| PP |
442.1 |
442.1 |
442.1 |
441.4 |
| S1 |
437.4 |
437.4 |
439.5 |
436.0 |
| S2 |
434.6 |
434.6 |
438.8 |
|
| S3 |
427.1 |
429.9 |
438.1 |
|
| S4 |
419.6 |
422.4 |
436.1 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
519.0 |
507.5 |
455.5 |
|
| R3 |
491.1 |
479.6 |
447.9 |
|
| R2 |
463.2 |
463.2 |
445.3 |
|
| R1 |
451.7 |
451.7 |
442.8 |
457.5 |
| PP |
435.3 |
435.3 |
435.3 |
438.2 |
| S1 |
423.8 |
423.8 |
437.6 |
429.6 |
| S2 |
407.4 |
407.4 |
435.1 |
|
| S3 |
379.5 |
395.9 |
432.5 |
|
| S4 |
351.6 |
368.0 |
424.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
446.8 |
418.9 |
27.9 |
6.3% |
11.3 |
2.6% |
76% |
True |
False |
6,161 |
| 10 |
446.8 |
415.0 |
31.8 |
7.2% |
11.6 |
2.6% |
79% |
True |
False |
5,581 |
| 20 |
446.8 |
383.8 |
63.0 |
14.3% |
11.6 |
2.6% |
90% |
True |
False |
5,387 |
| 40 |
446.8 |
347.3 |
99.5 |
22.6% |
10.5 |
2.4% |
93% |
True |
False |
4,243 |
| 60 |
446.8 |
347.3 |
99.5 |
22.6% |
9.9 |
2.3% |
93% |
True |
False |
3,358 |
| 80 |
446.8 |
346.1 |
100.7 |
22.9% |
9.4 |
2.1% |
93% |
True |
False |
2,775 |
| 100 |
446.8 |
332.0 |
114.8 |
26.1% |
8.5 |
1.9% |
94% |
True |
False |
2,335 |
| 120 |
446.8 |
332.0 |
114.8 |
26.1% |
7.8 |
1.8% |
94% |
True |
False |
2,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
478.7 |
|
2.618 |
466.4 |
|
1.618 |
458.9 |
|
1.000 |
454.3 |
|
0.618 |
451.4 |
|
HIGH |
446.8 |
|
0.618 |
443.9 |
|
0.500 |
443.1 |
|
0.382 |
442.2 |
|
LOW |
439.3 |
|
0.618 |
434.7 |
|
1.000 |
431.8 |
|
1.618 |
427.2 |
|
2.618 |
419.7 |
|
4.250 |
407.4 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
443.1 |
437.8 |
| PP |
442.1 |
435.3 |
| S1 |
441.2 |
432.9 |
|