CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
443.7 |
439.4 |
-4.3 |
-1.0% |
428.6 |
| High |
446.8 |
439.5 |
-7.3 |
-1.6% |
446.8 |
| Low |
439.3 |
423.2 |
-16.1 |
-3.7% |
418.9 |
| Close |
440.2 |
426.3 |
-13.9 |
-3.2% |
440.2 |
| Range |
7.5 |
16.3 |
8.8 |
117.3% |
27.9 |
| ATR |
11.9 |
12.3 |
0.4 |
3.1% |
0.0 |
| Volume |
10,466 |
6,622 |
-3,844 |
-36.7% |
30,806 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
478.6 |
468.7 |
435.3 |
|
| R3 |
462.3 |
452.4 |
430.8 |
|
| R2 |
446.0 |
446.0 |
429.3 |
|
| R1 |
436.1 |
436.1 |
427.8 |
432.9 |
| PP |
429.7 |
429.7 |
429.7 |
428.1 |
| S1 |
419.8 |
419.8 |
424.8 |
416.6 |
| S2 |
413.4 |
413.4 |
423.3 |
|
| S3 |
397.1 |
403.5 |
421.8 |
|
| S4 |
380.8 |
387.2 |
417.3 |
|
|
| 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 |
6.5% |
12.6 |
3.0% |
27% |
False |
False |
6,459 |
| 10 |
446.8 |
415.0 |
31.8 |
7.5% |
12.4 |
2.9% |
36% |
False |
False |
5,941 |
| 20 |
446.8 |
390.3 |
56.5 |
13.3% |
12.2 |
2.9% |
64% |
False |
False |
5,487 |
| 40 |
446.8 |
347.3 |
99.5 |
23.3% |
10.7 |
2.5% |
79% |
False |
False |
4,359 |
| 60 |
446.8 |
347.3 |
99.5 |
23.3% |
10.1 |
2.4% |
79% |
False |
False |
3,454 |
| 80 |
446.8 |
347.3 |
99.5 |
23.3% |
9.5 |
2.2% |
79% |
False |
False |
2,851 |
| 100 |
446.8 |
334.0 |
112.8 |
26.5% |
8.6 |
2.0% |
82% |
False |
False |
2,394 |
| 120 |
446.8 |
332.0 |
114.8 |
26.9% |
7.9 |
1.9% |
82% |
False |
False |
2,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
508.8 |
|
2.618 |
482.2 |
|
1.618 |
465.9 |
|
1.000 |
455.8 |
|
0.618 |
449.6 |
|
HIGH |
439.5 |
|
0.618 |
433.3 |
|
0.500 |
431.4 |
|
0.382 |
429.4 |
|
LOW |
423.2 |
|
0.618 |
413.1 |
|
1.000 |
406.9 |
|
1.618 |
396.8 |
|
2.618 |
380.5 |
|
4.250 |
353.9 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
431.4 |
432.9 |
| PP |
429.7 |
430.7 |
| S1 |
428.0 |
428.5 |
|