CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
439.4 |
426.7 |
-12.7 |
-2.9% |
428.6 |
High |
439.5 |
433.3 |
-6.2 |
-1.4% |
446.8 |
Low |
423.2 |
421.0 |
-2.2 |
-0.5% |
418.9 |
Close |
426.3 |
424.3 |
-2.0 |
-0.5% |
440.2 |
Range |
16.3 |
12.3 |
-4.0 |
-24.5% |
27.9 |
ATR |
12.3 |
12.3 |
0.0 |
0.0% |
0.0 |
Volume |
6,622 |
4,043 |
-2,579 |
-38.9% |
30,806 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463.1 |
456.0 |
431.1 |
|
R3 |
450.8 |
443.7 |
427.7 |
|
R2 |
438.5 |
438.5 |
426.6 |
|
R1 |
431.4 |
431.4 |
425.4 |
428.8 |
PP |
426.2 |
426.2 |
426.2 |
424.9 |
S1 |
419.1 |
419.1 |
423.2 |
416.5 |
S2 |
413.9 |
413.9 |
422.0 |
|
S3 |
401.6 |
406.8 |
420.9 |
|
S4 |
389.3 |
394.5 |
417.5 |
|
|
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 |
419.0 |
27.8 |
6.6% |
13.3 |
3.1% |
19% |
False |
False |
6,237 |
10 |
446.8 |
415.0 |
31.8 |
7.5% |
12.7 |
3.0% |
29% |
False |
False |
5,992 |
20 |
446.8 |
396.2 |
50.6 |
11.9% |
12.1 |
2.9% |
56% |
False |
False |
5,514 |
40 |
446.8 |
347.3 |
99.5 |
23.5% |
10.8 |
2.5% |
77% |
False |
False |
4,410 |
60 |
446.8 |
347.3 |
99.5 |
23.5% |
10.2 |
2.4% |
77% |
False |
False |
3,510 |
80 |
446.8 |
347.3 |
99.5 |
23.5% |
9.6 |
2.3% |
77% |
False |
False |
2,894 |
100 |
446.8 |
334.3 |
112.5 |
26.5% |
8.7 |
2.1% |
80% |
False |
False |
2,431 |
120 |
446.8 |
332.0 |
114.8 |
27.1% |
8.0 |
1.9% |
80% |
False |
False |
2,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
485.6 |
2.618 |
465.5 |
1.618 |
453.2 |
1.000 |
445.6 |
0.618 |
440.9 |
HIGH |
433.3 |
0.618 |
428.6 |
0.500 |
427.2 |
0.382 |
425.7 |
LOW |
421.0 |
0.618 |
413.4 |
1.000 |
408.7 |
1.618 |
401.1 |
2.618 |
388.8 |
4.250 |
368.7 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
427.2 |
433.9 |
PP |
426.2 |
430.7 |
S1 |
425.3 |
427.5 |
|