CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
423.8 |
425.2 |
1.4 |
0.3% |
428.6 |
| High |
426.8 |
429.3 |
2.5 |
0.6% |
446.8 |
| Low |
421.2 |
418.6 |
-2.6 |
-0.6% |
418.9 |
| Close |
424.5 |
419.5 |
-5.0 |
-1.2% |
440.2 |
| Range |
5.6 |
10.7 |
5.1 |
91.1% |
27.9 |
| ATR |
11.8 |
11.7 |
-0.1 |
-0.7% |
0.0 |
| Volume |
4,935 |
3,654 |
-1,281 |
-26.0% |
30,806 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454.6 |
447.7 |
425.4 |
|
| R3 |
443.9 |
437.0 |
422.4 |
|
| R2 |
433.2 |
433.2 |
421.5 |
|
| R1 |
426.3 |
426.3 |
420.5 |
424.4 |
| PP |
422.5 |
422.5 |
422.5 |
421.5 |
| S1 |
415.6 |
415.6 |
418.5 |
413.7 |
| S2 |
411.8 |
411.8 |
417.5 |
|
| S3 |
401.1 |
404.9 |
416.6 |
|
| S4 |
390.4 |
394.2 |
413.6 |
|
|
| 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 |
418.6 |
28.2 |
6.7% |
10.5 |
2.5% |
3% |
False |
True |
5,944 |
| 10 |
446.8 |
418.6 |
28.2 |
6.7% |
11.1 |
2.6% |
3% |
False |
True |
5,553 |
| 20 |
446.8 |
396.2 |
50.6 |
12.1% |
12.0 |
2.8% |
46% |
False |
False |
5,474 |
| 40 |
446.8 |
347.3 |
99.5 |
23.7% |
10.7 |
2.6% |
73% |
False |
False |
4,479 |
| 60 |
446.8 |
347.3 |
99.5 |
23.7% |
10.2 |
2.4% |
73% |
False |
False |
3,579 |
| 80 |
446.8 |
347.3 |
99.5 |
23.7% |
9.6 |
2.3% |
73% |
False |
False |
2,983 |
| 100 |
446.8 |
338.2 |
108.6 |
25.9% |
8.7 |
2.1% |
75% |
False |
False |
2,511 |
| 120 |
446.8 |
332.0 |
114.8 |
27.4% |
8.0 |
1.9% |
76% |
False |
False |
2,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
474.8 |
|
2.618 |
457.3 |
|
1.618 |
446.6 |
|
1.000 |
440.0 |
|
0.618 |
435.9 |
|
HIGH |
429.3 |
|
0.618 |
425.2 |
|
0.500 |
424.0 |
|
0.382 |
422.7 |
|
LOW |
418.6 |
|
0.618 |
412.0 |
|
1.000 |
407.9 |
|
1.618 |
401.3 |
|
2.618 |
390.6 |
|
4.250 |
373.1 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
424.0 |
426.0 |
| PP |
422.5 |
423.8 |
| S1 |
421.0 |
421.7 |
|