CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
425.2 |
419.6 |
-5.6 |
-1.3% |
439.4 |
High |
429.3 |
419.6 |
-9.7 |
-2.3% |
439.5 |
Low |
418.6 |
409.0 |
-9.6 |
-2.3% |
409.0 |
Close |
419.5 |
411.1 |
-8.4 |
-2.0% |
411.1 |
Range |
10.7 |
10.6 |
-0.1 |
-0.9% |
30.5 |
ATR |
11.7 |
11.6 |
-0.1 |
-0.7% |
0.0 |
Volume |
3,654 |
3,551 |
-103 |
-2.8% |
22,805 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
445.0 |
438.7 |
416.9 |
|
R3 |
434.4 |
428.1 |
414.0 |
|
R2 |
423.8 |
423.8 |
413.0 |
|
R1 |
417.5 |
417.5 |
412.1 |
415.4 |
PP |
413.2 |
413.2 |
413.2 |
412.2 |
S1 |
406.9 |
406.9 |
410.1 |
404.8 |
S2 |
402.6 |
402.6 |
409.2 |
|
S3 |
392.0 |
396.3 |
408.2 |
|
S4 |
381.4 |
385.7 |
405.3 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
511.4 |
491.7 |
427.9 |
|
R3 |
480.9 |
461.2 |
419.5 |
|
R2 |
450.4 |
450.4 |
416.7 |
|
R1 |
430.7 |
430.7 |
413.9 |
425.3 |
PP |
419.9 |
419.9 |
419.9 |
417.2 |
S1 |
400.2 |
400.2 |
408.3 |
394.8 |
S2 |
389.4 |
389.4 |
405.5 |
|
S3 |
358.9 |
369.7 |
402.7 |
|
S4 |
328.4 |
339.2 |
394.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
439.5 |
409.0 |
30.5 |
7.4% |
11.1 |
2.7% |
7% |
False |
True |
4,561 |
10 |
446.8 |
409.0 |
37.8 |
9.2% |
11.2 |
2.7% |
6% |
False |
True |
5,361 |
20 |
446.8 |
400.2 |
46.6 |
11.3% |
12.0 |
2.9% |
23% |
False |
False |
5,416 |
40 |
446.8 |
347.3 |
99.5 |
24.2% |
10.5 |
2.6% |
64% |
False |
False |
4,504 |
60 |
446.8 |
347.3 |
99.5 |
24.2% |
10.3 |
2.5% |
64% |
False |
False |
3,604 |
80 |
446.8 |
347.3 |
99.5 |
24.2% |
9.6 |
2.3% |
64% |
False |
False |
3,014 |
100 |
446.8 |
338.2 |
108.6 |
26.4% |
8.8 |
2.1% |
67% |
False |
False |
2,541 |
120 |
446.8 |
332.0 |
114.8 |
27.9% |
8.0 |
2.0% |
69% |
False |
False |
2,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
464.7 |
2.618 |
447.4 |
1.618 |
436.8 |
1.000 |
430.2 |
0.618 |
426.2 |
HIGH |
419.6 |
0.618 |
415.6 |
0.500 |
414.3 |
0.382 |
413.0 |
LOW |
409.0 |
0.618 |
402.4 |
1.000 |
398.4 |
1.618 |
391.8 |
2.618 |
381.2 |
4.250 |
364.0 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
414.3 |
419.2 |
PP |
413.2 |
416.5 |
S1 |
412.2 |
413.8 |
|