CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
408.2 |
410.9 |
2.7 |
0.7% |
439.4 |
High |
415.2 |
417.8 |
2.6 |
0.6% |
439.5 |
Low |
407.7 |
410.0 |
2.3 |
0.6% |
409.0 |
Close |
411.2 |
415.9 |
4.7 |
1.1% |
411.1 |
Range |
7.5 |
7.8 |
0.3 |
4.0% |
30.5 |
ATR |
10.9 |
10.7 |
-0.2 |
-2.0% |
0.0 |
Volume |
4,595 |
4,970 |
375 |
8.2% |
22,805 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438.0 |
434.7 |
420.2 |
|
R3 |
430.2 |
426.9 |
418.0 |
|
R2 |
422.4 |
422.4 |
417.3 |
|
R1 |
419.1 |
419.1 |
416.6 |
420.8 |
PP |
414.6 |
414.6 |
414.6 |
415.4 |
S1 |
411.3 |
411.3 |
415.2 |
413.0 |
S2 |
406.8 |
406.8 |
414.5 |
|
S3 |
399.0 |
403.5 |
413.8 |
|
S4 |
391.2 |
395.7 |
411.6 |
|
|
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 |
429.3 |
407.7 |
21.6 |
5.2% |
8.3 |
2.0% |
38% |
False |
False |
4,139 |
10 |
446.8 |
407.7 |
39.1 |
9.4% |
10.9 |
2.6% |
21% |
False |
False |
5,126 |
20 |
446.8 |
407.7 |
39.1 |
9.4% |
10.5 |
2.5% |
21% |
False |
False |
5,246 |
40 |
446.8 |
347.3 |
99.5 |
23.9% |
10.3 |
2.5% |
69% |
False |
False |
4,662 |
60 |
446.8 |
347.3 |
99.5 |
23.9% |
10.1 |
2.4% |
69% |
False |
False |
3,755 |
80 |
446.8 |
347.3 |
99.5 |
23.9% |
9.6 |
2.3% |
69% |
False |
False |
3,143 |
100 |
446.8 |
338.3 |
108.5 |
26.1% |
8.9 |
2.1% |
72% |
False |
False |
2,661 |
120 |
446.8 |
332.0 |
114.8 |
27.6% |
8.1 |
1.9% |
73% |
False |
False |
2,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
451.0 |
2.618 |
438.2 |
1.618 |
430.4 |
1.000 |
425.6 |
0.618 |
422.6 |
HIGH |
417.8 |
0.618 |
414.8 |
0.500 |
413.9 |
0.382 |
413.0 |
LOW |
410.0 |
0.618 |
405.2 |
1.000 |
402.2 |
1.618 |
397.4 |
2.618 |
389.6 |
4.250 |
376.9 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
415.2 |
414.9 |
PP |
414.6 |
413.8 |
S1 |
413.9 |
412.8 |
|