CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 26-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
410.9 |
415.0 |
4.1 |
1.0% |
439.4 |
High |
417.8 |
415.6 |
-2.2 |
-0.5% |
439.5 |
Low |
410.0 |
412.2 |
2.2 |
0.5% |
409.0 |
Close |
415.9 |
413.2 |
-2.7 |
-0.6% |
411.1 |
Range |
7.8 |
3.4 |
-4.4 |
-56.4% |
30.5 |
ATR |
10.7 |
10.2 |
-0.5 |
-4.7% |
0.0 |
Volume |
4,970 |
4,852 |
-118 |
-2.4% |
22,805 |
|
Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423.9 |
421.9 |
415.1 |
|
R3 |
420.5 |
418.5 |
414.1 |
|
R2 |
417.1 |
417.1 |
413.8 |
|
R1 |
415.1 |
415.1 |
413.5 |
414.4 |
PP |
413.7 |
413.7 |
413.7 |
413.3 |
S1 |
411.7 |
411.7 |
412.9 |
411.0 |
S2 |
410.3 |
410.3 |
412.6 |
|
S3 |
406.9 |
408.3 |
412.3 |
|
S4 |
403.5 |
404.9 |
411.3 |
|
|
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 |
419.6 |
407.7 |
11.9 |
2.9% |
6.8 |
1.7% |
46% |
False |
False |
4,378 |
10 |
446.8 |
407.7 |
39.1 |
9.5% |
8.7 |
2.1% |
14% |
False |
False |
5,161 |
20 |
446.8 |
407.7 |
39.1 |
9.5% |
10.1 |
2.5% |
14% |
False |
False |
5,080 |
40 |
446.8 |
347.3 |
99.5 |
24.1% |
10.2 |
2.5% |
66% |
False |
False |
4,753 |
60 |
446.8 |
347.3 |
99.5 |
24.1% |
10.1 |
2.4% |
66% |
False |
False |
3,807 |
80 |
446.8 |
347.3 |
99.5 |
24.1% |
9.6 |
2.3% |
66% |
False |
False |
3,194 |
100 |
446.8 |
338.3 |
108.5 |
26.3% |
8.8 |
2.1% |
69% |
False |
False |
2,701 |
120 |
446.8 |
332.0 |
114.8 |
27.8% |
8.1 |
2.0% |
71% |
False |
False |
2,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
430.1 |
2.618 |
424.5 |
1.618 |
421.1 |
1.000 |
419.0 |
0.618 |
417.7 |
HIGH |
415.6 |
0.618 |
414.3 |
0.500 |
413.9 |
0.382 |
413.5 |
LOW |
412.2 |
0.618 |
410.1 |
1.000 |
408.8 |
1.618 |
406.7 |
2.618 |
403.3 |
4.250 |
397.8 |
|
|
Fisher Pivots for day following 26-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
413.9 |
413.1 |
PP |
413.7 |
412.9 |
S1 |
413.4 |
412.8 |
|