CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
415.0 |
413.2 |
-1.8 |
-0.4% |
409.0 |
| High |
415.6 |
417.2 |
1.6 |
0.4% |
417.8 |
| Low |
412.2 |
411.4 |
-0.8 |
-0.2% |
407.7 |
| Close |
413.2 |
416.2 |
3.0 |
0.7% |
416.2 |
| Range |
3.4 |
5.8 |
2.4 |
70.6% |
10.1 |
| ATR |
10.2 |
9.9 |
-0.3 |
-3.1% |
0.0 |
| Volume |
4,852 |
7,273 |
2,421 |
49.9% |
25,615 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
432.3 |
430.1 |
419.4 |
|
| R3 |
426.5 |
424.3 |
417.8 |
|
| R2 |
420.7 |
420.7 |
417.3 |
|
| R1 |
418.5 |
418.5 |
416.7 |
419.6 |
| PP |
414.9 |
414.9 |
414.9 |
415.5 |
| S1 |
412.7 |
412.7 |
415.7 |
413.8 |
| S2 |
409.1 |
409.1 |
415.1 |
|
| S3 |
403.3 |
406.9 |
414.6 |
|
| S4 |
397.5 |
401.1 |
413.0 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.2 |
440.3 |
421.8 |
|
| R3 |
434.1 |
430.2 |
419.0 |
|
| R2 |
424.0 |
424.0 |
418.1 |
|
| R1 |
420.1 |
420.1 |
417.1 |
422.1 |
| PP |
413.9 |
413.9 |
413.9 |
414.9 |
| S1 |
410.0 |
410.0 |
415.3 |
412.0 |
| S2 |
403.8 |
403.8 |
414.3 |
|
| S3 |
393.7 |
399.9 |
413.4 |
|
| S4 |
383.6 |
389.8 |
410.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
417.8 |
407.7 |
10.1 |
2.4% |
5.9 |
1.4% |
84% |
False |
False |
5,123 |
| 10 |
439.5 |
407.7 |
31.8 |
7.6% |
8.5 |
2.0% |
27% |
False |
False |
4,842 |
| 20 |
446.8 |
407.7 |
39.1 |
9.4% |
10.0 |
2.4% |
22% |
False |
False |
5,211 |
| 40 |
446.8 |
347.3 |
99.5 |
23.9% |
10.1 |
2.4% |
69% |
False |
False |
4,910 |
| 60 |
446.8 |
347.3 |
99.5 |
23.9% |
10.1 |
2.4% |
69% |
False |
False |
3,893 |
| 80 |
446.8 |
347.3 |
99.5 |
23.9% |
9.5 |
2.3% |
69% |
False |
False |
3,278 |
| 100 |
446.8 |
338.3 |
108.5 |
26.1% |
8.9 |
2.1% |
72% |
False |
False |
2,768 |
| 120 |
446.8 |
332.0 |
114.8 |
27.6% |
8.1 |
2.0% |
73% |
False |
False |
2,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441.9 |
|
2.618 |
432.4 |
|
1.618 |
426.6 |
|
1.000 |
423.0 |
|
0.618 |
420.8 |
|
HIGH |
417.2 |
|
0.618 |
415.0 |
|
0.500 |
414.3 |
|
0.382 |
413.6 |
|
LOW |
411.4 |
|
0.618 |
407.8 |
|
1.000 |
405.6 |
|
1.618 |
402.0 |
|
2.618 |
396.2 |
|
4.250 |
386.8 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
415.6 |
415.4 |
| PP |
414.9 |
414.7 |
| S1 |
414.3 |
413.9 |
|