CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
401.5 |
400.9 |
-0.6 |
-0.1% |
409.0 |
| High |
401.6 |
409.1 |
7.5 |
1.9% |
417.8 |
| Low |
395.6 |
398.9 |
3.3 |
0.8% |
407.7 |
| Close |
400.9 |
408.3 |
7.4 |
1.8% |
416.2 |
| Range |
6.0 |
10.2 |
4.2 |
70.0% |
10.1 |
| ATR |
10.0 |
10.0 |
0.0 |
0.1% |
0.0 |
| Volume |
10,710 |
9,639 |
-1,071 |
-10.0% |
25,615 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
436.0 |
432.4 |
413.9 |
|
| R3 |
425.8 |
422.2 |
411.1 |
|
| R2 |
415.6 |
415.6 |
410.2 |
|
| R1 |
412.0 |
412.0 |
409.2 |
413.8 |
| PP |
405.4 |
405.4 |
405.4 |
406.4 |
| S1 |
401.8 |
401.8 |
407.4 |
403.6 |
| S2 |
395.2 |
395.2 |
406.4 |
|
| S3 |
385.0 |
391.6 |
405.5 |
|
| S4 |
374.8 |
381.4 |
402.7 |
|
|
| 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 |
417.2 |
395.6 |
21.6 |
5.3% |
7.9 |
1.9% |
59% |
False |
False |
8,184 |
| 10 |
429.3 |
395.6 |
33.7 |
8.3% |
8.1 |
2.0% |
38% |
False |
False |
6,161 |
| 20 |
446.8 |
395.6 |
51.2 |
12.5% |
9.7 |
2.4% |
25% |
False |
False |
5,981 |
| 40 |
446.8 |
347.6 |
99.2 |
24.3% |
10.3 |
2.5% |
61% |
False |
False |
5,447 |
| 60 |
446.8 |
347.3 |
99.5 |
24.4% |
10.0 |
2.5% |
61% |
False |
False |
4,313 |
| 80 |
446.8 |
347.3 |
99.5 |
24.4% |
9.6 |
2.4% |
61% |
False |
False |
3,592 |
| 100 |
446.8 |
338.3 |
108.5 |
26.6% |
9.0 |
2.2% |
65% |
False |
False |
3,043 |
| 120 |
446.8 |
332.0 |
114.8 |
28.1% |
8.3 |
2.0% |
66% |
False |
False |
2,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
452.5 |
|
2.618 |
435.8 |
|
1.618 |
425.6 |
|
1.000 |
419.3 |
|
0.618 |
415.4 |
|
HIGH |
409.1 |
|
0.618 |
405.2 |
|
0.500 |
404.0 |
|
0.382 |
402.8 |
|
LOW |
398.9 |
|
0.618 |
392.6 |
|
1.000 |
388.7 |
|
1.618 |
382.4 |
|
2.618 |
372.2 |
|
4.250 |
355.6 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
406.9 |
407.5 |
| PP |
405.4 |
406.6 |
| S1 |
404.0 |
405.8 |
|