CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
400.9 |
408.2 |
7.3 |
1.8% |
409.0 |
| High |
409.1 |
413.6 |
4.5 |
1.1% |
417.8 |
| Low |
398.9 |
407.0 |
8.1 |
2.0% |
407.7 |
| Close |
408.3 |
409.8 |
1.5 |
0.4% |
416.2 |
| Range |
10.2 |
6.6 |
-3.6 |
-35.3% |
10.1 |
| ATR |
10.0 |
9.8 |
-0.2 |
-2.4% |
0.0 |
| Volume |
9,639 |
11,314 |
1,675 |
17.4% |
25,615 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
429.9 |
426.5 |
413.4 |
|
| R3 |
423.3 |
419.9 |
411.6 |
|
| R2 |
416.7 |
416.7 |
411.0 |
|
| R1 |
413.3 |
413.3 |
410.4 |
415.0 |
| PP |
410.1 |
410.1 |
410.1 |
411.0 |
| S1 |
406.7 |
406.7 |
409.2 |
408.4 |
| S2 |
403.5 |
403.5 |
408.6 |
|
| S3 |
396.9 |
400.1 |
408.0 |
|
| S4 |
390.3 |
393.5 |
406.2 |
|
|
| 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% |
8.5 |
2.1% |
66% |
False |
False |
9,476 |
| 10 |
419.6 |
395.6 |
24.0 |
5.9% |
7.7 |
1.9% |
59% |
False |
False |
6,927 |
| 20 |
446.8 |
395.6 |
51.2 |
12.5% |
9.4 |
2.3% |
28% |
False |
False |
6,240 |
| 40 |
446.8 |
349.3 |
97.5 |
23.8% |
10.3 |
2.5% |
62% |
False |
False |
5,627 |
| 60 |
446.8 |
347.3 |
99.5 |
24.3% |
10.0 |
2.4% |
63% |
False |
False |
4,465 |
| 80 |
446.8 |
347.3 |
99.5 |
24.3% |
9.6 |
2.3% |
63% |
False |
False |
3,721 |
| 100 |
446.8 |
338.3 |
108.5 |
26.5% |
9.0 |
2.2% |
66% |
False |
False |
3,141 |
| 120 |
446.8 |
332.0 |
114.8 |
28.0% |
8.3 |
2.0% |
68% |
False |
False |
2,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
441.7 |
|
2.618 |
430.9 |
|
1.618 |
424.3 |
|
1.000 |
420.2 |
|
0.618 |
417.7 |
|
HIGH |
413.6 |
|
0.618 |
411.1 |
|
0.500 |
410.3 |
|
0.382 |
409.5 |
|
LOW |
407.0 |
|
0.618 |
402.9 |
|
1.000 |
400.4 |
|
1.618 |
396.3 |
|
2.618 |
389.7 |
|
4.250 |
379.0 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
410.3 |
408.1 |
| PP |
410.1 |
406.3 |
| S1 |
410.0 |
404.6 |
|