CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
409.8 |
412.8 |
3.0 |
0.7% |
413.7 |
| High |
414.3 |
417.4 |
3.1 |
0.7% |
415.9 |
| Low |
407.5 |
411.5 |
4.0 |
1.0% |
395.6 |
| Close |
413.7 |
417.0 |
3.3 |
0.8% |
413.7 |
| Range |
6.8 |
5.9 |
-0.9 |
-13.2% |
20.3 |
| ATR |
9.6 |
9.3 |
-0.3 |
-2.7% |
0.0 |
| Volume |
14,419 |
11,129 |
-3,290 |
-22.8% |
54,530 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433.0 |
430.9 |
420.2 |
|
| R3 |
427.1 |
425.0 |
418.6 |
|
| R2 |
421.2 |
421.2 |
418.1 |
|
| R1 |
419.1 |
419.1 |
417.5 |
420.2 |
| PP |
415.3 |
415.3 |
415.3 |
415.8 |
| S1 |
413.2 |
413.2 |
416.5 |
414.3 |
| S2 |
409.4 |
409.4 |
415.9 |
|
| S3 |
403.5 |
407.3 |
415.4 |
|
| S4 |
397.6 |
401.4 |
413.8 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
469.3 |
461.8 |
424.9 |
|
| R3 |
449.0 |
441.5 |
419.3 |
|
| R2 |
428.7 |
428.7 |
417.4 |
|
| R1 |
421.2 |
421.2 |
415.6 |
423.9 |
| PP |
408.4 |
408.4 |
408.4 |
409.7 |
| S1 |
400.9 |
400.9 |
411.8 |
403.6 |
| S2 |
388.1 |
388.1 |
410.0 |
|
| S3 |
367.8 |
380.6 |
408.1 |
|
| S4 |
347.5 |
360.3 |
402.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
417.4 |
395.6 |
21.8 |
5.2% |
7.1 |
1.7% |
98% |
True |
False |
11,442 |
| 10 |
417.8 |
395.6 |
22.2 |
5.3% |
7.4 |
1.8% |
96% |
False |
False |
8,734 |
| 20 |
446.8 |
395.6 |
51.2 |
12.3% |
9.1 |
2.2% |
42% |
False |
False |
6,987 |
| 40 |
446.8 |
360.3 |
86.5 |
20.7% |
10.2 |
2.5% |
66% |
False |
False |
6,101 |
| 60 |
446.8 |
347.3 |
99.5 |
23.9% |
9.8 |
2.3% |
70% |
False |
False |
4,829 |
| 80 |
446.8 |
347.3 |
99.5 |
23.9% |
9.5 |
2.3% |
70% |
False |
False |
3,995 |
| 100 |
446.8 |
339.6 |
107.2 |
25.7% |
9.1 |
2.2% |
72% |
False |
False |
3,387 |
| 120 |
446.8 |
332.0 |
114.8 |
27.5% |
8.3 |
2.0% |
74% |
False |
False |
2,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
442.5 |
|
2.618 |
432.8 |
|
1.618 |
426.9 |
|
1.000 |
423.3 |
|
0.618 |
421.0 |
|
HIGH |
417.4 |
|
0.618 |
415.1 |
|
0.500 |
414.5 |
|
0.382 |
413.8 |
|
LOW |
411.5 |
|
0.618 |
407.9 |
|
1.000 |
405.6 |
|
1.618 |
402.0 |
|
2.618 |
396.1 |
|
4.250 |
386.4 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
416.2 |
415.4 |
| PP |
415.3 |
413.8 |
| S1 |
414.5 |
412.2 |
|