CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
412.8 |
416.8 |
4.0 |
1.0% |
413.7 |
| High |
417.4 |
418.5 |
1.1 |
0.3% |
415.9 |
| Low |
411.5 |
408.9 |
-2.6 |
-0.6% |
395.6 |
| Close |
417.0 |
411.0 |
-6.0 |
-1.4% |
413.7 |
| Range |
5.9 |
9.6 |
3.7 |
62.7% |
20.3 |
| ATR |
9.3 |
9.3 |
0.0 |
0.2% |
0.0 |
| Volume |
11,129 |
14,864 |
3,735 |
33.6% |
54,530 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441.6 |
435.9 |
416.3 |
|
| R3 |
432.0 |
426.3 |
413.6 |
|
| R2 |
422.4 |
422.4 |
412.8 |
|
| R1 |
416.7 |
416.7 |
411.9 |
414.8 |
| PP |
412.8 |
412.8 |
412.8 |
411.8 |
| S1 |
407.1 |
407.1 |
410.1 |
405.2 |
| S2 |
403.2 |
403.2 |
409.2 |
|
| S3 |
393.6 |
397.5 |
408.4 |
|
| S4 |
384.0 |
387.9 |
405.7 |
|
|
| 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 |
418.5 |
398.9 |
19.6 |
4.8% |
7.8 |
1.9% |
62% |
True |
False |
12,273 |
| 10 |
418.5 |
395.6 |
22.9 |
5.6% |
7.6 |
1.9% |
67% |
True |
False |
9,761 |
| 20 |
446.8 |
395.6 |
51.2 |
12.5% |
9.1 |
2.2% |
30% |
False |
False |
7,473 |
| 40 |
446.8 |
367.8 |
79.0 |
19.2% |
10.1 |
2.4% |
55% |
False |
False |
6,396 |
| 60 |
446.8 |
347.3 |
99.5 |
24.2% |
9.8 |
2.4% |
64% |
False |
False |
5,042 |
| 80 |
446.8 |
347.3 |
99.5 |
24.2% |
9.5 |
2.3% |
64% |
False |
False |
4,165 |
| 100 |
446.8 |
340.5 |
106.3 |
25.9% |
9.1 |
2.2% |
66% |
False |
False |
3,527 |
| 120 |
446.8 |
332.0 |
114.8 |
27.9% |
8.4 |
2.0% |
69% |
False |
False |
3,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
459.3 |
|
2.618 |
443.6 |
|
1.618 |
434.0 |
|
1.000 |
428.1 |
|
0.618 |
424.4 |
|
HIGH |
418.5 |
|
0.618 |
414.8 |
|
0.500 |
413.7 |
|
0.382 |
412.6 |
|
LOW |
408.9 |
|
0.618 |
403.0 |
|
1.000 |
399.3 |
|
1.618 |
393.4 |
|
2.618 |
383.8 |
|
4.250 |
368.1 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
413.7 |
413.0 |
| PP |
412.8 |
412.3 |
| S1 |
411.9 |
411.7 |
|