CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
405.4 |
400.0 |
-5.4 |
-1.3% |
412.8 |
High |
406.7 |
406.5 |
-0.2 |
0.0% |
418.5 |
Low |
399.5 |
399.1 |
-0.4 |
-0.1% |
399.5 |
Close |
400.9 |
403.9 |
3.0 |
0.7% |
400.9 |
Range |
7.2 |
7.4 |
0.2 |
2.8% |
19.0 |
ATR |
8.6 |
8.6 |
-0.1 |
-1.0% |
0.0 |
Volume |
14,894 |
14,309 |
-585 |
-3.9% |
74,820 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425.4 |
422.0 |
408.0 |
|
R3 |
418.0 |
414.6 |
405.9 |
|
R2 |
410.6 |
410.6 |
405.3 |
|
R1 |
407.2 |
407.2 |
404.6 |
408.9 |
PP |
403.2 |
403.2 |
403.2 |
404.0 |
S1 |
399.8 |
399.8 |
403.2 |
401.5 |
S2 |
395.8 |
395.8 |
402.5 |
|
S3 |
388.4 |
392.4 |
401.9 |
|
S4 |
381.0 |
385.0 |
399.8 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
463.3 |
451.1 |
411.4 |
|
R3 |
444.3 |
432.1 |
406.1 |
|
R2 |
425.3 |
425.3 |
404.4 |
|
R1 |
413.1 |
413.1 |
402.6 |
409.7 |
PP |
406.3 |
406.3 |
406.3 |
404.6 |
S1 |
394.1 |
394.1 |
399.2 |
390.7 |
S2 |
387.3 |
387.3 |
397.4 |
|
S3 |
368.3 |
375.1 |
395.7 |
|
S4 |
349.3 |
356.1 |
390.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
418.5 |
399.1 |
19.4 |
4.8% |
6.8 |
1.7% |
25% |
False |
True |
15,600 |
10 |
418.5 |
395.6 |
22.9 |
5.7% |
7.0 |
1.7% |
36% |
False |
False |
13,521 |
20 |
433.3 |
395.6 |
37.7 |
9.3% |
7.6 |
1.9% |
22% |
False |
False |
9,272 |
40 |
446.8 |
390.3 |
56.5 |
14.0% |
9.9 |
2.4% |
24% |
False |
False |
7,380 |
60 |
446.8 |
347.3 |
99.5 |
24.6% |
9.7 |
2.4% |
57% |
False |
False |
5,997 |
80 |
446.8 |
347.3 |
99.5 |
24.6% |
9.5 |
2.3% |
57% |
False |
False |
4,908 |
100 |
446.8 |
347.3 |
99.5 |
24.6% |
9.1 |
2.3% |
57% |
False |
False |
4,135 |
120 |
446.8 |
334.0 |
112.8 |
27.9% |
8.5 |
2.1% |
62% |
False |
False |
3,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
438.0 |
2.618 |
425.9 |
1.618 |
418.5 |
1.000 |
413.9 |
0.618 |
411.1 |
HIGH |
406.5 |
0.618 |
403.7 |
0.500 |
402.8 |
0.382 |
401.9 |
LOW |
399.1 |
0.618 |
394.5 |
1.000 |
391.7 |
1.618 |
387.1 |
2.618 |
379.7 |
4.250 |
367.7 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
403.5 |
405.1 |
PP |
403.2 |
404.7 |
S1 |
402.8 |
404.3 |
|