CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
400.0 |
403.4 |
3.4 |
0.9% |
412.8 |
High |
406.5 |
404.0 |
-2.5 |
-0.6% |
418.5 |
Low |
399.1 |
397.3 |
-1.8 |
-0.5% |
399.5 |
Close |
403.9 |
399.3 |
-4.6 |
-1.1% |
400.9 |
Range |
7.4 |
6.7 |
-0.7 |
-9.5% |
19.0 |
ATR |
8.6 |
8.4 |
-0.1 |
-1.5% |
0.0 |
Volume |
14,309 |
8,693 |
-5,616 |
-39.2% |
74,820 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
420.3 |
416.5 |
403.0 |
|
R3 |
413.6 |
409.8 |
401.1 |
|
R2 |
406.9 |
406.9 |
400.5 |
|
R1 |
403.1 |
403.1 |
399.9 |
401.7 |
PP |
400.2 |
400.2 |
400.2 |
399.5 |
S1 |
396.4 |
396.4 |
398.7 |
395.0 |
S2 |
393.5 |
393.5 |
398.1 |
|
S3 |
386.8 |
389.7 |
397.5 |
|
S4 |
380.1 |
383.0 |
395.6 |
|
|
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 |
411.0 |
397.3 |
13.7 |
3.4% |
6.2 |
1.6% |
15% |
False |
True |
14,365 |
10 |
418.5 |
397.3 |
21.2 |
5.3% |
7.0 |
1.8% |
9% |
False |
True |
13,319 |
20 |
429.3 |
395.6 |
33.7 |
8.4% |
7.3 |
1.8% |
11% |
False |
False |
9,505 |
40 |
446.8 |
395.6 |
51.2 |
12.8% |
9.7 |
2.4% |
7% |
False |
False |
7,509 |
60 |
446.8 |
347.3 |
99.5 |
24.9% |
9.6 |
2.4% |
52% |
False |
False |
6,108 |
80 |
446.8 |
347.3 |
99.5 |
24.9% |
9.5 |
2.4% |
52% |
False |
False |
5,009 |
100 |
446.8 |
347.3 |
99.5 |
24.9% |
9.2 |
2.3% |
52% |
False |
False |
4,216 |
120 |
446.8 |
334.3 |
112.5 |
28.2% |
8.5 |
2.1% |
58% |
False |
False |
3,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432.5 |
2.618 |
421.5 |
1.618 |
414.8 |
1.000 |
410.7 |
0.618 |
408.1 |
HIGH |
404.0 |
0.618 |
401.4 |
0.500 |
400.7 |
0.382 |
399.9 |
LOW |
397.3 |
0.618 |
393.2 |
1.000 |
390.6 |
1.618 |
386.5 |
2.618 |
379.8 |
4.250 |
368.8 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
400.7 |
402.0 |
PP |
400.2 |
401.1 |
S1 |
399.8 |
400.2 |
|