CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
403.4 |
399.3 |
-4.1 |
-1.0% |
412.8 |
| High |
404.0 |
401.2 |
-2.8 |
-0.7% |
418.5 |
| Low |
397.3 |
397.0 |
-0.3 |
-0.1% |
399.5 |
| Close |
399.3 |
399.7 |
0.4 |
0.1% |
400.9 |
| Range |
6.7 |
4.2 |
-2.5 |
-37.3% |
19.0 |
| ATR |
8.4 |
8.1 |
-0.3 |
-3.6% |
0.0 |
| Volume |
8,693 |
7,947 |
-746 |
-8.6% |
74,820 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
411.9 |
410.0 |
402.0 |
|
| R3 |
407.7 |
405.8 |
400.9 |
|
| R2 |
403.5 |
403.5 |
400.5 |
|
| R1 |
401.6 |
401.6 |
400.1 |
402.6 |
| PP |
399.3 |
399.3 |
399.3 |
399.8 |
| S1 |
397.4 |
397.4 |
399.3 |
398.4 |
| S2 |
395.1 |
395.1 |
398.9 |
|
| S3 |
390.9 |
393.2 |
398.5 |
|
| S4 |
386.7 |
389.0 |
397.4 |
|
|
| 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 |
397.0 |
14.0 |
3.5% |
6.2 |
1.6% |
19% |
False |
True |
12,641 |
| 10 |
418.5 |
397.0 |
21.5 |
5.4% |
6.4 |
1.6% |
13% |
False |
True |
13,150 |
| 20 |
429.3 |
395.6 |
33.7 |
8.4% |
7.3 |
1.8% |
12% |
False |
False |
9,655 |
| 40 |
446.8 |
395.6 |
51.2 |
12.8% |
9.6 |
2.4% |
8% |
False |
False |
7,568 |
| 60 |
446.8 |
347.3 |
99.5 |
24.9% |
9.5 |
2.4% |
53% |
False |
False |
6,200 |
| 80 |
446.8 |
347.3 |
99.5 |
24.9% |
9.4 |
2.4% |
53% |
False |
False |
5,080 |
| 100 |
446.8 |
347.3 |
99.5 |
24.9% |
9.2 |
2.3% |
53% |
False |
False |
4,289 |
| 120 |
446.8 |
338.2 |
108.6 |
27.2% |
8.5 |
2.1% |
57% |
False |
False |
3,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
419.1 |
|
2.618 |
412.2 |
|
1.618 |
408.0 |
|
1.000 |
405.4 |
|
0.618 |
403.8 |
|
HIGH |
401.2 |
|
0.618 |
399.6 |
|
0.500 |
399.1 |
|
0.382 |
398.6 |
|
LOW |
397.0 |
|
0.618 |
394.4 |
|
1.000 |
392.8 |
|
1.618 |
390.2 |
|
2.618 |
386.0 |
|
4.250 |
379.2 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
399.5 |
401.8 |
| PP |
399.3 |
401.1 |
| S1 |
399.1 |
400.4 |
|