CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
399.7 |
407.8 |
8.1 |
2.0% |
400.0 |
High |
408.8 |
410.3 |
1.5 |
0.4% |
410.3 |
Low |
397.7 |
404.0 |
6.3 |
1.6% |
397.0 |
Close |
408.0 |
405.6 |
-2.4 |
-0.6% |
405.6 |
Range |
11.1 |
6.3 |
-4.8 |
-43.2% |
13.3 |
ATR |
8.3 |
8.2 |
-0.1 |
-1.7% |
0.0 |
Volume |
11,582 |
16,211 |
4,629 |
40.0% |
58,742 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
425.5 |
421.9 |
409.1 |
|
R3 |
419.2 |
415.6 |
407.3 |
|
R2 |
412.9 |
412.9 |
406.8 |
|
R1 |
409.3 |
409.3 |
406.2 |
408.0 |
PP |
406.6 |
406.6 |
406.6 |
406.0 |
S1 |
403.0 |
403.0 |
405.0 |
401.7 |
S2 |
400.3 |
400.3 |
404.4 |
|
S3 |
394.0 |
396.7 |
403.9 |
|
S4 |
387.7 |
390.4 |
402.1 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
444.2 |
438.2 |
412.9 |
|
R3 |
430.9 |
424.9 |
409.3 |
|
R2 |
417.6 |
417.6 |
408.0 |
|
R1 |
411.6 |
411.6 |
406.8 |
414.6 |
PP |
404.3 |
404.3 |
404.3 |
405.8 |
S1 |
398.3 |
398.3 |
404.4 |
401.3 |
S2 |
391.0 |
391.0 |
403.2 |
|
S3 |
377.7 |
385.0 |
401.9 |
|
S4 |
364.4 |
371.7 |
398.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
410.3 |
397.0 |
13.3 |
3.3% |
7.1 |
1.8% |
65% |
True |
False |
11,748 |
10 |
418.5 |
397.0 |
21.5 |
5.3% |
6.8 |
1.7% |
40% |
False |
False |
13,356 |
20 |
418.5 |
395.6 |
22.9 |
5.6% |
7.1 |
1.7% |
44% |
False |
False |
10,685 |
40 |
446.8 |
395.6 |
51.2 |
12.6% |
9.5 |
2.3% |
20% |
False |
False |
8,050 |
60 |
446.8 |
347.3 |
99.5 |
24.5% |
9.4 |
2.3% |
59% |
False |
False |
6,565 |
80 |
446.8 |
347.3 |
99.5 |
24.5% |
9.5 |
2.3% |
59% |
False |
False |
5,374 |
100 |
446.8 |
347.3 |
99.5 |
24.5% |
9.1 |
2.3% |
59% |
False |
False |
4,548 |
120 |
446.8 |
338.2 |
108.6 |
26.8% |
8.5 |
2.1% |
62% |
False |
False |
3,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
437.1 |
2.618 |
426.8 |
1.618 |
420.5 |
1.000 |
416.6 |
0.618 |
414.2 |
HIGH |
410.3 |
0.618 |
407.9 |
0.500 |
407.2 |
0.382 |
406.4 |
LOW |
404.0 |
0.618 |
400.1 |
1.000 |
397.7 |
1.618 |
393.8 |
2.618 |
387.5 |
4.250 |
377.2 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
407.2 |
405.0 |
PP |
406.6 |
404.3 |
S1 |
406.1 |
403.7 |
|