CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
405.3 |
409.6 |
4.3 |
1.1% |
400.0 |
High |
410.8 |
411.0 |
0.2 |
0.0% |
410.3 |
Low |
402.7 |
405.9 |
3.2 |
0.8% |
397.0 |
Close |
410.2 |
409.6 |
-0.6 |
-0.1% |
405.6 |
Range |
8.1 |
5.1 |
-3.0 |
-37.0% |
13.3 |
ATR |
8.2 |
8.0 |
-0.2 |
-2.7% |
0.0 |
Volume |
11,670 |
9,110 |
-2,560 |
-21.9% |
58,742 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
424.1 |
422.0 |
412.4 |
|
R3 |
419.0 |
416.9 |
411.0 |
|
R2 |
413.9 |
413.9 |
410.5 |
|
R1 |
411.8 |
411.8 |
410.1 |
412.2 |
PP |
408.8 |
408.8 |
408.8 |
409.0 |
S1 |
406.7 |
406.7 |
409.1 |
407.1 |
S2 |
403.7 |
403.7 |
408.7 |
|
S3 |
398.6 |
401.6 |
408.2 |
|
S4 |
393.5 |
396.5 |
406.8 |
|
|
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 |
411.0 |
397.0 |
14.0 |
3.4% |
7.0 |
1.7% |
90% |
True |
False |
11,304 |
10 |
411.0 |
397.0 |
14.0 |
3.4% |
6.6 |
1.6% |
90% |
True |
False |
12,834 |
20 |
418.5 |
395.6 |
22.9 |
5.6% |
7.1 |
1.7% |
61% |
False |
False |
11,298 |
40 |
446.8 |
395.6 |
51.2 |
12.5% |
9.0 |
2.2% |
27% |
False |
False |
8,285 |
60 |
446.8 |
347.3 |
99.5 |
24.3% |
9.3 |
2.3% |
63% |
False |
False |
6,815 |
80 |
446.8 |
347.3 |
99.5 |
24.3% |
9.4 |
2.3% |
63% |
False |
False |
5,606 |
100 |
446.8 |
347.3 |
99.5 |
24.3% |
9.1 |
2.2% |
63% |
False |
False |
4,735 |
120 |
446.8 |
338.3 |
108.5 |
26.5% |
8.5 |
2.1% |
66% |
False |
False |
4,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
432.7 |
2.618 |
424.4 |
1.618 |
419.3 |
1.000 |
416.1 |
0.618 |
414.2 |
HIGH |
411.0 |
0.618 |
409.1 |
0.500 |
408.5 |
0.382 |
407.8 |
LOW |
405.9 |
0.618 |
402.7 |
1.000 |
400.8 |
1.618 |
397.6 |
2.618 |
392.5 |
4.250 |
384.2 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
409.2 |
408.7 |
PP |
408.8 |
407.8 |
S1 |
408.5 |
406.9 |
|