CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
413.3 |
415.3 |
2.0 |
0.5% |
405.3 |
High |
418.3 |
417.3 |
-1.0 |
-0.2% |
418.3 |
Low |
412.0 |
413.3 |
1.3 |
0.3% |
402.7 |
Close |
415.9 |
414.1 |
-1.8 |
-0.4% |
414.1 |
Range |
6.3 |
4.0 |
-2.3 |
-36.5% |
15.6 |
ATR |
8.0 |
7.7 |
-0.3 |
-3.6% |
0.0 |
Volume |
12,996 |
14,391 |
1,395 |
10.7% |
62,563 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
426.9 |
424.5 |
416.3 |
|
R3 |
422.9 |
420.5 |
415.2 |
|
R2 |
418.9 |
418.9 |
414.8 |
|
R1 |
416.5 |
416.5 |
414.5 |
415.7 |
PP |
414.9 |
414.9 |
414.9 |
414.5 |
S1 |
412.5 |
412.5 |
413.7 |
411.7 |
S2 |
410.9 |
410.9 |
413.4 |
|
S3 |
406.9 |
408.5 |
413.0 |
|
S4 |
402.9 |
404.5 |
411.9 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
458.5 |
451.9 |
422.7 |
|
R3 |
442.9 |
436.3 |
418.4 |
|
R2 |
427.3 |
427.3 |
417.0 |
|
R1 |
420.7 |
420.7 |
415.5 |
424.0 |
PP |
411.7 |
411.7 |
411.7 |
413.4 |
S1 |
405.1 |
405.1 |
412.7 |
408.4 |
S2 |
396.1 |
396.1 |
411.2 |
|
S3 |
380.5 |
389.5 |
409.8 |
|
S4 |
364.9 |
373.9 |
405.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
418.3 |
402.7 |
15.6 |
3.8% |
6.8 |
1.6% |
73% |
False |
False |
12,512 |
10 |
418.3 |
397.0 |
21.3 |
5.1% |
7.0 |
1.7% |
80% |
False |
False |
12,130 |
20 |
418.5 |
395.6 |
22.9 |
5.5% |
7.3 |
1.8% |
81% |
False |
False |
12,532 |
40 |
446.8 |
395.6 |
51.2 |
12.4% |
8.7 |
2.1% |
36% |
False |
False |
8,872 |
60 |
446.8 |
347.3 |
99.5 |
24.0% |
9.2 |
2.2% |
67% |
False |
False |
7,451 |
80 |
446.8 |
347.3 |
99.5 |
24.0% |
9.4 |
2.3% |
67% |
False |
False |
6,053 |
100 |
446.8 |
347.3 |
99.5 |
24.0% |
9.1 |
2.2% |
67% |
False |
False |
5,129 |
120 |
446.8 |
338.3 |
108.5 |
26.2% |
8.6 |
2.1% |
70% |
False |
False |
4,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
434.3 |
2.618 |
427.8 |
1.618 |
423.8 |
1.000 |
421.3 |
0.618 |
419.8 |
HIGH |
417.3 |
0.618 |
415.8 |
0.500 |
415.3 |
0.382 |
414.8 |
LOW |
413.3 |
0.618 |
410.8 |
1.000 |
409.3 |
1.618 |
406.8 |
2.618 |
402.8 |
4.250 |
396.3 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
415.3 |
413.6 |
PP |
414.9 |
413.1 |
S1 |
414.5 |
412.7 |
|