CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
415.3 |
413.6 |
-1.7 |
-0.4% |
405.3 |
High |
417.3 |
413.8 |
-3.5 |
-0.8% |
418.3 |
Low |
413.3 |
403.5 |
-9.8 |
-2.4% |
402.7 |
Close |
414.1 |
404.9 |
-9.2 |
-2.2% |
414.1 |
Range |
4.0 |
10.3 |
6.3 |
157.5% |
15.6 |
ATR |
7.7 |
7.9 |
0.2 |
2.6% |
0.0 |
Volume |
14,391 |
14,523 |
132 |
0.9% |
62,563 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438.3 |
431.9 |
410.6 |
|
R3 |
428.0 |
421.6 |
407.7 |
|
R2 |
417.7 |
417.7 |
406.8 |
|
R1 |
411.3 |
411.3 |
405.8 |
409.4 |
PP |
407.4 |
407.4 |
407.4 |
406.4 |
S1 |
401.0 |
401.0 |
404.0 |
399.1 |
S2 |
397.1 |
397.1 |
403.0 |
|
S3 |
386.8 |
390.7 |
402.1 |
|
S4 |
376.5 |
380.4 |
399.2 |
|
|
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 |
403.5 |
14.8 |
3.7% |
7.3 |
1.8% |
9% |
False |
True |
13,083 |
10 |
418.3 |
397.0 |
21.3 |
5.3% |
7.3 |
1.8% |
37% |
False |
False |
12,151 |
20 |
418.5 |
395.6 |
22.9 |
5.7% |
7.1 |
1.8% |
41% |
False |
False |
12,836 |
40 |
446.8 |
395.6 |
51.2 |
12.6% |
8.7 |
2.2% |
18% |
False |
False |
9,159 |
60 |
446.8 |
347.3 |
99.5 |
24.6% |
9.2 |
2.3% |
58% |
False |
False |
7,649 |
80 |
446.8 |
347.3 |
99.5 |
24.6% |
9.4 |
2.3% |
58% |
False |
False |
6,221 |
100 |
446.8 |
347.3 |
99.5 |
24.6% |
9.1 |
2.3% |
58% |
False |
False |
5,262 |
120 |
446.8 |
338.3 |
108.5 |
26.8% |
8.7 |
2.1% |
61% |
False |
False |
4,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
457.6 |
2.618 |
440.8 |
1.618 |
430.5 |
1.000 |
424.1 |
0.618 |
420.2 |
HIGH |
413.8 |
0.618 |
409.9 |
0.500 |
408.7 |
0.382 |
407.4 |
LOW |
403.5 |
0.618 |
397.1 |
1.000 |
393.2 |
1.618 |
386.8 |
2.618 |
376.5 |
4.250 |
359.7 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
408.7 |
410.9 |
PP |
407.4 |
408.9 |
S1 |
406.2 |
406.9 |
|