CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
413.6 |
404.4 |
-9.2 |
-2.2% |
405.3 |
High |
413.8 |
406.5 |
-7.3 |
-1.8% |
418.3 |
Low |
403.5 |
401.5 |
-2.0 |
-0.5% |
402.7 |
Close |
404.9 |
401.9 |
-3.0 |
-0.7% |
414.1 |
Range |
10.3 |
5.0 |
-5.3 |
-51.5% |
15.6 |
ATR |
7.9 |
7.7 |
-0.2 |
-2.6% |
0.0 |
Volume |
14,523 |
22,699 |
8,176 |
56.3% |
62,563 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418.3 |
415.1 |
404.7 |
|
R3 |
413.3 |
410.1 |
403.3 |
|
R2 |
408.3 |
408.3 |
402.8 |
|
R1 |
405.1 |
405.1 |
402.4 |
404.2 |
PP |
403.3 |
403.3 |
403.3 |
402.9 |
S1 |
400.1 |
400.1 |
401.4 |
399.2 |
S2 |
398.3 |
398.3 |
401.0 |
|
S3 |
393.3 |
395.1 |
400.5 |
|
S4 |
388.3 |
390.1 |
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 |
401.5 |
16.8 |
4.2% |
7.2 |
1.8% |
2% |
False |
True |
15,801 |
10 |
418.3 |
397.0 |
21.3 |
5.3% |
7.1 |
1.8% |
23% |
False |
False |
13,552 |
20 |
418.5 |
397.0 |
21.5 |
5.3% |
7.1 |
1.8% |
23% |
False |
False |
13,435 |
40 |
446.8 |
395.6 |
51.2 |
12.7% |
8.6 |
2.1% |
12% |
False |
False |
9,639 |
60 |
446.8 |
347.3 |
99.5 |
24.8% |
9.1 |
2.3% |
55% |
False |
False |
7,991 |
80 |
446.8 |
347.3 |
99.5 |
24.8% |
9.3 |
2.3% |
55% |
False |
False |
6,494 |
100 |
446.8 |
347.3 |
99.5 |
24.8% |
9.1 |
2.3% |
55% |
False |
False |
5,480 |
120 |
446.8 |
338.3 |
108.5 |
27.0% |
8.7 |
2.2% |
59% |
False |
False |
4,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
427.8 |
2.618 |
419.6 |
1.618 |
414.6 |
1.000 |
411.5 |
0.618 |
409.6 |
HIGH |
406.5 |
0.618 |
404.6 |
0.500 |
404.0 |
0.382 |
403.4 |
LOW |
401.5 |
0.618 |
398.4 |
1.000 |
396.5 |
1.618 |
393.4 |
2.618 |
388.4 |
4.250 |
380.3 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
404.0 |
409.4 |
PP |
403.3 |
406.9 |
S1 |
402.6 |
404.4 |
|