CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
404.4 |
402.0 |
-2.4 |
-0.6% |
405.3 |
High |
406.5 |
404.9 |
-1.6 |
-0.4% |
418.3 |
Low |
401.5 |
400.7 |
-0.8 |
-0.2% |
402.7 |
Close |
401.9 |
402.5 |
0.6 |
0.1% |
414.1 |
Range |
5.0 |
4.2 |
-0.8 |
-16.0% |
15.6 |
ATR |
7.7 |
7.5 |
-0.3 |
-3.3% |
0.0 |
Volume |
22,699 |
14,644 |
-8,055 |
-35.5% |
62,563 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
415.3 |
413.1 |
404.8 |
|
R3 |
411.1 |
408.9 |
403.7 |
|
R2 |
406.9 |
406.9 |
403.3 |
|
R1 |
404.7 |
404.7 |
402.9 |
405.8 |
PP |
402.7 |
402.7 |
402.7 |
403.3 |
S1 |
400.5 |
400.5 |
402.1 |
401.6 |
S2 |
398.5 |
398.5 |
401.7 |
|
S3 |
394.3 |
396.3 |
401.3 |
|
S4 |
390.1 |
392.1 |
400.2 |
|
|
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 |
400.7 |
17.6 |
4.4% |
6.0 |
1.5% |
10% |
False |
True |
15,850 |
10 |
418.3 |
397.7 |
20.6 |
5.1% |
7.1 |
1.8% |
23% |
False |
False |
14,222 |
20 |
418.5 |
397.0 |
21.5 |
5.3% |
6.8 |
1.7% |
26% |
False |
False |
13,686 |
40 |
446.8 |
395.6 |
51.2 |
12.7% |
8.2 |
2.0% |
13% |
False |
False |
9,833 |
60 |
446.8 |
347.6 |
99.2 |
24.6% |
9.1 |
2.3% |
55% |
False |
False |
8,193 |
80 |
446.8 |
347.3 |
99.5 |
24.7% |
9.2 |
2.3% |
55% |
False |
False |
6,656 |
100 |
446.8 |
347.3 |
99.5 |
24.7% |
9.1 |
2.2% |
55% |
False |
False |
5,611 |
120 |
446.8 |
338.3 |
108.5 |
27.0% |
8.6 |
2.1% |
59% |
False |
False |
4,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
422.8 |
2.618 |
415.9 |
1.618 |
411.7 |
1.000 |
409.1 |
0.618 |
407.5 |
HIGH |
404.9 |
0.618 |
403.3 |
0.500 |
402.8 |
0.382 |
402.3 |
LOW |
400.7 |
0.618 |
398.1 |
1.000 |
396.5 |
1.618 |
393.9 |
2.618 |
389.7 |
4.250 |
382.9 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
402.8 |
407.3 |
PP |
402.7 |
405.7 |
S1 |
402.6 |
404.1 |
|