CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
402.0 |
402.5 |
0.5 |
0.1% |
405.3 |
| High |
404.9 |
406.1 |
1.2 |
0.3% |
418.3 |
| Low |
400.7 |
396.1 |
-4.6 |
-1.1% |
402.7 |
| Close |
402.5 |
396.5 |
-6.0 |
-1.5% |
414.1 |
| Range |
4.2 |
10.0 |
5.8 |
138.1% |
15.6 |
| ATR |
7.5 |
7.7 |
0.2 |
2.4% |
0.0 |
| Volume |
14,644 |
16,410 |
1,766 |
12.1% |
62,563 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
429.6 |
423.0 |
402.0 |
|
| R3 |
419.6 |
413.0 |
399.3 |
|
| R2 |
409.6 |
409.6 |
398.3 |
|
| R1 |
403.0 |
403.0 |
397.4 |
401.3 |
| PP |
399.6 |
399.6 |
399.6 |
398.7 |
| S1 |
393.0 |
393.0 |
395.6 |
391.3 |
| S2 |
389.6 |
389.6 |
394.7 |
|
| S3 |
379.6 |
383.0 |
393.8 |
|
| S4 |
369.6 |
373.0 |
391.0 |
|
|
| 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 |
417.3 |
396.1 |
21.2 |
5.3% |
6.7 |
1.7% |
2% |
False |
True |
16,533 |
| 10 |
418.3 |
396.1 |
22.2 |
5.6% |
7.0 |
1.8% |
2% |
False |
True |
14,705 |
| 20 |
418.5 |
396.1 |
22.4 |
5.6% |
6.9 |
1.7% |
2% |
False |
True |
13,941 |
| 40 |
446.8 |
395.6 |
51.2 |
12.9% |
8.2 |
2.1% |
2% |
False |
False |
10,090 |
| 60 |
446.8 |
349.3 |
97.5 |
24.6% |
9.2 |
2.3% |
48% |
False |
False |
8,398 |
| 80 |
446.8 |
347.3 |
99.5 |
25.1% |
9.3 |
2.3% |
49% |
False |
False |
6,834 |
| 100 |
446.8 |
347.3 |
99.5 |
25.1% |
9.1 |
2.3% |
49% |
False |
False |
5,765 |
| 120 |
446.8 |
338.3 |
108.5 |
27.4% |
8.7 |
2.2% |
54% |
False |
False |
4,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
448.6 |
|
2.618 |
432.3 |
|
1.618 |
422.3 |
|
1.000 |
416.1 |
|
0.618 |
412.3 |
|
HIGH |
406.1 |
|
0.618 |
402.3 |
|
0.500 |
401.1 |
|
0.382 |
399.9 |
|
LOW |
396.1 |
|
0.618 |
389.9 |
|
1.000 |
386.1 |
|
1.618 |
379.9 |
|
2.618 |
369.9 |
|
4.250 |
353.6 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
401.1 |
401.3 |
| PP |
399.6 |
399.7 |
| S1 |
398.0 |
398.1 |
|