CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
402.5 |
397.2 |
-5.3 |
-1.3% |
413.6 |
| High |
406.1 |
397.6 |
-8.5 |
-2.1% |
413.8 |
| Low |
396.1 |
386.6 |
-9.5 |
-2.4% |
386.6 |
| Close |
396.5 |
387.9 |
-8.6 |
-2.2% |
387.9 |
| Range |
10.0 |
11.0 |
1.0 |
10.0% |
27.2 |
| ATR |
7.7 |
7.9 |
0.2 |
3.1% |
0.0 |
| Volume |
16,410 |
25,053 |
8,643 |
52.7% |
93,329 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
423.7 |
416.8 |
394.0 |
|
| R3 |
412.7 |
405.8 |
390.9 |
|
| R2 |
401.7 |
401.7 |
389.9 |
|
| R1 |
394.8 |
394.8 |
388.9 |
392.8 |
| PP |
390.7 |
390.7 |
390.7 |
389.7 |
| S1 |
383.8 |
383.8 |
386.9 |
381.8 |
| S2 |
379.7 |
379.7 |
385.9 |
|
| S3 |
368.7 |
372.8 |
384.9 |
|
| S4 |
357.7 |
361.8 |
381.9 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
477.7 |
460.0 |
402.9 |
|
| R3 |
450.5 |
432.8 |
395.4 |
|
| R2 |
423.3 |
423.3 |
392.9 |
|
| R1 |
405.6 |
405.6 |
390.4 |
400.9 |
| PP |
396.1 |
396.1 |
396.1 |
393.7 |
| S1 |
378.4 |
378.4 |
385.4 |
373.7 |
| S2 |
368.9 |
368.9 |
382.9 |
|
| S3 |
341.7 |
351.2 |
380.4 |
|
| S4 |
314.5 |
324.0 |
372.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
413.8 |
386.6 |
27.2 |
7.0% |
8.1 |
2.1% |
5% |
False |
True |
18,665 |
| 10 |
418.3 |
386.6 |
31.7 |
8.2% |
7.5 |
1.9% |
4% |
False |
True |
15,589 |
| 20 |
418.5 |
386.6 |
31.9 |
8.2% |
7.1 |
1.8% |
4% |
False |
True |
14,472 |
| 40 |
446.8 |
386.6 |
60.2 |
15.5% |
8.2 |
2.1% |
2% |
False |
True |
10,580 |
| 60 |
446.8 |
356.5 |
90.3 |
23.3% |
9.2 |
2.4% |
35% |
False |
False |
8,764 |
| 80 |
446.8 |
347.3 |
99.5 |
25.7% |
9.3 |
2.4% |
41% |
False |
False |
7,124 |
| 100 |
446.8 |
347.3 |
99.5 |
25.7% |
9.0 |
2.3% |
41% |
False |
False |
5,998 |
| 120 |
446.8 |
339.6 |
107.2 |
27.6% |
8.7 |
2.3% |
45% |
False |
False |
5,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
444.4 |
|
2.618 |
426.4 |
|
1.618 |
415.4 |
|
1.000 |
408.6 |
|
0.618 |
404.4 |
|
HIGH |
397.6 |
|
0.618 |
393.4 |
|
0.500 |
392.1 |
|
0.382 |
390.8 |
|
LOW |
386.6 |
|
0.618 |
379.8 |
|
1.000 |
375.6 |
|
1.618 |
368.8 |
|
2.618 |
357.8 |
|
4.250 |
339.9 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
392.1 |
396.4 |
| PP |
390.7 |
393.5 |
| S1 |
389.3 |
390.7 |
|