CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
397.2 |
388.1 |
-9.1 |
-2.3% |
413.6 |
| High |
397.6 |
393.5 |
-4.1 |
-1.0% |
413.8 |
| Low |
386.6 |
386.3 |
-0.3 |
-0.1% |
386.6 |
| Close |
387.9 |
390.3 |
2.4 |
0.6% |
387.9 |
| Range |
11.0 |
7.2 |
-3.8 |
-34.5% |
27.2 |
| ATR |
7.9 |
7.8 |
0.0 |
-0.6% |
0.0 |
| Volume |
25,053 |
20,763 |
-4,290 |
-17.1% |
93,329 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
411.6 |
408.2 |
394.3 |
|
| R3 |
404.4 |
401.0 |
392.3 |
|
| R2 |
397.2 |
397.2 |
391.6 |
|
| R1 |
393.8 |
393.8 |
391.0 |
395.5 |
| PP |
390.0 |
390.0 |
390.0 |
390.9 |
| S1 |
386.6 |
386.6 |
389.6 |
388.3 |
| S2 |
382.8 |
382.8 |
389.0 |
|
| S3 |
375.6 |
379.4 |
388.3 |
|
| S4 |
368.4 |
372.2 |
386.3 |
|
|
| 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 |
406.5 |
386.3 |
20.2 |
5.2% |
7.5 |
1.9% |
20% |
False |
True |
19,913 |
| 10 |
418.3 |
386.3 |
32.0 |
8.2% |
7.4 |
1.9% |
13% |
False |
True |
16,498 |
| 20 |
418.5 |
386.3 |
32.2 |
8.3% |
7.2 |
1.8% |
12% |
False |
True |
14,954 |
| 40 |
446.8 |
386.3 |
60.5 |
15.5% |
8.1 |
2.1% |
7% |
False |
True |
10,971 |
| 60 |
446.8 |
360.3 |
86.5 |
22.2% |
9.2 |
2.4% |
35% |
False |
False |
9,052 |
| 80 |
446.8 |
347.3 |
99.5 |
25.5% |
9.1 |
2.3% |
43% |
False |
False |
7,360 |
| 100 |
446.8 |
347.3 |
99.5 |
25.5% |
9.0 |
2.3% |
43% |
False |
False |
6,187 |
| 120 |
446.8 |
339.6 |
107.2 |
27.5% |
8.8 |
2.2% |
47% |
False |
False |
5,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
424.1 |
|
2.618 |
412.3 |
|
1.618 |
405.1 |
|
1.000 |
400.7 |
|
0.618 |
397.9 |
|
HIGH |
393.5 |
|
0.618 |
390.7 |
|
0.500 |
389.9 |
|
0.382 |
389.1 |
|
LOW |
386.3 |
|
0.618 |
381.9 |
|
1.000 |
379.1 |
|
1.618 |
374.7 |
|
2.618 |
367.5 |
|
4.250 |
355.7 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
390.2 |
396.2 |
| PP |
390.0 |
394.2 |
| S1 |
389.9 |
392.3 |
|