CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
388.1 |
390.3 |
2.2 |
0.6% |
413.6 |
| High |
393.5 |
392.1 |
-1.4 |
-0.4% |
413.8 |
| Low |
386.3 |
385.6 |
-0.7 |
-0.2% |
386.6 |
| Close |
390.3 |
386.7 |
-3.6 |
-0.9% |
387.9 |
| Range |
7.2 |
6.5 |
-0.7 |
-9.7% |
27.2 |
| ATR |
7.8 |
7.7 |
-0.1 |
-1.2% |
0.0 |
| Volume |
20,763 |
11,797 |
-8,966 |
-43.2% |
93,329 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407.6 |
403.7 |
390.3 |
|
| R3 |
401.1 |
397.2 |
388.5 |
|
| R2 |
394.6 |
394.6 |
387.9 |
|
| R1 |
390.7 |
390.7 |
387.3 |
389.4 |
| PP |
388.1 |
388.1 |
388.1 |
387.5 |
| S1 |
384.2 |
384.2 |
386.1 |
382.9 |
| S2 |
381.6 |
381.6 |
385.5 |
|
| S3 |
375.1 |
377.7 |
384.9 |
|
| S4 |
368.6 |
371.2 |
383.1 |
|
|
| 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 |
406.1 |
385.6 |
20.5 |
5.3% |
7.8 |
2.0% |
5% |
False |
True |
17,733 |
| 10 |
418.3 |
385.6 |
32.7 |
8.5% |
7.5 |
1.9% |
3% |
False |
True |
16,767 |
| 20 |
418.3 |
385.6 |
32.7 |
8.5% |
7.1 |
1.8% |
3% |
False |
True |
14,801 |
| 40 |
446.8 |
385.6 |
61.2 |
15.8% |
8.1 |
2.1% |
2% |
False |
True |
11,137 |
| 60 |
446.8 |
367.8 |
79.0 |
20.4% |
9.1 |
2.3% |
24% |
False |
False |
9,197 |
| 80 |
446.8 |
347.3 |
99.5 |
25.7% |
9.1 |
2.4% |
40% |
False |
False |
7,482 |
| 100 |
446.8 |
347.3 |
99.5 |
25.7% |
9.0 |
2.3% |
40% |
False |
False |
6,292 |
| 120 |
446.8 |
340.5 |
106.3 |
27.5% |
8.8 |
2.3% |
43% |
False |
False |
5,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
419.7 |
|
2.618 |
409.1 |
|
1.618 |
402.6 |
|
1.000 |
398.6 |
|
0.618 |
396.1 |
|
HIGH |
392.1 |
|
0.618 |
389.6 |
|
0.500 |
388.9 |
|
0.382 |
388.1 |
|
LOW |
385.6 |
|
0.618 |
381.6 |
|
1.000 |
379.1 |
|
1.618 |
375.1 |
|
2.618 |
368.6 |
|
4.250 |
358.0 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
388.9 |
391.6 |
| PP |
388.1 |
390.0 |
| S1 |
387.4 |
388.3 |
|