CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
386.5 |
389.9 |
3.4 |
0.9% |
413.6 |
| High |
390.6 |
404.0 |
13.4 |
3.4% |
413.8 |
| Low |
386.0 |
389.8 |
3.8 |
1.0% |
386.6 |
| Close |
389.9 |
397.1 |
7.2 |
1.8% |
387.9 |
| Range |
4.6 |
14.2 |
9.6 |
208.7% |
27.2 |
| ATR |
7.5 |
8.0 |
0.5 |
6.3% |
0.0 |
| Volume |
9,024 |
27,768 |
18,744 |
207.7% |
93,329 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
439.6 |
432.5 |
404.9 |
|
| R3 |
425.4 |
418.3 |
401.0 |
|
| R2 |
411.2 |
411.2 |
399.7 |
|
| R1 |
404.1 |
404.1 |
398.4 |
407.7 |
| PP |
397.0 |
397.0 |
397.0 |
398.7 |
| S1 |
389.9 |
389.9 |
395.8 |
393.5 |
| S2 |
382.8 |
382.8 |
394.5 |
|
| S3 |
368.6 |
375.7 |
393.2 |
|
| S4 |
354.4 |
361.5 |
389.3 |
|
|
| 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 |
404.0 |
385.6 |
18.4 |
4.6% |
8.7 |
2.2% |
63% |
True |
False |
18,881 |
| 10 |
417.3 |
385.6 |
31.7 |
8.0% |
7.7 |
1.9% |
36% |
False |
False |
17,707 |
| 20 |
418.3 |
385.6 |
32.7 |
8.2% |
7.5 |
1.9% |
35% |
False |
False |
14,944 |
| 40 |
446.8 |
385.6 |
61.2 |
15.4% |
7.8 |
2.0% |
19% |
False |
False |
11,805 |
| 60 |
446.8 |
379.7 |
67.1 |
16.9% |
9.1 |
2.3% |
26% |
False |
False |
9,581 |
| 80 |
446.8 |
347.3 |
99.5 |
25.1% |
9.2 |
2.3% |
50% |
False |
False |
7,910 |
| 100 |
446.8 |
347.3 |
99.5 |
25.1% |
9.1 |
2.3% |
50% |
False |
False |
6,637 |
| 120 |
446.8 |
342.8 |
104.0 |
26.2% |
8.8 |
2.2% |
52% |
False |
False |
5,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
464.4 |
|
2.618 |
441.2 |
|
1.618 |
427.0 |
|
1.000 |
418.2 |
|
0.618 |
412.8 |
|
HIGH |
404.0 |
|
0.618 |
398.6 |
|
0.500 |
396.9 |
|
0.382 |
395.2 |
|
LOW |
389.8 |
|
0.618 |
381.0 |
|
1.000 |
375.6 |
|
1.618 |
366.8 |
|
2.618 |
352.6 |
|
4.250 |
329.5 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
397.0 |
396.3 |
| PP |
397.0 |
395.6 |
| S1 |
396.9 |
394.8 |
|