CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 13-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
415.7 |
420.7 |
5.0 |
1.2% |
388.1 |
High |
422.6 |
422.1 |
-0.5 |
-0.1% |
415.9 |
Low |
414.4 |
415.4 |
1.0 |
0.2% |
385.6 |
Close |
421.4 |
418.1 |
-3.3 |
-0.8% |
414.9 |
Range |
8.2 |
6.7 |
-1.5 |
-18.3% |
30.3 |
ATR |
8.6 |
8.5 |
-0.1 |
-1.6% |
0.0 |
Volume |
28,441 |
28,332 |
-109 |
-0.4% |
104,098 |
|
Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438.6 |
435.1 |
421.8 |
|
R3 |
431.9 |
428.4 |
419.9 |
|
R2 |
425.2 |
425.2 |
419.3 |
|
R1 |
421.7 |
421.7 |
418.7 |
420.1 |
PP |
418.5 |
418.5 |
418.5 |
417.8 |
S1 |
415.0 |
415.0 |
417.5 |
413.4 |
S2 |
411.8 |
411.8 |
416.9 |
|
S3 |
405.1 |
408.3 |
416.3 |
|
S4 |
398.4 |
401.6 |
414.4 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
496.4 |
485.9 |
431.6 |
|
R3 |
466.1 |
455.6 |
423.2 |
|
R2 |
435.8 |
435.8 |
420.5 |
|
R1 |
425.3 |
425.3 |
417.7 |
430.6 |
PP |
405.5 |
405.5 |
405.5 |
408.1 |
S1 |
395.0 |
395.0 |
412.1 |
400.3 |
S2 |
375.2 |
375.2 |
409.3 |
|
S3 |
344.9 |
364.7 |
406.6 |
|
S4 |
314.6 |
334.4 |
398.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
422.6 |
389.8 |
32.8 |
7.8% |
11.1 |
2.7% |
86% |
False |
False |
28,106 |
10 |
422.6 |
385.6 |
37.0 |
8.8% |
9.5 |
2.3% |
88% |
False |
False |
22,358 |
20 |
422.6 |
385.6 |
37.0 |
8.8% |
8.3 |
2.0% |
88% |
False |
False |
18,290 |
40 |
429.3 |
385.6 |
43.7 |
10.5% |
7.8 |
1.9% |
74% |
False |
False |
13,973 |
60 |
446.8 |
385.6 |
61.2 |
14.6% |
9.2 |
2.2% |
53% |
False |
False |
11,142 |
80 |
446.8 |
347.3 |
99.5 |
23.8% |
9.2 |
2.2% |
71% |
False |
False |
9,223 |
100 |
446.8 |
347.3 |
99.5 |
23.8% |
9.2 |
2.2% |
71% |
False |
False |
7,722 |
120 |
446.8 |
347.3 |
99.5 |
23.8% |
9.0 |
2.2% |
71% |
False |
False |
6,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
450.6 |
2.618 |
439.6 |
1.618 |
432.9 |
1.000 |
428.8 |
0.618 |
426.2 |
HIGH |
422.1 |
0.618 |
419.5 |
0.500 |
418.8 |
0.382 |
418.0 |
LOW |
415.4 |
0.618 |
411.3 |
1.000 |
408.7 |
1.618 |
404.6 |
2.618 |
397.9 |
4.250 |
386.9 |
|
|
Fisher Pivots for day following 13-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
418.8 |
417.6 |
PP |
418.5 |
417.0 |
S1 |
418.3 |
416.5 |
|