CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 15-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
417.8 |
418.4 |
0.6 |
0.1% |
414.1 |
High |
420.0 |
419.3 |
-0.7 |
-0.2% |
422.6 |
Low |
414.5 |
404.6 |
-9.9 |
-2.4% |
404.6 |
Close |
418.9 |
405.7 |
-13.2 |
-3.2% |
405.7 |
Range |
5.5 |
14.7 |
9.2 |
167.3% |
18.0 |
ATR |
8.3 |
8.7 |
0.5 |
5.5% |
0.0 |
Volume |
23,005 |
37,365 |
14,360 |
62.4% |
138,389 |
|
Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
454.0 |
444.5 |
413.8 |
|
R3 |
439.3 |
429.8 |
409.7 |
|
R2 |
424.6 |
424.6 |
408.4 |
|
R1 |
415.1 |
415.1 |
407.0 |
412.5 |
PP |
409.9 |
409.9 |
409.9 |
408.6 |
S1 |
400.4 |
400.4 |
404.4 |
397.8 |
S2 |
395.2 |
395.2 |
403.0 |
|
S3 |
380.5 |
385.7 |
401.7 |
|
S4 |
365.8 |
371.0 |
397.6 |
|
|
Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465.0 |
453.3 |
415.6 |
|
R3 |
447.0 |
435.3 |
410.7 |
|
R2 |
429.0 |
429.0 |
409.0 |
|
R1 |
417.3 |
417.3 |
407.4 |
414.2 |
PP |
411.0 |
411.0 |
411.0 |
409.4 |
S1 |
399.3 |
399.3 |
404.1 |
396.2 |
S2 |
393.0 |
393.0 |
402.4 |
|
S3 |
375.0 |
381.3 |
400.8 |
|
S4 |
357.0 |
363.3 |
395.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
422.6 |
404.6 |
18.0 |
4.4% |
8.4 |
2.1% |
6% |
False |
True |
27,677 |
10 |
422.6 |
385.6 |
37.0 |
9.1% |
9.4 |
2.3% |
54% |
False |
False |
24,248 |
20 |
422.6 |
385.6 |
37.0 |
9.1% |
8.4 |
2.1% |
54% |
False |
False |
19,918 |
40 |
422.6 |
385.6 |
37.0 |
9.1% |
7.7 |
1.9% |
54% |
False |
False |
15,302 |
60 |
446.8 |
385.6 |
61.2 |
15.1% |
9.2 |
2.3% |
33% |
False |
False |
12,006 |
80 |
446.8 |
347.3 |
99.5 |
24.5% |
9.1 |
2.2% |
59% |
False |
False |
9,903 |
100 |
446.8 |
347.3 |
99.5 |
24.5% |
9.3 |
2.3% |
59% |
False |
False |
8,283 |
120 |
446.8 |
347.3 |
99.5 |
24.5% |
9.0 |
2.2% |
59% |
False |
False |
7,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
481.8 |
2.618 |
457.8 |
1.618 |
443.1 |
1.000 |
434.0 |
0.618 |
428.4 |
HIGH |
419.3 |
0.618 |
413.7 |
0.500 |
412.0 |
0.382 |
410.2 |
LOW |
404.6 |
0.618 |
395.5 |
1.000 |
389.9 |
1.618 |
380.8 |
2.618 |
366.1 |
4.250 |
342.1 |
|
|
Fisher Pivots for day following 15-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
412.0 |
413.4 |
PP |
409.9 |
410.8 |
S1 |
407.8 |
408.3 |
|