CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 19-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
405.4 |
409.6 |
4.2 |
1.0% |
414.1 |
High |
411.7 |
412.3 |
0.6 |
0.1% |
422.6 |
Low |
402.2 |
401.5 |
-0.7 |
-0.2% |
404.6 |
Close |
410.5 |
404.9 |
-5.6 |
-1.4% |
405.7 |
Range |
9.5 |
10.8 |
1.3 |
13.7% |
18.0 |
ATR |
8.8 |
8.9 |
0.1 |
1.6% |
0.0 |
Volume |
22,668 |
38,345 |
15,677 |
69.2% |
138,389 |
|
Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438.6 |
432.6 |
410.8 |
|
R3 |
427.8 |
421.8 |
407.9 |
|
R2 |
417.0 |
417.0 |
406.9 |
|
R1 |
411.0 |
411.0 |
405.9 |
408.6 |
PP |
406.2 |
406.2 |
406.2 |
405.1 |
S1 |
400.2 |
400.2 |
403.9 |
397.8 |
S2 |
395.4 |
395.4 |
402.9 |
|
S3 |
384.6 |
389.4 |
401.9 |
|
S4 |
373.8 |
378.6 |
399.0 |
|
|
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 |
422.1 |
401.5 |
20.6 |
5.1% |
9.4 |
2.3% |
17% |
False |
True |
29,943 |
10 |
422.6 |
386.0 |
36.6 |
9.0% |
10.1 |
2.5% |
52% |
False |
False |
27,094 |
20 |
422.6 |
385.6 |
37.0 |
9.1% |
8.8 |
2.2% |
52% |
False |
False |
21,930 |
40 |
422.6 |
385.6 |
37.0 |
9.1% |
7.9 |
2.0% |
52% |
False |
False |
16,614 |
60 |
446.8 |
385.6 |
61.2 |
15.1% |
8.9 |
2.2% |
32% |
False |
False |
12,834 |
80 |
446.8 |
347.3 |
99.5 |
24.6% |
9.1 |
2.3% |
58% |
False |
False |
10,594 |
100 |
446.8 |
347.3 |
99.5 |
24.6% |
9.3 |
2.3% |
58% |
False |
False |
8,871 |
120 |
446.8 |
347.3 |
99.5 |
24.6% |
9.0 |
2.2% |
58% |
False |
False |
7,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
458.2 |
2.618 |
440.6 |
1.618 |
429.8 |
1.000 |
423.1 |
0.618 |
419.0 |
HIGH |
412.3 |
0.618 |
408.2 |
0.500 |
406.9 |
0.382 |
405.6 |
LOW |
401.5 |
0.618 |
394.8 |
1.000 |
390.7 |
1.618 |
384.0 |
2.618 |
373.2 |
4.250 |
355.6 |
|
|
Fisher Pivots for day following 19-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
406.9 |
410.4 |
PP |
406.2 |
408.6 |
S1 |
405.6 |
406.7 |
|