CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 20-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
409.6 |
405.2 |
-4.4 |
-1.1% |
414.1 |
High |
412.3 |
406.8 |
-5.5 |
-1.3% |
422.6 |
Low |
401.5 |
401.8 |
0.3 |
0.1% |
404.6 |
Close |
404.9 |
402.9 |
-2.0 |
-0.5% |
405.7 |
Range |
10.8 |
5.0 |
-5.8 |
-53.7% |
18.0 |
ATR |
8.9 |
8.7 |
-0.3 |
-3.1% |
0.0 |
Volume |
38,345 |
23,354 |
-14,991 |
-39.1% |
138,389 |
|
Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
418.8 |
415.9 |
405.7 |
|
R3 |
413.8 |
410.9 |
404.3 |
|
R2 |
408.8 |
408.8 |
403.8 |
|
R1 |
405.9 |
405.9 |
403.4 |
404.9 |
PP |
403.8 |
403.8 |
403.8 |
403.3 |
S1 |
400.9 |
400.9 |
402.4 |
399.9 |
S2 |
398.8 |
398.8 |
402.0 |
|
S3 |
393.8 |
395.9 |
401.5 |
|
S4 |
388.8 |
390.9 |
400.2 |
|
|
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 |
420.0 |
401.5 |
18.5 |
4.6% |
9.1 |
2.3% |
8% |
False |
False |
28,947 |
10 |
422.6 |
389.8 |
32.8 |
8.1% |
10.1 |
2.5% |
40% |
False |
False |
28,527 |
20 |
422.6 |
385.6 |
37.0 |
9.2% |
8.5 |
2.1% |
47% |
False |
False |
22,378 |
40 |
422.6 |
385.6 |
37.0 |
9.2% |
7.9 |
2.0% |
47% |
False |
False |
17,074 |
60 |
446.8 |
385.6 |
61.2 |
15.2% |
8.7 |
2.2% |
28% |
False |
False |
13,131 |
80 |
446.8 |
347.3 |
99.5 |
24.7% |
9.1 |
2.3% |
56% |
False |
False |
10,868 |
100 |
446.8 |
347.3 |
99.5 |
24.7% |
9.2 |
2.3% |
56% |
False |
False |
9,083 |
120 |
446.8 |
347.3 |
99.5 |
24.7% |
9.0 |
2.2% |
56% |
False |
False |
7,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
428.1 |
2.618 |
419.9 |
1.618 |
414.9 |
1.000 |
411.8 |
0.618 |
409.9 |
HIGH |
406.8 |
0.618 |
404.9 |
0.500 |
404.3 |
0.382 |
403.7 |
LOW |
401.8 |
0.618 |
398.7 |
1.000 |
396.8 |
1.618 |
393.7 |
2.618 |
388.7 |
4.250 |
380.6 |
|
|
Fisher Pivots for day following 20-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
404.3 |
406.9 |
PP |
403.8 |
405.6 |
S1 |
403.4 |
404.2 |
|