CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 21-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
405.2 |
403.2 |
-2.0 |
-0.5% |
414.1 |
High |
406.8 |
406.1 |
-0.7 |
-0.2% |
422.6 |
Low |
401.8 |
399.6 |
-2.2 |
-0.5% |
404.6 |
Close |
402.9 |
405.5 |
2.6 |
0.6% |
405.7 |
Range |
5.0 |
6.5 |
1.5 |
30.0% |
18.0 |
ATR |
8.7 |
8.5 |
-0.2 |
-1.8% |
0.0 |
Volume |
23,354 |
38,556 |
15,202 |
65.1% |
138,389 |
|
Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
423.2 |
420.9 |
409.1 |
|
R3 |
416.7 |
414.4 |
407.3 |
|
R2 |
410.2 |
410.2 |
406.7 |
|
R1 |
407.9 |
407.9 |
406.1 |
409.1 |
PP |
403.7 |
403.7 |
403.7 |
404.3 |
S1 |
401.4 |
401.4 |
404.9 |
402.6 |
S2 |
397.2 |
397.2 |
404.3 |
|
S3 |
390.7 |
394.9 |
403.7 |
|
S4 |
384.2 |
388.4 |
401.9 |
|
|
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 |
419.3 |
399.6 |
19.7 |
4.9% |
9.3 |
2.3% |
30% |
False |
True |
32,057 |
10 |
422.6 |
396.3 |
26.3 |
6.5% |
9.3 |
2.3% |
35% |
False |
False |
29,605 |
20 |
422.6 |
385.6 |
37.0 |
9.1% |
8.5 |
2.1% |
54% |
False |
False |
23,656 |
40 |
422.6 |
385.6 |
37.0 |
9.1% |
7.9 |
2.0% |
54% |
False |
False |
17,916 |
60 |
446.8 |
385.6 |
61.2 |
15.1% |
8.7 |
2.1% |
33% |
False |
False |
13,637 |
80 |
446.8 |
347.3 |
99.5 |
24.5% |
9.1 |
2.2% |
58% |
False |
False |
11,335 |
100 |
446.8 |
347.3 |
99.5 |
24.5% |
9.2 |
2.3% |
58% |
False |
False |
9,451 |
120 |
446.8 |
347.3 |
99.5 |
24.5% |
9.0 |
2.2% |
58% |
False |
False |
8,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
433.7 |
2.618 |
423.1 |
1.618 |
416.6 |
1.000 |
412.6 |
0.618 |
410.1 |
HIGH |
406.1 |
0.618 |
403.6 |
0.500 |
402.9 |
0.382 |
402.1 |
LOW |
399.6 |
0.618 |
395.6 |
1.000 |
393.1 |
1.618 |
389.1 |
2.618 |
382.6 |
4.250 |
372.0 |
|
|
Fisher Pivots for day following 21-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
404.6 |
406.0 |
PP |
403.7 |
405.8 |
S1 |
402.9 |
405.7 |
|