CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
405.4 |
421.2 |
15.8 |
3.9% |
405.4 |
| High |
421.9 |
431.0 |
9.1 |
2.2% |
421.9 |
| Low |
405.1 |
416.8 |
11.7 |
2.9% |
399.6 |
| Close |
421.0 |
428.4 |
7.4 |
1.8% |
421.0 |
| Range |
16.8 |
14.2 |
-2.6 |
-15.5% |
22.3 |
| ATR |
9.1 |
9.5 |
0.4 |
4.0% |
0.0 |
| Volume |
69,409 |
60,219 |
-9,190 |
-13.2% |
192,332 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
468.0 |
462.4 |
436.2 |
|
| R3 |
453.8 |
448.2 |
432.3 |
|
| R2 |
439.6 |
439.6 |
431.0 |
|
| R1 |
434.0 |
434.0 |
429.7 |
436.8 |
| PP |
425.4 |
425.4 |
425.4 |
426.8 |
| S1 |
419.8 |
419.8 |
427.1 |
422.6 |
| S2 |
411.2 |
411.2 |
425.8 |
|
| S3 |
397.0 |
405.6 |
424.5 |
|
| S4 |
382.8 |
391.4 |
420.6 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
481.1 |
473.3 |
433.3 |
|
| R3 |
458.8 |
451.0 |
427.1 |
|
| R2 |
436.5 |
436.5 |
425.1 |
|
| R1 |
428.7 |
428.7 |
423.0 |
432.6 |
| PP |
414.2 |
414.2 |
414.2 |
416.1 |
| S1 |
406.4 |
406.4 |
419.0 |
410.3 |
| S2 |
391.9 |
391.9 |
416.9 |
|
| S3 |
369.6 |
384.1 |
414.9 |
|
| S4 |
347.3 |
361.8 |
408.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
431.0 |
399.6 |
31.4 |
7.3% |
10.7 |
2.5% |
92% |
True |
False |
45,976 |
| 10 |
431.0 |
399.6 |
31.4 |
7.3% |
9.8 |
2.3% |
92% |
True |
False |
36,969 |
| 20 |
431.0 |
385.6 |
45.4 |
10.6% |
9.3 |
2.2% |
94% |
True |
False |
28,692 |
| 40 |
431.0 |
385.6 |
45.4 |
10.6% |
8.2 |
1.9% |
94% |
True |
False |
20,764 |
| 60 |
446.8 |
385.6 |
61.2 |
14.3% |
8.9 |
2.1% |
70% |
False |
False |
15,670 |
| 80 |
446.8 |
347.3 |
99.5 |
23.2% |
9.2 |
2.1% |
82% |
False |
False |
12,910 |
| 100 |
446.8 |
347.3 |
99.5 |
23.2% |
9.4 |
2.2% |
82% |
False |
False |
10,715 |
| 120 |
446.8 |
347.3 |
99.5 |
23.2% |
9.2 |
2.1% |
82% |
False |
False |
9,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
491.4 |
|
2.618 |
468.2 |
|
1.618 |
454.0 |
|
1.000 |
445.2 |
|
0.618 |
439.8 |
|
HIGH |
431.0 |
|
0.618 |
425.6 |
|
0.500 |
423.9 |
|
0.382 |
422.2 |
|
LOW |
416.8 |
|
0.618 |
408.0 |
|
1.000 |
402.6 |
|
1.618 |
393.8 |
|
2.618 |
379.6 |
|
4.250 |
356.5 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
426.9 |
424.0 |
| PP |
425.4 |
419.7 |
| S1 |
423.9 |
415.3 |
|