CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
428.0 |
431.3 |
3.3 |
0.8% |
405.4 |
| High |
432.5 |
440.0 |
7.5 |
1.7% |
421.9 |
| Low |
424.3 |
428.3 |
4.0 |
0.9% |
399.6 |
| Close |
431.9 |
429.6 |
-2.3 |
-0.5% |
421.0 |
| Range |
8.2 |
11.7 |
3.5 |
42.7% |
22.3 |
| ATR |
9.4 |
9.5 |
0.2 |
1.8% |
0.0 |
| Volume |
66,666 |
55,722 |
-10,944 |
-16.4% |
192,332 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.7 |
460.4 |
436.0 |
|
| R3 |
456.0 |
448.7 |
432.8 |
|
| R2 |
444.3 |
444.3 |
431.7 |
|
| R1 |
437.0 |
437.0 |
430.7 |
434.8 |
| PP |
432.6 |
432.6 |
432.6 |
431.6 |
| S1 |
425.3 |
425.3 |
428.5 |
423.1 |
| S2 |
420.9 |
420.9 |
427.5 |
|
| S3 |
409.2 |
413.6 |
426.4 |
|
| S4 |
397.5 |
401.9 |
423.2 |
|
|
| 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 |
440.0 |
399.6 |
40.4 |
9.4% |
11.5 |
2.7% |
74% |
True |
False |
58,114 |
| 10 |
440.0 |
399.6 |
40.4 |
9.4% |
10.3 |
2.4% |
74% |
True |
False |
43,530 |
| 20 |
440.0 |
385.6 |
54.4 |
12.7% |
9.9 |
2.3% |
81% |
True |
False |
32,944 |
| 40 |
440.0 |
385.6 |
54.4 |
12.7% |
8.3 |
1.9% |
81% |
True |
False |
23,315 |
| 60 |
446.8 |
385.6 |
61.2 |
14.2% |
8.8 |
2.0% |
72% |
False |
False |
17,537 |
| 80 |
446.8 |
347.6 |
99.2 |
23.1% |
9.3 |
2.2% |
83% |
False |
False |
14,381 |
| 100 |
446.8 |
347.3 |
99.5 |
23.2% |
9.4 |
2.2% |
83% |
False |
False |
11,914 |
| 120 |
446.8 |
347.3 |
99.5 |
23.2% |
9.2 |
2.1% |
83% |
False |
False |
10,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
489.7 |
|
2.618 |
470.6 |
|
1.618 |
458.9 |
|
1.000 |
451.7 |
|
0.618 |
447.2 |
|
HIGH |
440.0 |
|
0.618 |
435.5 |
|
0.500 |
434.2 |
|
0.382 |
432.8 |
|
LOW |
428.3 |
|
0.618 |
421.1 |
|
1.000 |
416.6 |
|
1.618 |
409.4 |
|
2.618 |
397.7 |
|
4.250 |
378.6 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
434.2 |
429.2 |
| PP |
432.6 |
428.8 |
| S1 |
431.1 |
428.4 |
|