CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
431.3 |
432.1 |
0.8 |
0.2% |
421.2 |
High |
440.0 |
439.0 |
-1.0 |
-0.2% |
440.0 |
Low |
428.3 |
432.1 |
3.8 |
0.9% |
416.8 |
Close |
429.6 |
436.6 |
7.0 |
1.6% |
436.6 |
Range |
11.7 |
6.9 |
-4.8 |
-41.0% |
23.2 |
ATR |
9.5 |
9.5 |
0.0 |
-0.1% |
0.0 |
Volume |
55,722 |
27,343 |
-28,379 |
-50.9% |
209,950 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456.6 |
453.5 |
440.4 |
|
R3 |
449.7 |
446.6 |
438.5 |
|
R2 |
442.8 |
442.8 |
437.9 |
|
R1 |
439.7 |
439.7 |
437.2 |
441.3 |
PP |
435.9 |
435.9 |
435.9 |
436.7 |
S1 |
432.8 |
432.8 |
436.0 |
434.4 |
S2 |
429.0 |
429.0 |
435.3 |
|
S3 |
422.1 |
425.9 |
434.7 |
|
S4 |
415.2 |
419.0 |
432.8 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
500.7 |
491.9 |
449.4 |
|
R3 |
477.5 |
468.7 |
443.0 |
|
R2 |
454.3 |
454.3 |
440.9 |
|
R1 |
445.5 |
445.5 |
438.7 |
449.9 |
PP |
431.1 |
431.1 |
431.1 |
433.4 |
S1 |
422.3 |
422.3 |
434.5 |
426.7 |
S2 |
407.9 |
407.9 |
432.3 |
|
S3 |
384.7 |
399.1 |
430.2 |
|
S4 |
361.5 |
375.9 |
423.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
440.0 |
405.1 |
34.9 |
8.0% |
11.6 |
2.6% |
90% |
False |
False |
55,871 |
10 |
440.0 |
399.6 |
40.4 |
9.3% |
10.4 |
2.4% |
92% |
False |
False |
43,964 |
20 |
440.0 |
385.6 |
54.4 |
12.5% |
9.7 |
2.2% |
94% |
False |
False |
33,491 |
40 |
440.0 |
385.6 |
54.4 |
12.5% |
8.3 |
1.9% |
94% |
False |
False |
23,716 |
60 |
446.8 |
385.6 |
61.2 |
14.0% |
8.7 |
2.0% |
83% |
False |
False |
17,890 |
80 |
446.8 |
349.3 |
97.5 |
22.3% |
9.3 |
2.1% |
90% |
False |
False |
14,671 |
100 |
446.8 |
347.3 |
99.5 |
22.8% |
9.3 |
2.1% |
90% |
False |
False |
12,165 |
120 |
446.8 |
347.3 |
99.5 |
22.8% |
9.2 |
2.1% |
90% |
False |
False |
10,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
468.3 |
2.618 |
457.1 |
1.618 |
450.2 |
1.000 |
445.9 |
0.618 |
443.3 |
HIGH |
439.0 |
0.618 |
436.4 |
0.500 |
435.6 |
0.382 |
434.7 |
LOW |
432.1 |
0.618 |
427.8 |
1.000 |
425.2 |
1.618 |
420.9 |
2.618 |
414.0 |
4.250 |
402.8 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
436.3 |
435.1 |
PP |
435.9 |
433.6 |
S1 |
435.6 |
432.2 |
|