CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
437.1 |
428.7 |
-8.4 |
-1.9% |
421.2 |
High |
442.1 |
431.9 |
-10.2 |
-2.3% |
440.0 |
Low |
426.5 |
423.7 |
-2.8 |
-0.7% |
416.8 |
Close |
428.8 |
428.8 |
0.0 |
0.0% |
436.6 |
Range |
15.6 |
8.2 |
-7.4 |
-47.4% |
23.2 |
ATR |
10.0 |
9.8 |
-0.1 |
-1.3% |
0.0 |
Volume |
39,552 |
40,557 |
1,005 |
2.5% |
209,950 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
452.7 |
449.0 |
433.3 |
|
R3 |
444.5 |
440.8 |
431.1 |
|
R2 |
436.3 |
436.3 |
430.3 |
|
R1 |
432.6 |
432.6 |
429.6 |
434.5 |
PP |
428.1 |
428.1 |
428.1 |
429.1 |
S1 |
424.4 |
424.4 |
428.0 |
426.3 |
S2 |
419.9 |
419.9 |
427.3 |
|
S3 |
411.7 |
416.2 |
426.5 |
|
S4 |
403.5 |
408.0 |
424.3 |
|
|
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 |
442.1 |
423.7 |
18.4 |
4.3% |
10.1 |
2.4% |
28% |
False |
True |
45,968 |
10 |
442.1 |
399.6 |
42.5 |
9.9% |
10.4 |
2.4% |
69% |
False |
False |
45,972 |
20 |
442.1 |
385.6 |
56.5 |
13.2% |
10.0 |
2.3% |
76% |
False |
False |
35,205 |
40 |
442.1 |
385.6 |
56.5 |
13.2% |
8.6 |
2.0% |
76% |
False |
False |
25,080 |
60 |
446.8 |
385.6 |
61.2 |
14.3% |
8.8 |
2.0% |
71% |
False |
False |
19,049 |
80 |
446.8 |
360.3 |
86.5 |
20.2% |
9.4 |
2.2% |
79% |
False |
False |
15,590 |
100 |
446.8 |
347.3 |
99.5 |
23.2% |
9.3 |
2.2% |
82% |
False |
False |
12,929 |
120 |
446.8 |
347.3 |
99.5 |
23.2% |
9.2 |
2.1% |
82% |
False |
False |
11,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
466.8 |
2.618 |
453.4 |
1.618 |
445.2 |
1.000 |
440.1 |
0.618 |
437.0 |
HIGH |
431.9 |
0.618 |
428.8 |
0.500 |
427.8 |
0.382 |
426.8 |
LOW |
423.7 |
0.618 |
418.6 |
1.000 |
415.5 |
1.618 |
410.4 |
2.618 |
402.2 |
4.250 |
388.9 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
428.5 |
432.9 |
PP |
428.1 |
431.5 |
S1 |
427.8 |
430.2 |
|