CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 04-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
428.7 |
428.8 |
0.1 |
0.0% |
421.2 |
| High |
431.9 |
434.6 |
2.7 |
0.6% |
440.0 |
| Low |
423.7 |
424.0 |
0.3 |
0.1% |
416.8 |
| Close |
428.8 |
430.3 |
1.5 |
0.3% |
436.6 |
| Range |
8.2 |
10.6 |
2.4 |
29.3% |
23.2 |
| ATR |
9.8 |
9.9 |
0.1 |
0.6% |
0.0 |
| Volume |
40,557 |
38,251 |
-2,306 |
-5.7% |
209,950 |
|
| Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
461.4 |
456.5 |
436.1 |
|
| R3 |
450.8 |
445.9 |
433.2 |
|
| R2 |
440.2 |
440.2 |
432.2 |
|
| R1 |
435.3 |
435.3 |
431.3 |
437.8 |
| PP |
429.6 |
429.6 |
429.6 |
430.9 |
| S1 |
424.7 |
424.7 |
429.3 |
427.2 |
| S2 |
419.0 |
419.0 |
428.4 |
|
| S3 |
408.4 |
414.1 |
427.4 |
|
| S4 |
397.8 |
403.5 |
424.5 |
|
|
| 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% |
10.6 |
2.5% |
36% |
False |
False |
40,285 |
| 10 |
442.1 |
399.6 |
42.5 |
9.9% |
10.4 |
2.4% |
72% |
False |
False |
45,962 |
| 20 |
442.1 |
386.0 |
56.1 |
13.0% |
10.2 |
2.4% |
79% |
False |
False |
36,528 |
| 40 |
442.1 |
385.6 |
56.5 |
13.1% |
8.6 |
2.0% |
79% |
False |
False |
25,664 |
| 60 |
446.8 |
385.6 |
61.2 |
14.2% |
8.8 |
2.0% |
73% |
False |
False |
19,600 |
| 80 |
446.8 |
367.8 |
79.0 |
18.4% |
9.3 |
2.2% |
79% |
False |
False |
16,030 |
| 100 |
446.8 |
347.3 |
99.5 |
23.1% |
9.4 |
2.2% |
83% |
False |
False |
13,291 |
| 120 |
446.8 |
347.3 |
99.5 |
23.1% |
9.2 |
2.1% |
83% |
False |
False |
11,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
479.7 |
|
2.618 |
462.4 |
|
1.618 |
451.8 |
|
1.000 |
445.2 |
|
0.618 |
441.2 |
|
HIGH |
434.6 |
|
0.618 |
430.6 |
|
0.500 |
429.3 |
|
0.382 |
428.0 |
|
LOW |
424.0 |
|
0.618 |
417.4 |
|
1.000 |
413.4 |
|
1.618 |
406.8 |
|
2.618 |
396.2 |
|
4.250 |
379.0 |
|
|
| Fisher Pivots for day following 04-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
430.0 |
432.9 |
| PP |
429.6 |
432.0 |
| S1 |
429.3 |
431.2 |
|