CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
428.8 |
429.8 |
1.0 |
0.2% |
421.2 |
| High |
434.6 |
432.1 |
-2.5 |
-0.6% |
440.0 |
| Low |
424.0 |
424.1 |
0.1 |
0.0% |
416.8 |
| Close |
430.3 |
428.1 |
-2.2 |
-0.5% |
436.6 |
| Range |
10.6 |
8.0 |
-2.6 |
-24.5% |
23.2 |
| ATR |
9.9 |
9.8 |
-0.1 |
-1.4% |
0.0 |
| Volume |
38,251 |
31,479 |
-6,772 |
-17.7% |
209,950 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
452.1 |
448.1 |
432.5 |
|
| R3 |
444.1 |
440.1 |
430.3 |
|
| R2 |
436.1 |
436.1 |
429.6 |
|
| R1 |
432.1 |
432.1 |
428.8 |
430.1 |
| PP |
428.1 |
428.1 |
428.1 |
427.1 |
| S1 |
424.1 |
424.1 |
427.4 |
422.1 |
| S2 |
420.1 |
420.1 |
426.6 |
|
| S3 |
412.1 |
416.1 |
425.9 |
|
| S4 |
404.1 |
408.1 |
423.7 |
|
|
| 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% |
9.9 |
2.3% |
24% |
False |
False |
35,436 |
| 10 |
442.1 |
399.6 |
42.5 |
9.9% |
10.7 |
2.5% |
67% |
False |
False |
46,775 |
| 20 |
442.1 |
389.8 |
52.3 |
12.2% |
10.4 |
2.4% |
73% |
False |
False |
37,651 |
| 40 |
442.1 |
385.6 |
56.5 |
13.2% |
8.7 |
2.0% |
75% |
False |
False |
26,037 |
| 60 |
446.8 |
385.6 |
61.2 |
14.3% |
8.8 |
2.1% |
69% |
False |
False |
20,033 |
| 80 |
446.8 |
367.8 |
79.0 |
18.5% |
9.4 |
2.2% |
76% |
False |
False |
16,316 |
| 100 |
446.8 |
347.3 |
99.5 |
23.2% |
9.3 |
2.2% |
81% |
False |
False |
13,592 |
| 120 |
446.8 |
347.3 |
99.5 |
23.2% |
9.2 |
2.2% |
81% |
False |
False |
11,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
466.1 |
|
2.618 |
453.0 |
|
1.618 |
445.0 |
|
1.000 |
440.1 |
|
0.618 |
437.0 |
|
HIGH |
432.1 |
|
0.618 |
429.0 |
|
0.500 |
428.1 |
|
0.382 |
427.2 |
|
LOW |
424.1 |
|
0.618 |
419.2 |
|
1.000 |
416.1 |
|
1.618 |
411.2 |
|
2.618 |
403.2 |
|
4.250 |
390.1 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
428.1 |
429.2 |
| PP |
428.1 |
428.8 |
| S1 |
428.1 |
428.5 |
|