CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
429.8 |
428.7 |
-1.1 |
-0.3% |
437.1 |
| High |
432.1 |
428.7 |
-3.4 |
-0.8% |
442.1 |
| Low |
424.1 |
422.0 |
-2.1 |
-0.5% |
422.0 |
| Close |
428.1 |
427.4 |
-0.7 |
-0.2% |
427.4 |
| Range |
8.0 |
6.7 |
-1.3 |
-16.3% |
20.1 |
| ATR |
9.8 |
9.5 |
-0.2 |
-2.2% |
0.0 |
| Volume |
31,479 |
44,026 |
12,547 |
39.9% |
193,865 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
446.1 |
443.5 |
431.1 |
|
| R3 |
439.4 |
436.8 |
429.2 |
|
| R2 |
432.7 |
432.7 |
428.6 |
|
| R1 |
430.1 |
430.1 |
428.0 |
428.1 |
| PP |
426.0 |
426.0 |
426.0 |
425.0 |
| S1 |
423.4 |
423.4 |
426.8 |
421.4 |
| S2 |
419.3 |
419.3 |
426.2 |
|
| S3 |
412.6 |
416.7 |
425.6 |
|
| S4 |
405.9 |
410.0 |
423.7 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
490.8 |
479.2 |
438.5 |
|
| R3 |
470.7 |
459.1 |
432.9 |
|
| R2 |
450.6 |
450.6 |
431.1 |
|
| R1 |
439.0 |
439.0 |
429.2 |
434.8 |
| PP |
430.5 |
430.5 |
430.5 |
428.4 |
| S1 |
418.9 |
418.9 |
425.6 |
414.7 |
| S2 |
410.4 |
410.4 |
423.7 |
|
| S3 |
390.3 |
398.8 |
421.9 |
|
| S4 |
370.2 |
378.7 |
416.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
442.1 |
422.0 |
20.1 |
4.7% |
9.8 |
2.3% |
27% |
False |
True |
38,773 |
| 10 |
442.1 |
405.1 |
37.0 |
8.7% |
10.7 |
2.5% |
60% |
False |
False |
47,322 |
| 20 |
442.1 |
396.3 |
45.8 |
10.7% |
10.0 |
2.3% |
68% |
False |
False |
38,464 |
| 40 |
442.1 |
385.6 |
56.5 |
13.2% |
8.8 |
2.0% |
74% |
False |
False |
26,704 |
| 60 |
446.8 |
385.6 |
61.2 |
14.3% |
8.5 |
2.0% |
68% |
False |
False |
20,691 |
| 80 |
446.8 |
379.7 |
67.1 |
15.7% |
9.3 |
2.2% |
71% |
False |
False |
16,801 |
| 100 |
446.8 |
347.3 |
99.5 |
23.3% |
9.3 |
2.2% |
81% |
False |
False |
14,021 |
| 120 |
446.8 |
347.3 |
99.5 |
23.3% |
9.2 |
2.2% |
81% |
False |
False |
11,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
457.2 |
|
2.618 |
446.2 |
|
1.618 |
439.5 |
|
1.000 |
435.4 |
|
0.618 |
432.8 |
|
HIGH |
428.7 |
|
0.618 |
426.1 |
|
0.500 |
425.4 |
|
0.382 |
424.6 |
|
LOW |
422.0 |
|
0.618 |
417.9 |
|
1.000 |
415.3 |
|
1.618 |
411.2 |
|
2.618 |
404.5 |
|
4.250 |
393.5 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
426.7 |
428.3 |
| PP |
426.0 |
428.0 |
| S1 |
425.4 |
427.7 |
|