CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
427.2 |
438.4 |
11.2 |
2.6% |
437.1 |
High |
439.5 |
444.4 |
4.9 |
1.1% |
442.1 |
Low |
426.6 |
435.0 |
8.4 |
2.0% |
422.0 |
Close |
438.7 |
438.3 |
-0.4 |
-0.1% |
427.4 |
Range |
12.9 |
9.4 |
-3.5 |
-27.1% |
20.1 |
ATR |
9.8 |
9.8 |
0.0 |
-0.3% |
0.0 |
Volume |
53,431 |
59,341 |
5,910 |
11.1% |
193,865 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
467.4 |
462.3 |
443.5 |
|
R3 |
458.0 |
452.9 |
440.9 |
|
R2 |
448.6 |
448.6 |
440.0 |
|
R1 |
443.5 |
443.5 |
439.2 |
441.4 |
PP |
439.2 |
439.2 |
439.2 |
438.2 |
S1 |
434.1 |
434.1 |
437.4 |
432.0 |
S2 |
429.8 |
429.8 |
436.6 |
|
S3 |
420.4 |
424.7 |
435.7 |
|
S4 |
411.0 |
415.3 |
433.1 |
|
|
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 |
444.4 |
422.0 |
22.4 |
5.1% |
9.5 |
2.2% |
73% |
True |
False |
45,305 |
10 |
444.4 |
422.0 |
22.4 |
5.1% |
9.8 |
2.2% |
73% |
True |
False |
45,636 |
20 |
444.4 |
399.6 |
44.8 |
10.2% |
9.8 |
2.2% |
86% |
True |
False |
41,303 |
40 |
444.4 |
385.6 |
58.8 |
13.4% |
8.9 |
2.0% |
90% |
True |
False |
28,793 |
60 |
444.4 |
385.6 |
58.8 |
13.4% |
8.5 |
1.9% |
90% |
True |
False |
22,286 |
80 |
446.8 |
385.6 |
61.2 |
14.0% |
9.4 |
2.1% |
86% |
False |
False |
18,086 |
100 |
446.8 |
347.3 |
99.5 |
22.7% |
9.4 |
2.1% |
91% |
False |
False |
15,115 |
120 |
446.8 |
347.3 |
99.5 |
22.7% |
9.3 |
2.1% |
91% |
False |
False |
12,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
484.4 |
2.618 |
469.0 |
1.618 |
459.6 |
1.000 |
453.8 |
0.618 |
450.2 |
HIGH |
444.4 |
0.618 |
440.8 |
0.500 |
439.7 |
0.382 |
438.6 |
LOW |
435.0 |
0.618 |
429.2 |
1.000 |
425.6 |
1.618 |
419.8 |
2.618 |
410.4 |
4.250 |
395.1 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
439.7 |
436.6 |
PP |
439.2 |
434.9 |
S1 |
438.8 |
433.2 |
|