CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
438.4 |
438.3 |
-0.1 |
0.0% |
437.1 |
| High |
444.4 |
440.8 |
-3.6 |
-0.8% |
442.1 |
| Low |
435.0 |
436.4 |
1.4 |
0.3% |
422.0 |
| Close |
438.3 |
438.9 |
0.6 |
0.1% |
427.4 |
| Range |
9.4 |
4.4 |
-5.0 |
-53.2% |
20.1 |
| ATR |
9.8 |
9.4 |
-0.4 |
-3.9% |
0.0 |
| Volume |
59,341 |
40,386 |
-18,955 |
-31.9% |
193,865 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
451.9 |
449.8 |
441.3 |
|
| R3 |
447.5 |
445.4 |
440.1 |
|
| R2 |
443.1 |
443.1 |
439.7 |
|
| R1 |
441.0 |
441.0 |
439.3 |
442.1 |
| PP |
438.7 |
438.7 |
438.7 |
439.2 |
| S1 |
436.6 |
436.6 |
438.5 |
437.7 |
| S2 |
434.3 |
434.3 |
438.1 |
|
| S3 |
429.9 |
432.2 |
437.7 |
|
| S4 |
425.5 |
427.8 |
436.5 |
|
|
| 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% |
8.3 |
1.9% |
75% |
False |
False |
45,732 |
| 10 |
444.4 |
422.0 |
22.4 |
5.1% |
9.4 |
2.2% |
75% |
False |
False |
43,008 |
| 20 |
444.4 |
399.6 |
44.8 |
10.2% |
9.6 |
2.2% |
88% |
False |
False |
41,900 |
| 40 |
444.4 |
385.6 |
58.8 |
13.4% |
8.9 |
2.0% |
91% |
False |
False |
29,585 |
| 60 |
444.4 |
385.6 |
58.8 |
13.4% |
8.4 |
1.9% |
91% |
False |
False |
22,892 |
| 80 |
446.8 |
385.6 |
61.2 |
13.9% |
9.3 |
2.1% |
87% |
False |
False |
18,547 |
| 100 |
446.8 |
347.3 |
99.5 |
22.7% |
9.3 |
2.1% |
92% |
False |
False |
15,499 |
| 120 |
446.8 |
347.3 |
99.5 |
22.7% |
9.3 |
2.1% |
92% |
False |
False |
13,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
459.5 |
|
2.618 |
452.3 |
|
1.618 |
447.9 |
|
1.000 |
445.2 |
|
0.618 |
443.5 |
|
HIGH |
440.8 |
|
0.618 |
439.1 |
|
0.500 |
438.6 |
|
0.382 |
438.1 |
|
LOW |
436.4 |
|
0.618 |
433.7 |
|
1.000 |
432.0 |
|
1.618 |
429.3 |
|
2.618 |
424.9 |
|
4.250 |
417.7 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
438.8 |
437.8 |
| PP |
438.7 |
436.6 |
| S1 |
438.6 |
435.5 |
|