CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
438.3 |
438.7 |
0.4 |
0.1% |
437.1 |
| High |
440.8 |
440.2 |
-0.6 |
-0.1% |
442.1 |
| Low |
436.4 |
429.0 |
-7.4 |
-1.7% |
422.0 |
| Close |
438.9 |
430.1 |
-8.8 |
-2.0% |
427.4 |
| Range |
4.4 |
11.2 |
6.8 |
154.5% |
20.1 |
| ATR |
9.4 |
9.5 |
0.1 |
1.4% |
0.0 |
| Volume |
40,386 |
51,351 |
10,965 |
27.2% |
193,865 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466.7 |
459.6 |
436.3 |
|
| R3 |
455.5 |
448.4 |
433.2 |
|
| R2 |
444.3 |
444.3 |
432.2 |
|
| R1 |
437.2 |
437.2 |
431.1 |
435.2 |
| PP |
433.1 |
433.1 |
433.1 |
432.1 |
| S1 |
426.0 |
426.0 |
429.1 |
424.0 |
| S2 |
421.9 |
421.9 |
428.0 |
|
| S3 |
410.7 |
414.8 |
427.0 |
|
| S4 |
399.5 |
403.6 |
423.9 |
|
|
| 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 |
5.2% |
8.9 |
2.1% |
36% |
False |
False |
49,707 |
| 10 |
444.4 |
422.0 |
22.4 |
5.2% |
9.4 |
2.2% |
36% |
False |
False |
42,571 |
| 20 |
444.4 |
399.6 |
44.8 |
10.4% |
9.8 |
2.3% |
68% |
False |
False |
43,051 |
| 40 |
444.4 |
385.6 |
58.8 |
13.7% |
9.1 |
2.1% |
76% |
False |
False |
30,670 |
| 60 |
444.4 |
385.6 |
58.8 |
13.7% |
8.5 |
2.0% |
76% |
False |
False |
23,665 |
| 80 |
446.8 |
385.6 |
61.2 |
14.2% |
9.4 |
2.2% |
73% |
False |
False |
19,119 |
| 100 |
446.8 |
347.3 |
99.5 |
23.1% |
9.3 |
2.2% |
83% |
False |
False |
15,988 |
| 120 |
446.8 |
347.3 |
99.5 |
23.1% |
9.3 |
2.2% |
83% |
False |
False |
13,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
487.8 |
|
2.618 |
469.5 |
|
1.618 |
458.3 |
|
1.000 |
451.4 |
|
0.618 |
447.1 |
|
HIGH |
440.2 |
|
0.618 |
435.9 |
|
0.500 |
434.6 |
|
0.382 |
433.3 |
|
LOW |
429.0 |
|
0.618 |
422.1 |
|
1.000 |
417.8 |
|
1.618 |
410.9 |
|
2.618 |
399.7 |
|
4.250 |
381.4 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
434.6 |
436.7 |
| PP |
433.1 |
434.5 |
| S1 |
431.6 |
432.3 |
|