CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 13-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
438.7 |
430.7 |
-8.0 |
-1.8% |
427.2 |
High |
440.2 |
433.0 |
-7.2 |
-1.6% |
444.4 |
Low |
429.0 |
425.9 |
-3.1 |
-0.7% |
425.9 |
Close |
430.1 |
432.6 |
2.5 |
0.6% |
432.6 |
Range |
11.2 |
7.1 |
-4.1 |
-36.6% |
18.5 |
ATR |
9.5 |
9.3 |
-0.2 |
-1.8% |
0.0 |
Volume |
51,351 |
32,419 |
-18,932 |
-36.9% |
236,928 |
|
Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
451.8 |
449.3 |
436.5 |
|
R3 |
444.7 |
442.2 |
434.6 |
|
R2 |
437.6 |
437.6 |
433.9 |
|
R1 |
435.1 |
435.1 |
433.3 |
436.4 |
PP |
430.5 |
430.5 |
430.5 |
431.1 |
S1 |
428.0 |
428.0 |
431.9 |
429.3 |
S2 |
423.4 |
423.4 |
431.3 |
|
S3 |
416.3 |
420.9 |
430.6 |
|
S4 |
409.2 |
413.8 |
428.7 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
489.8 |
479.7 |
442.8 |
|
R3 |
471.3 |
461.2 |
437.7 |
|
R2 |
452.8 |
452.8 |
436.0 |
|
R1 |
442.7 |
442.7 |
434.3 |
447.8 |
PP |
434.3 |
434.3 |
434.3 |
436.8 |
S1 |
424.2 |
424.2 |
430.9 |
429.3 |
S2 |
415.8 |
415.8 |
429.2 |
|
S3 |
397.3 |
405.7 |
427.5 |
|
S4 |
378.8 |
387.2 |
422.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
444.4 |
425.9 |
18.5 |
4.3% |
9.0 |
2.1% |
36% |
False |
True |
47,385 |
10 |
444.4 |
422.0 |
22.4 |
5.2% |
9.4 |
2.2% |
47% |
False |
False |
43,079 |
20 |
444.4 |
399.6 |
44.8 |
10.4% |
9.9 |
2.3% |
74% |
False |
False |
43,522 |
40 |
444.4 |
385.6 |
58.8 |
13.6% |
9.0 |
2.1% |
80% |
False |
False |
31,191 |
60 |
444.4 |
385.6 |
58.8 |
13.6% |
8.4 |
1.9% |
80% |
False |
False |
24,145 |
80 |
446.8 |
385.6 |
61.2 |
14.1% |
9.3 |
2.1% |
77% |
False |
False |
19,477 |
100 |
446.8 |
347.3 |
99.5 |
23.0% |
9.3 |
2.2% |
86% |
False |
False |
16,278 |
120 |
446.8 |
347.3 |
99.5 |
23.0% |
9.3 |
2.2% |
86% |
False |
False |
13,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
463.2 |
2.618 |
451.6 |
1.618 |
444.5 |
1.000 |
440.1 |
0.618 |
437.4 |
HIGH |
433.0 |
0.618 |
430.3 |
0.500 |
429.5 |
0.382 |
428.6 |
LOW |
425.9 |
0.618 |
421.5 |
1.000 |
418.8 |
1.618 |
414.4 |
2.618 |
407.3 |
4.250 |
395.7 |
|
|
Fisher Pivots for day following 13-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
431.6 |
433.4 |
PP |
430.5 |
433.1 |
S1 |
429.5 |
432.9 |
|