CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
432.2 |
438.8 |
6.6 |
1.5% |
427.2 |
| High |
440.8 |
449.3 |
8.5 |
1.9% |
444.4 |
| Low |
430.0 |
434.3 |
4.3 |
1.0% |
425.9 |
| Close |
439.0 |
448.0 |
9.0 |
2.1% |
432.6 |
| Range |
10.8 |
15.0 |
4.2 |
38.9% |
18.5 |
| ATR |
9.4 |
9.8 |
0.4 |
4.2% |
0.0 |
| Volume |
39,879 |
44,445 |
4,566 |
11.4% |
236,928 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
488.9 |
483.4 |
456.3 |
|
| R3 |
473.9 |
468.4 |
452.1 |
|
| R2 |
458.9 |
458.9 |
450.8 |
|
| R1 |
453.4 |
453.4 |
449.4 |
456.2 |
| PP |
443.9 |
443.9 |
443.9 |
445.2 |
| S1 |
438.4 |
438.4 |
446.6 |
441.2 |
| S2 |
428.9 |
428.9 |
445.3 |
|
| S3 |
413.9 |
423.4 |
443.9 |
|
| S4 |
398.9 |
408.4 |
439.8 |
|
|
| 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 |
449.3 |
425.9 |
23.4 |
5.2% |
9.7 |
2.2% |
94% |
True |
False |
41,696 |
| 10 |
449.3 |
422.0 |
27.3 |
6.1% |
9.6 |
2.1% |
95% |
True |
False |
43,500 |
| 20 |
449.3 |
399.6 |
49.7 |
11.1% |
10.0 |
2.2% |
97% |
True |
False |
44,736 |
| 40 |
449.3 |
385.6 |
63.7 |
14.2% |
9.2 |
2.1% |
98% |
True |
False |
32,602 |
| 60 |
449.3 |
385.6 |
63.7 |
14.2% |
8.6 |
1.9% |
98% |
True |
False |
25,426 |
| 80 |
449.3 |
385.6 |
63.7 |
14.2% |
9.2 |
2.1% |
98% |
True |
False |
20,413 |
| 100 |
449.3 |
347.3 |
102.0 |
22.8% |
9.3 |
2.1% |
99% |
True |
False |
17,060 |
| 120 |
449.3 |
347.3 |
102.0 |
22.8% |
9.4 |
2.1% |
99% |
True |
False |
14,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
513.1 |
|
2.618 |
488.6 |
|
1.618 |
473.6 |
|
1.000 |
464.3 |
|
0.618 |
458.6 |
|
HIGH |
449.3 |
|
0.618 |
443.6 |
|
0.500 |
441.8 |
|
0.382 |
440.0 |
|
LOW |
434.3 |
|
0.618 |
425.0 |
|
1.000 |
419.3 |
|
1.618 |
410.0 |
|
2.618 |
395.0 |
|
4.250 |
370.6 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
445.9 |
444.5 |
| PP |
443.9 |
441.1 |
| S1 |
441.8 |
437.6 |
|