CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 19-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
447.5 |
442.1 |
-5.4 |
-1.2% |
427.2 |
High |
454.0 |
445.3 |
-8.7 |
-1.9% |
444.4 |
Low |
440.1 |
437.3 |
-2.8 |
-0.6% |
425.9 |
Close |
441.2 |
442.1 |
0.9 |
0.2% |
432.6 |
Range |
13.9 |
8.0 |
-5.9 |
-42.4% |
18.5 |
ATR |
10.1 |
10.0 |
-0.2 |
-1.5% |
0.0 |
Volume |
36,030 |
27,322 |
-8,708 |
-24.2% |
236,928 |
|
Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
465.6 |
461.8 |
446.5 |
|
R3 |
457.6 |
453.8 |
444.3 |
|
R2 |
449.6 |
449.6 |
443.6 |
|
R1 |
445.8 |
445.8 |
442.8 |
446.1 |
PP |
441.6 |
441.6 |
441.6 |
441.7 |
S1 |
437.8 |
437.8 |
441.4 |
438.1 |
S2 |
433.6 |
433.6 |
440.6 |
|
S3 |
425.6 |
429.8 |
439.9 |
|
S4 |
417.6 |
421.8 |
437.7 |
|
|
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 |
454.0 |
425.9 |
28.1 |
6.4% |
11.0 |
2.5% |
58% |
False |
False |
36,019 |
10 |
454.0 |
422.0 |
32.0 |
7.2% |
9.9 |
2.2% |
63% |
False |
False |
42,863 |
20 |
454.0 |
399.6 |
54.4 |
12.3% |
10.3 |
2.3% |
78% |
False |
False |
44,819 |
40 |
454.0 |
385.6 |
68.4 |
15.5% |
9.4 |
2.1% |
83% |
False |
False |
33,598 |
60 |
454.0 |
385.6 |
68.4 |
15.5% |
8.7 |
2.0% |
83% |
False |
False |
26,322 |
80 |
454.0 |
385.6 |
68.4 |
15.5% |
9.1 |
2.1% |
83% |
False |
False |
21,053 |
100 |
454.0 |
347.3 |
106.7 |
24.1% |
9.3 |
2.1% |
89% |
False |
False |
17,658 |
120 |
454.0 |
347.3 |
106.7 |
24.1% |
9.4 |
2.1% |
89% |
False |
False |
15,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
479.3 |
2.618 |
466.2 |
1.618 |
458.2 |
1.000 |
453.3 |
0.618 |
450.2 |
HIGH |
445.3 |
0.618 |
442.2 |
0.500 |
441.3 |
0.382 |
440.4 |
LOW |
437.3 |
0.618 |
432.4 |
1.000 |
429.3 |
1.618 |
424.4 |
2.618 |
416.4 |
4.250 |
403.3 |
|
|
Fisher Pivots for day following 19-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
441.8 |
444.2 |
PP |
441.6 |
443.5 |
S1 |
441.3 |
442.8 |
|