CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 24-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2013 |
24-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
448.4 |
444.8 |
-3.6 |
-0.8% |
432.2 |
| High |
450.8 |
449.7 |
-1.1 |
-0.2% |
454.0 |
| Low |
443.8 |
443.1 |
-0.7 |
-0.2% |
430.0 |
| Close |
444.2 |
447.4 |
3.2 |
0.7% |
446.6 |
| Range |
7.0 |
6.6 |
-0.4 |
-5.7% |
24.0 |
| ATR |
9.7 |
9.5 |
-0.2 |
-2.3% |
0.0 |
| Volume |
21,632 |
9,051 |
-12,581 |
-58.2% |
168,834 |
|
| Daily Pivots for day following 24-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466.5 |
463.6 |
451.0 |
|
| R3 |
459.9 |
457.0 |
449.2 |
|
| R2 |
453.3 |
453.3 |
448.6 |
|
| R1 |
450.4 |
450.4 |
448.0 |
451.9 |
| PP |
446.7 |
446.7 |
446.7 |
447.5 |
| S1 |
443.8 |
443.8 |
446.8 |
445.3 |
| S2 |
440.1 |
440.1 |
446.2 |
|
| S3 |
433.5 |
437.2 |
445.6 |
|
| S4 |
426.9 |
430.6 |
443.8 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
515.5 |
505.1 |
459.8 |
|
| R3 |
491.5 |
481.1 |
453.2 |
|
| R2 |
467.5 |
467.5 |
451.0 |
|
| R1 |
457.1 |
457.1 |
448.8 |
462.3 |
| PP |
443.5 |
443.5 |
443.5 |
446.2 |
| S1 |
433.1 |
433.1 |
444.4 |
438.3 |
| S2 |
419.5 |
419.5 |
442.2 |
|
| S3 |
395.5 |
409.1 |
440.0 |
|
| S4 |
371.5 |
385.1 |
433.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
454.0 |
437.3 |
16.7 |
3.7% |
8.9 |
2.0% |
60% |
False |
False |
23,038 |
| 10 |
454.0 |
425.9 |
28.1 |
6.3% |
9.3 |
2.1% |
77% |
False |
False |
32,367 |
| 20 |
454.0 |
422.0 |
32.0 |
7.2% |
9.6 |
2.1% |
79% |
False |
False |
39,002 |
| 40 |
454.0 |
385.6 |
68.4 |
15.3% |
9.5 |
2.1% |
90% |
False |
False |
33,847 |
| 60 |
454.0 |
385.6 |
68.4 |
15.3% |
8.7 |
1.9% |
90% |
False |
False |
26,843 |
| 80 |
454.0 |
385.6 |
68.4 |
15.3% |
9.1 |
2.0% |
90% |
False |
False |
21,503 |
| 100 |
454.0 |
347.3 |
106.7 |
23.8% |
9.3 |
2.1% |
94% |
False |
False |
18,128 |
| 120 |
454.0 |
347.3 |
106.7 |
23.8% |
9.4 |
2.1% |
94% |
False |
False |
15,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
477.8 |
|
2.618 |
467.0 |
|
1.618 |
460.4 |
|
1.000 |
456.3 |
|
0.618 |
453.8 |
|
HIGH |
449.7 |
|
0.618 |
447.2 |
|
0.500 |
446.4 |
|
0.382 |
445.6 |
|
LOW |
443.1 |
|
0.618 |
439.0 |
|
1.000 |
436.5 |
|
1.618 |
432.4 |
|
2.618 |
425.8 |
|
4.250 |
415.1 |
|
|
| Fisher Pivots for day following 24-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
447.1 |
446.6 |
| PP |
446.7 |
445.9 |
| S1 |
446.4 |
445.1 |
|