CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 27-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
446.6 |
441.5 |
-5.1 |
-1.1% |
448.4 |
High |
447.0 |
446.8 |
-0.2 |
0.0% |
450.8 |
Low |
438.7 |
441.3 |
2.6 |
0.6% |
438.7 |
Close |
441.0 |
445.7 |
4.7 |
1.1% |
445.7 |
Range |
8.3 |
5.5 |
-2.8 |
-33.7% |
12.1 |
ATR |
9.4 |
9.2 |
-0.3 |
-2.7% |
0.0 |
Volume |
16,660 |
13,807 |
-2,853 |
-17.1% |
61,150 |
|
Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
461.1 |
458.9 |
448.7 |
|
R3 |
455.6 |
453.4 |
447.2 |
|
R2 |
450.1 |
450.1 |
446.7 |
|
R1 |
447.9 |
447.9 |
446.2 |
449.0 |
PP |
444.6 |
444.6 |
444.6 |
445.2 |
S1 |
442.4 |
442.4 |
445.2 |
443.5 |
S2 |
439.1 |
439.1 |
444.7 |
|
S3 |
433.6 |
436.9 |
444.2 |
|
S4 |
428.1 |
431.4 |
442.7 |
|
|
Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
481.4 |
475.6 |
452.4 |
|
R3 |
469.3 |
463.5 |
449.0 |
|
R2 |
457.2 |
457.2 |
447.9 |
|
R1 |
451.4 |
451.4 |
446.8 |
448.3 |
PP |
445.1 |
445.1 |
445.1 |
443.5 |
S1 |
439.3 |
439.3 |
444.6 |
436.2 |
S2 |
433.0 |
433.0 |
443.5 |
|
S3 |
420.9 |
427.2 |
442.4 |
|
S4 |
408.8 |
415.1 |
439.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
450.8 |
438.7 |
12.1 |
2.7% |
7.3 |
1.6% |
58% |
False |
False |
16,461 |
10 |
454.0 |
425.9 |
28.1 |
6.3% |
9.1 |
2.0% |
70% |
False |
False |
26,240 |
20 |
454.0 |
422.0 |
32.0 |
7.2% |
9.3 |
2.1% |
74% |
False |
False |
34,406 |
40 |
454.0 |
385.6 |
68.4 |
15.3% |
9.6 |
2.1% |
88% |
False |
False |
33,675 |
60 |
454.0 |
385.6 |
68.4 |
15.3% |
8.6 |
1.9% |
88% |
False |
False |
27,012 |
80 |
454.0 |
385.6 |
68.4 |
15.3% |
8.9 |
2.0% |
88% |
False |
False |
21,754 |
100 |
454.0 |
347.6 |
106.4 |
23.9% |
9.3 |
2.1% |
92% |
False |
False |
18,386 |
120 |
454.0 |
347.3 |
106.7 |
23.9% |
9.3 |
2.1% |
92% |
False |
False |
15,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
470.2 |
2.618 |
461.2 |
1.618 |
455.7 |
1.000 |
452.3 |
0.618 |
450.2 |
HIGH |
446.8 |
0.618 |
444.7 |
0.500 |
444.1 |
0.382 |
443.4 |
LOW |
441.3 |
0.618 |
437.9 |
1.000 |
435.8 |
1.618 |
432.4 |
2.618 |
426.9 |
4.250 |
417.9 |
|
|
Fisher Pivots for day following 27-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
445.2 |
445.2 |
PP |
444.6 |
444.7 |
S1 |
444.1 |
444.2 |
|