CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 30-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2013 |
30-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
441.5 |
443.8 |
2.3 |
0.5% |
448.4 |
| High |
446.8 |
450.8 |
4.0 |
0.9% |
450.8 |
| Low |
441.3 |
441.6 |
0.3 |
0.1% |
438.7 |
| Close |
445.7 |
450.3 |
4.6 |
1.0% |
445.7 |
| Range |
5.5 |
9.2 |
3.7 |
67.3% |
12.1 |
| ATR |
9.2 |
9.2 |
0.0 |
0.0% |
0.0 |
| Volume |
13,807 |
17,798 |
3,991 |
28.9% |
61,150 |
|
| Daily Pivots for day following 30-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
475.2 |
471.9 |
455.4 |
|
| R3 |
466.0 |
462.7 |
452.8 |
|
| R2 |
456.8 |
456.8 |
452.0 |
|
| R1 |
453.5 |
453.5 |
451.1 |
455.2 |
| PP |
447.6 |
447.6 |
447.6 |
448.4 |
| S1 |
444.3 |
444.3 |
449.5 |
446.0 |
| S2 |
438.4 |
438.4 |
448.6 |
|
| S3 |
429.2 |
435.1 |
447.8 |
|
| S4 |
420.0 |
425.9 |
445.2 |
|
|
| 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% |
96% |
True |
False |
15,789 |
| 10 |
454.0 |
430.0 |
24.0 |
5.3% |
9.3 |
2.1% |
85% |
False |
False |
24,778 |
| 20 |
454.0 |
422.0 |
32.0 |
7.1% |
9.4 |
2.1% |
88% |
False |
False |
33,928 |
| 40 |
454.0 |
385.6 |
68.4 |
15.2% |
9.5 |
2.1% |
95% |
False |
False |
33,709 |
| 60 |
454.0 |
385.6 |
68.4 |
15.2% |
8.7 |
1.9% |
95% |
False |
False |
27,120 |
| 80 |
454.0 |
385.6 |
68.4 |
15.2% |
8.9 |
2.0% |
95% |
False |
False |
21,900 |
| 100 |
454.0 |
349.3 |
104.7 |
23.3% |
9.3 |
2.1% |
96% |
False |
False |
18,523 |
| 120 |
454.0 |
347.3 |
106.7 |
23.7% |
9.4 |
2.1% |
97% |
False |
False |
15,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
489.9 |
|
2.618 |
474.9 |
|
1.618 |
465.7 |
|
1.000 |
460.0 |
|
0.618 |
456.5 |
|
HIGH |
450.8 |
|
0.618 |
447.3 |
|
0.500 |
446.2 |
|
0.382 |
445.1 |
|
LOW |
441.6 |
|
0.618 |
435.9 |
|
1.000 |
432.4 |
|
1.618 |
426.7 |
|
2.618 |
417.5 |
|
4.250 |
402.5 |
|
|
| Fisher Pivots for day following 30-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
448.9 |
448.5 |
| PP |
447.6 |
446.6 |
| S1 |
446.2 |
444.8 |
|