CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 31-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2013 |
31-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
443.8 |
450.5 |
6.7 |
1.5% |
448.4 |
| High |
450.8 |
452.5 |
1.7 |
0.4% |
450.8 |
| Low |
441.6 |
436.2 |
-5.4 |
-1.2% |
438.7 |
| Close |
450.3 |
437.7 |
-12.6 |
-2.8% |
445.7 |
| Range |
9.2 |
16.3 |
7.1 |
77.2% |
12.1 |
| ATR |
9.2 |
9.7 |
0.5 |
5.6% |
0.0 |
| Volume |
17,798 |
7,958 |
-9,840 |
-55.3% |
61,150 |
|
| Daily Pivots for day following 31-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
491.0 |
480.7 |
446.7 |
|
| R3 |
474.7 |
464.4 |
442.2 |
|
| R2 |
458.4 |
458.4 |
440.7 |
|
| R1 |
448.1 |
448.1 |
439.2 |
445.1 |
| PP |
442.1 |
442.1 |
442.1 |
440.7 |
| S1 |
431.8 |
431.8 |
436.2 |
428.8 |
| S2 |
425.8 |
425.8 |
434.7 |
|
| S3 |
409.5 |
415.5 |
433.2 |
|
| S4 |
393.2 |
399.2 |
428.7 |
|
|
| 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 |
452.5 |
436.2 |
16.3 |
3.7% |
9.2 |
2.1% |
9% |
True |
True |
13,054 |
| 10 |
454.0 |
434.3 |
19.7 |
4.5% |
9.9 |
2.3% |
17% |
False |
False |
21,586 |
| 20 |
454.0 |
422.0 |
32.0 |
7.3% |
9.4 |
2.1% |
49% |
False |
False |
32,349 |
| 40 |
454.0 |
385.6 |
68.4 |
15.6% |
9.7 |
2.2% |
76% |
False |
False |
33,282 |
| 60 |
454.0 |
385.6 |
68.4 |
15.6% |
8.8 |
2.0% |
76% |
False |
False |
27,012 |
| 80 |
454.0 |
385.6 |
68.4 |
15.6% |
8.9 |
2.0% |
76% |
False |
False |
21,931 |
| 100 |
454.0 |
356.5 |
97.5 |
22.3% |
9.4 |
2.1% |
83% |
False |
False |
18,571 |
| 120 |
454.0 |
347.3 |
106.7 |
24.4% |
9.4 |
2.1% |
85% |
False |
False |
15,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
521.8 |
|
2.618 |
495.2 |
|
1.618 |
478.9 |
|
1.000 |
468.8 |
|
0.618 |
462.6 |
|
HIGH |
452.5 |
|
0.618 |
446.3 |
|
0.500 |
444.4 |
|
0.382 |
442.4 |
|
LOW |
436.2 |
|
0.618 |
426.1 |
|
1.000 |
419.9 |
|
1.618 |
409.8 |
|
2.618 |
393.5 |
|
4.250 |
366.9 |
|
|
| Fisher Pivots for day following 31-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
444.4 |
444.4 |
| PP |
442.1 |
442.1 |
| S1 |
439.9 |
439.9 |
|