CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 02-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2013 |
02-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
450.5 |
437.0 |
-13.5 |
-3.0% |
448.4 |
| High |
452.5 |
437.0 |
-15.5 |
-3.4% |
450.8 |
| Low |
436.2 |
420.7 |
-15.5 |
-3.6% |
438.7 |
| Close |
437.7 |
423.8 |
-13.9 |
-3.2% |
445.7 |
| Range |
16.3 |
16.3 |
0.0 |
0.0% |
12.1 |
| ATR |
9.7 |
10.2 |
0.5 |
5.4% |
0.0 |
| Volume |
7,958 |
5,213 |
-2,745 |
-34.5% |
61,150 |
|
| Daily Pivots for day following 02-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
476.1 |
466.2 |
432.8 |
|
| R3 |
459.8 |
449.9 |
428.3 |
|
| R2 |
443.5 |
443.5 |
426.8 |
|
| R1 |
433.6 |
433.6 |
425.3 |
430.4 |
| PP |
427.2 |
427.2 |
427.2 |
425.6 |
| S1 |
417.3 |
417.3 |
422.3 |
414.1 |
| S2 |
410.9 |
410.9 |
420.8 |
|
| S3 |
394.6 |
401.0 |
419.3 |
|
| S4 |
378.3 |
384.7 |
414.8 |
|
|
| 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 |
420.7 |
31.8 |
7.5% |
11.1 |
2.6% |
10% |
False |
True |
12,287 |
| 10 |
454.0 |
420.7 |
33.3 |
7.9% |
10.0 |
2.4% |
9% |
False |
True |
17,662 |
| 20 |
454.0 |
420.7 |
33.3 |
7.9% |
9.8 |
2.3% |
9% |
False |
True |
30,581 |
| 40 |
454.0 |
385.6 |
68.4 |
16.1% |
9.9 |
2.3% |
56% |
False |
False |
32,893 |
| 60 |
454.0 |
385.6 |
68.4 |
16.1% |
9.0 |
2.1% |
56% |
False |
False |
26,914 |
| 80 |
454.0 |
385.6 |
68.4 |
16.1% |
9.0 |
2.1% |
56% |
False |
False |
21,932 |
| 100 |
454.0 |
360.3 |
93.7 |
22.1% |
9.5 |
2.2% |
68% |
False |
False |
18,588 |
| 120 |
454.0 |
347.3 |
106.7 |
25.2% |
9.4 |
2.2% |
72% |
False |
False |
15,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
506.3 |
|
2.618 |
479.7 |
|
1.618 |
463.4 |
|
1.000 |
453.3 |
|
0.618 |
447.1 |
|
HIGH |
437.0 |
|
0.618 |
430.8 |
|
0.500 |
428.9 |
|
0.382 |
426.9 |
|
LOW |
420.7 |
|
0.618 |
410.6 |
|
1.000 |
404.4 |
|
1.618 |
394.3 |
|
2.618 |
378.0 |
|
4.250 |
351.4 |
|
|
| Fisher Pivots for day following 02-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
428.9 |
436.6 |
| PP |
427.2 |
432.3 |
| S1 |
425.5 |
428.1 |
|