CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 03-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2014 |
03-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
437.0 |
425.2 |
-11.8 |
-2.7% |
443.8 |
High |
437.0 |
427.2 |
-9.8 |
-2.2% |
452.5 |
Low |
420.7 |
421.0 |
0.3 |
0.1% |
420.7 |
Close |
423.8 |
424.5 |
0.7 |
0.2% |
424.5 |
Range |
16.3 |
6.2 |
-10.1 |
-62.0% |
31.8 |
ATR |
10.2 |
9.9 |
-0.3 |
-2.8% |
0.0 |
Volume |
5,213 |
3,215 |
-1,998 |
-38.3% |
34,184 |
|
Daily Pivots for day following 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
442.8 |
439.9 |
427.9 |
|
R3 |
436.6 |
433.7 |
426.2 |
|
R2 |
430.4 |
430.4 |
425.6 |
|
R1 |
427.5 |
427.5 |
425.1 |
425.9 |
PP |
424.2 |
424.2 |
424.2 |
423.4 |
S1 |
421.3 |
421.3 |
423.9 |
419.7 |
S2 |
418.0 |
418.0 |
423.4 |
|
S3 |
411.8 |
415.1 |
422.8 |
|
S4 |
405.6 |
408.9 |
421.1 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
528.0 |
508.0 |
442.0 |
|
R3 |
496.2 |
476.2 |
433.2 |
|
R2 |
464.4 |
464.4 |
430.3 |
|
R1 |
444.4 |
444.4 |
427.4 |
438.5 |
PP |
432.6 |
432.6 |
432.6 |
429.6 |
S1 |
412.6 |
412.6 |
421.6 |
406.7 |
S2 |
400.8 |
400.8 |
418.7 |
|
S3 |
369.0 |
380.8 |
415.8 |
|
S4 |
337.2 |
349.0 |
407.0 |
|
|
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% |
10.7 |
2.5% |
12% |
False |
False |
9,598 |
10 |
452.5 |
420.7 |
31.8 |
7.5% |
9.2 |
2.2% |
12% |
False |
False |
14,381 |
20 |
454.0 |
420.7 |
33.3 |
7.8% |
9.6 |
2.3% |
11% |
False |
False |
28,830 |
40 |
454.0 |
386.0 |
68.0 |
16.0% |
9.9 |
2.3% |
57% |
False |
False |
32,679 |
60 |
454.0 |
385.6 |
68.4 |
16.1% |
8.9 |
2.1% |
57% |
False |
False |
26,719 |
80 |
454.0 |
385.6 |
68.4 |
16.1% |
9.0 |
2.1% |
57% |
False |
False |
21,908 |
100 |
454.0 |
367.8 |
86.2 |
20.3% |
9.4 |
2.2% |
66% |
False |
False |
18,590 |
120 |
454.0 |
347.3 |
106.7 |
25.1% |
9.4 |
2.2% |
72% |
False |
False |
15,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
453.6 |
2.618 |
443.4 |
1.618 |
437.2 |
1.000 |
433.4 |
0.618 |
431.0 |
HIGH |
427.2 |
0.618 |
424.8 |
0.500 |
424.1 |
0.382 |
423.4 |
LOW |
421.0 |
0.618 |
417.2 |
1.000 |
414.8 |
1.618 |
411.0 |
2.618 |
404.8 |
4.250 |
394.7 |
|
|
Fisher Pivots for day following 03-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
424.4 |
436.6 |
PP |
424.2 |
432.6 |
S1 |
424.1 |
428.5 |
|