CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 06-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
425.2 |
424.7 |
-0.5 |
-0.1% |
443.8 |
| High |
427.2 |
431.7 |
4.5 |
1.1% |
452.5 |
| Low |
421.0 |
424.5 |
3.5 |
0.8% |
420.7 |
| Close |
424.5 |
428.8 |
4.3 |
1.0% |
424.5 |
| Range |
6.2 |
7.2 |
1.0 |
16.1% |
31.8 |
| ATR |
9.9 |
9.7 |
-0.2 |
-2.0% |
0.0 |
| Volume |
3,215 |
1,636 |
-1,579 |
-49.1% |
34,184 |
|
| Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
449.9 |
446.6 |
432.8 |
|
| R3 |
442.7 |
439.4 |
430.8 |
|
| R2 |
435.5 |
435.5 |
430.1 |
|
| R1 |
432.2 |
432.2 |
429.5 |
433.9 |
| PP |
428.3 |
428.3 |
428.3 |
429.2 |
| S1 |
425.0 |
425.0 |
428.1 |
426.7 |
| S2 |
421.1 |
421.1 |
427.5 |
|
| S3 |
413.9 |
417.8 |
426.8 |
|
| S4 |
406.7 |
410.6 |
424.8 |
|
|
| 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 |
7.4% |
11.0 |
2.6% |
25% |
False |
False |
7,164 |
| 10 |
452.5 |
420.7 |
31.8 |
7.4% |
9.2 |
2.1% |
25% |
False |
False |
11,812 |
| 20 |
454.0 |
420.7 |
33.3 |
7.8% |
9.5 |
2.2% |
24% |
False |
False |
27,337 |
| 40 |
454.0 |
389.8 |
64.2 |
15.0% |
10.0 |
2.3% |
61% |
False |
False |
32,494 |
| 60 |
454.0 |
385.6 |
68.4 |
16.0% |
9.0 |
2.1% |
63% |
False |
False |
26,470 |
| 80 |
454.0 |
385.6 |
68.4 |
16.0% |
9.0 |
2.1% |
63% |
False |
False |
21,859 |
| 100 |
454.0 |
367.8 |
86.2 |
20.1% |
9.4 |
2.2% |
71% |
False |
False |
18,520 |
| 120 |
454.0 |
347.3 |
106.7 |
24.9% |
9.3 |
2.2% |
76% |
False |
False |
15,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
462.3 |
|
2.618 |
450.5 |
|
1.618 |
443.3 |
|
1.000 |
438.9 |
|
0.618 |
436.1 |
|
HIGH |
431.7 |
|
0.618 |
428.9 |
|
0.500 |
428.1 |
|
0.382 |
427.3 |
|
LOW |
424.5 |
|
0.618 |
420.1 |
|
1.000 |
417.3 |
|
1.618 |
412.9 |
|
2.618 |
405.7 |
|
4.250 |
393.9 |
|
|
| Fisher Pivots for day following 06-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
428.6 |
428.9 |
| PP |
428.3 |
428.8 |
| S1 |
428.1 |
428.8 |
|