CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
433.5 |
435.5 |
2.0 |
0.5% |
443.8 |
High |
435.2 |
435.8 |
0.6 |
0.1% |
452.5 |
Low |
430.0 |
432.4 |
2.4 |
0.6% |
420.7 |
Close |
430.6 |
433.0 |
2.4 |
0.6% |
424.5 |
Range |
5.2 |
3.4 |
-1.8 |
-34.6% |
31.8 |
ATR |
9.4 |
9.1 |
-0.3 |
-3.2% |
0.0 |
Volume |
1,093 |
654 |
-439 |
-40.2% |
34,184 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
443.9 |
441.9 |
434.9 |
|
R3 |
440.5 |
438.5 |
433.9 |
|
R2 |
437.1 |
437.1 |
433.6 |
|
R1 |
435.1 |
435.1 |
433.3 |
434.4 |
PP |
433.7 |
433.7 |
433.7 |
433.4 |
S1 |
431.7 |
431.7 |
432.7 |
431.0 |
S2 |
430.3 |
430.3 |
432.4 |
|
S3 |
426.9 |
428.3 |
432.1 |
|
S4 |
423.5 |
424.9 |
431.1 |
|
|
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 |
437.2 |
421.0 |
16.2 |
3.7% |
6.5 |
1.5% |
74% |
False |
False |
1,661 |
10 |
452.5 |
420.7 |
31.8 |
7.3% |
8.8 |
2.0% |
39% |
False |
False |
6,974 |
20 |
454.0 |
420.7 |
33.3 |
7.7% |
9.1 |
2.1% |
37% |
False |
False |
19,670 |
40 |
454.0 |
399.6 |
54.4 |
12.6% |
9.4 |
2.2% |
61% |
False |
False |
30,487 |
60 |
454.0 |
385.6 |
68.4 |
15.8% |
9.0 |
2.1% |
69% |
False |
False |
25,752 |
80 |
454.0 |
385.6 |
68.4 |
15.8% |
8.6 |
2.0% |
69% |
False |
False |
21,632 |
100 |
454.0 |
385.6 |
68.4 |
15.8% |
9.3 |
2.2% |
69% |
False |
False |
18,403 |
120 |
454.0 |
347.3 |
106.7 |
24.6% |
9.3 |
2.2% |
80% |
False |
False |
15,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
450.3 |
2.618 |
444.7 |
1.618 |
441.3 |
1.000 |
439.2 |
0.618 |
437.9 |
HIGH |
435.8 |
0.618 |
434.5 |
0.500 |
434.1 |
0.382 |
433.7 |
LOW |
432.4 |
0.618 |
430.3 |
1.000 |
429.0 |
1.618 |
426.9 |
2.618 |
423.5 |
4.250 |
418.0 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
434.1 |
432.7 |
PP |
433.7 |
432.3 |
S1 |
433.4 |
432.0 |
|