CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 10-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2014 |
10-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
435.5 |
434.4 |
-1.1 |
-0.3% |
424.7 |
High |
435.8 |
444.8 |
9.0 |
2.1% |
444.8 |
Low |
432.4 |
434.4 |
2.0 |
0.5% |
424.5 |
Close |
433.0 |
435.2 |
2.2 |
0.5% |
435.2 |
Range |
3.4 |
10.4 |
7.0 |
205.9% |
20.3 |
ATR |
9.1 |
9.3 |
0.2 |
2.1% |
0.0 |
Volume |
654 |
888 |
234 |
35.8% |
5,982 |
|
Daily Pivots for day following 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
469.3 |
462.7 |
440.9 |
|
R3 |
458.9 |
452.3 |
438.1 |
|
R2 |
448.5 |
448.5 |
437.1 |
|
R1 |
441.9 |
441.9 |
436.2 |
445.2 |
PP |
438.1 |
438.1 |
438.1 |
439.8 |
S1 |
431.5 |
431.5 |
434.2 |
434.8 |
S2 |
427.7 |
427.7 |
433.3 |
|
S3 |
417.3 |
421.1 |
432.3 |
|
S4 |
406.9 |
410.7 |
429.5 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
495.7 |
485.8 |
446.4 |
|
R3 |
475.4 |
465.5 |
440.8 |
|
R2 |
455.1 |
455.1 |
438.9 |
|
R1 |
445.2 |
445.2 |
437.1 |
450.2 |
PP |
434.8 |
434.8 |
434.8 |
437.3 |
S1 |
424.9 |
424.9 |
433.3 |
429.9 |
S2 |
414.5 |
414.5 |
431.5 |
|
S3 |
394.2 |
404.6 |
429.6 |
|
S4 |
373.9 |
384.3 |
424.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
444.8 |
424.5 |
20.3 |
4.7% |
7.3 |
1.7% |
53% |
True |
False |
1,196 |
10 |
452.5 |
420.7 |
31.8 |
7.3% |
9.0 |
2.1% |
46% |
False |
False |
5,397 |
20 |
454.0 |
420.7 |
33.3 |
7.7% |
9.4 |
2.1% |
44% |
False |
False |
17,696 |
40 |
454.0 |
399.6 |
54.4 |
12.5% |
9.5 |
2.2% |
65% |
False |
False |
29,798 |
60 |
454.0 |
385.6 |
68.4 |
15.7% |
9.0 |
2.1% |
73% |
False |
False |
25,622 |
80 |
454.0 |
385.6 |
68.4 |
15.7% |
8.6 |
2.0% |
73% |
False |
False |
21,593 |
100 |
454.0 |
385.6 |
68.4 |
15.7% |
9.3 |
2.1% |
73% |
False |
False |
18,377 |
120 |
454.0 |
347.3 |
106.7 |
24.5% |
9.3 |
2.1% |
82% |
False |
False |
15,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
489.0 |
2.618 |
472.0 |
1.618 |
461.6 |
1.000 |
455.2 |
0.618 |
451.2 |
HIGH |
444.8 |
0.618 |
440.8 |
0.500 |
439.6 |
0.382 |
438.4 |
LOW |
434.4 |
0.618 |
428.0 |
1.000 |
424.0 |
1.618 |
417.6 |
2.618 |
407.2 |
4.250 |
390.2 |
|
|
Fisher Pivots for day following 10-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
439.6 |
437.4 |
PP |
438.1 |
436.7 |
S1 |
436.7 |
435.9 |
|