CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 13-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2014 |
13-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
434.4 |
435.2 |
0.8 |
0.2% |
424.7 |
| High |
444.8 |
447.0 |
2.2 |
0.5% |
444.8 |
| Low |
434.4 |
431.0 |
-3.4 |
-0.8% |
424.5 |
| Close |
435.2 |
446.9 |
11.7 |
2.7% |
435.2 |
| Range |
10.4 |
16.0 |
5.6 |
53.8% |
20.3 |
| ATR |
9.3 |
9.8 |
0.5 |
5.1% |
0.0 |
| Volume |
888 |
496 |
-392 |
-44.1% |
5,982 |
|
| Daily Pivots for day following 13-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
489.6 |
484.3 |
455.7 |
|
| R3 |
473.6 |
468.3 |
451.3 |
|
| R2 |
457.6 |
457.6 |
449.8 |
|
| R1 |
452.3 |
452.3 |
448.4 |
455.0 |
| PP |
441.6 |
441.6 |
441.6 |
443.0 |
| S1 |
436.3 |
436.3 |
445.4 |
439.0 |
| S2 |
425.6 |
425.6 |
444.0 |
|
| S3 |
409.6 |
420.3 |
442.5 |
|
| S4 |
393.6 |
404.3 |
438.1 |
|
|
| 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 |
447.0 |
426.7 |
20.3 |
4.5% |
9.1 |
2.0% |
100% |
True |
False |
968 |
| 10 |
452.5 |
420.7 |
31.8 |
7.1% |
10.1 |
2.3% |
82% |
False |
False |
4,066 |
| 20 |
454.0 |
420.7 |
33.3 |
7.5% |
9.6 |
2.1% |
79% |
False |
False |
15,153 |
| 40 |
454.0 |
399.6 |
54.4 |
12.2% |
9.7 |
2.2% |
87% |
False |
False |
29,102 |
| 60 |
454.0 |
385.6 |
68.4 |
15.3% |
9.2 |
2.1% |
90% |
False |
False |
25,498 |
| 80 |
454.0 |
385.6 |
68.4 |
15.3% |
8.7 |
2.0% |
90% |
False |
False |
21,537 |
| 100 |
454.0 |
385.6 |
68.4 |
15.3% |
9.4 |
2.1% |
90% |
False |
False |
18,326 |
| 120 |
454.0 |
347.3 |
106.7 |
23.9% |
9.4 |
2.1% |
93% |
False |
False |
15,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
515.0 |
|
2.618 |
488.9 |
|
1.618 |
472.9 |
|
1.000 |
463.0 |
|
0.618 |
456.9 |
|
HIGH |
447.0 |
|
0.618 |
440.9 |
|
0.500 |
439.0 |
|
0.382 |
437.1 |
|
LOW |
431.0 |
|
0.618 |
421.1 |
|
1.000 |
415.0 |
|
1.618 |
405.1 |
|
2.618 |
389.1 |
|
4.250 |
363.0 |
|
|
| Fisher Pivots for day following 13-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
444.3 |
444.3 |
| PP |
441.6 |
441.6 |
| S1 |
439.0 |
439.0 |
|