CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
435.2 |
446.5 |
11.3 |
2.6% |
424.7 |
High |
447.0 |
452.5 |
5.5 |
1.2% |
444.8 |
Low |
431.0 |
444.8 |
13.8 |
3.2% |
424.5 |
Close |
446.9 |
452.5 |
5.6 |
1.3% |
435.2 |
Range |
16.0 |
7.7 |
-8.3 |
-51.9% |
20.3 |
ATR |
9.8 |
9.7 |
-0.2 |
-1.5% |
0.0 |
Volume |
496 |
17 |
-479 |
-96.6% |
5,982 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
473.0 |
470.5 |
456.7 |
|
R3 |
465.3 |
462.8 |
454.6 |
|
R2 |
457.6 |
457.6 |
453.9 |
|
R1 |
455.1 |
455.1 |
453.2 |
456.4 |
PP |
449.9 |
449.9 |
449.9 |
450.6 |
S1 |
447.4 |
447.4 |
451.8 |
448.7 |
S2 |
442.2 |
442.2 |
451.1 |
|
S3 |
434.5 |
439.7 |
450.4 |
|
S4 |
426.8 |
432.0 |
448.3 |
|
|
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 |
452.5 |
430.0 |
22.5 |
5.0% |
8.5 |
1.9% |
100% |
True |
False |
629 |
10 |
452.5 |
420.7 |
31.8 |
7.0% |
9.9 |
2.2% |
100% |
True |
False |
2,288 |
20 |
454.0 |
420.7 |
33.3 |
7.4% |
9.6 |
2.1% |
95% |
False |
False |
13,533 |
40 |
454.0 |
399.6 |
54.4 |
12.0% |
9.8 |
2.2% |
97% |
False |
False |
28,527 |
60 |
454.0 |
385.6 |
68.4 |
15.1% |
9.2 |
2.0% |
98% |
False |
False |
25,305 |
80 |
454.0 |
385.6 |
68.4 |
15.1% |
8.7 |
1.9% |
98% |
False |
False |
21,492 |
100 |
454.0 |
385.6 |
68.4 |
15.1% |
9.4 |
2.1% |
98% |
False |
False |
18,288 |
120 |
454.0 |
347.3 |
106.7 |
23.6% |
9.4 |
2.1% |
99% |
False |
False |
15,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
485.2 |
2.618 |
472.7 |
1.618 |
465.0 |
1.000 |
460.2 |
0.618 |
457.3 |
HIGH |
452.5 |
0.618 |
449.6 |
0.500 |
448.7 |
0.382 |
447.7 |
LOW |
444.8 |
0.618 |
440.0 |
1.000 |
437.1 |
1.618 |
432.3 |
2.618 |
424.6 |
4.250 |
412.1 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
451.2 |
448.9 |
PP |
449.9 |
445.3 |
S1 |
448.7 |
441.8 |
|