CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
420.7 |
417.8 |
-2.9 |
-0.7% |
388.1 |
| High |
422.1 |
420.0 |
-2.1 |
-0.5% |
415.9 |
| Low |
415.4 |
414.5 |
-0.9 |
-0.2% |
385.6 |
| Close |
418.1 |
418.9 |
0.8 |
0.2% |
414.9 |
| Range |
6.7 |
5.5 |
-1.2 |
-17.9% |
30.3 |
| ATR |
8.5 |
8.3 |
-0.2 |
-2.5% |
0.0 |
| Volume |
28,332 |
23,005 |
-5,327 |
-18.8% |
104,098 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434.3 |
432.1 |
421.9 |
|
| R3 |
428.8 |
426.6 |
420.4 |
|
| R2 |
423.3 |
423.3 |
419.9 |
|
| R1 |
421.1 |
421.1 |
419.4 |
422.2 |
| PP |
417.8 |
417.8 |
417.8 |
418.4 |
| S1 |
415.6 |
415.6 |
418.4 |
416.7 |
| S2 |
412.3 |
412.3 |
417.9 |
|
| S3 |
406.8 |
410.1 |
417.4 |
|
| S4 |
401.3 |
404.6 |
415.9 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
496.4 |
485.9 |
431.6 |
|
| R3 |
466.1 |
455.6 |
423.2 |
|
| R2 |
435.8 |
435.8 |
420.5 |
|
| R1 |
425.3 |
425.3 |
417.7 |
430.6 |
| PP |
405.5 |
405.5 |
405.5 |
408.1 |
| S1 |
395.0 |
395.0 |
412.1 |
400.3 |
| S2 |
375.2 |
375.2 |
409.3 |
|
| S3 |
344.9 |
364.7 |
406.6 |
|
| S4 |
314.6 |
334.4 |
398.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
422.6 |
396.3 |
26.3 |
6.3% |
9.3 |
2.2% |
86% |
False |
False |
27,154 |
| 10 |
422.6 |
385.6 |
37.0 |
8.8% |
9.0 |
2.2% |
90% |
False |
False |
23,017 |
| 20 |
422.6 |
385.6 |
37.0 |
8.8% |
8.0 |
1.9% |
90% |
False |
False |
18,861 |
| 40 |
422.6 |
385.6 |
37.0 |
8.8% |
7.6 |
1.8% |
90% |
False |
False |
14,456 |
| 60 |
446.8 |
385.6 |
61.2 |
14.6% |
9.1 |
2.2% |
54% |
False |
False |
11,462 |
| 80 |
446.8 |
347.3 |
99.5 |
23.8% |
9.2 |
2.2% |
72% |
False |
False |
9,468 |
| 100 |
446.8 |
347.3 |
99.5 |
23.8% |
9.2 |
2.2% |
72% |
False |
False |
7,930 |
| 120 |
446.8 |
347.3 |
99.5 |
23.8% |
8.9 |
2.1% |
72% |
False |
False |
6,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
443.4 |
|
2.618 |
434.4 |
|
1.618 |
428.9 |
|
1.000 |
425.5 |
|
0.618 |
423.4 |
|
HIGH |
420.0 |
|
0.618 |
417.9 |
|
0.500 |
417.3 |
|
0.382 |
416.6 |
|
LOW |
414.5 |
|
0.618 |
411.1 |
|
1.000 |
409.0 |
|
1.618 |
405.6 |
|
2.618 |
400.1 |
|
4.250 |
391.1 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
418.4 |
418.8 |
| PP |
417.8 |
418.6 |
| S1 |
417.3 |
418.5 |
|