CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
370.8 |
372.3 |
1.5 |
0.4% |
372.0 |
| High |
370.8 |
372.4 |
1.6 |
0.4% |
372.4 |
| Low |
370.8 |
372.0 |
1.2 |
0.3% |
370.6 |
| Close |
370.8 |
372.4 |
1.6 |
0.4% |
372.4 |
| Range |
0.0 |
0.4 |
0.4 |
|
1.8 |
| ATR |
2.7 |
2.6 |
-0.1 |
-2.9% |
0.0 |
| Volume |
5 |
56 |
51 |
1,020.0% |
73 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
373.5 |
373.3 |
372.6 |
|
| R3 |
373.1 |
372.9 |
372.5 |
|
| R2 |
372.7 |
372.7 |
372.5 |
|
| R1 |
372.5 |
372.5 |
372.4 |
372.6 |
| PP |
372.3 |
372.3 |
372.3 |
372.3 |
| S1 |
372.1 |
372.1 |
372.4 |
372.2 |
| S2 |
371.9 |
371.9 |
372.3 |
|
| S3 |
371.5 |
371.7 |
372.3 |
|
| S4 |
371.1 |
371.3 |
372.2 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
377.2 |
376.6 |
373.4 |
|
| R3 |
375.4 |
374.8 |
372.9 |
|
| R2 |
373.6 |
373.6 |
372.7 |
|
| R1 |
373.0 |
373.0 |
372.6 |
373.3 |
| PP |
371.8 |
371.8 |
371.8 |
372.0 |
| S1 |
371.2 |
371.2 |
372.2 |
371.5 |
| S2 |
370.0 |
370.0 |
372.1 |
|
| S3 |
368.2 |
369.4 |
371.9 |
|
| S4 |
366.4 |
367.6 |
371.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
372.4 |
369.3 |
3.1 |
0.8% |
0.9 |
0.2% |
100% |
True |
False |
18 |
| 10 |
372.5 |
366.7 |
5.8 |
1.6% |
1.5 |
0.4% |
98% |
False |
False |
20 |
| 20 |
377.0 |
366.7 |
10.3 |
2.8% |
1.3 |
0.4% |
55% |
False |
False |
36 |
| 40 |
388.3 |
357.4 |
30.9 |
8.3% |
1.3 |
0.3% |
49% |
False |
False |
25 |
| 60 |
388.3 |
357.4 |
30.9 |
8.3% |
1.0 |
0.3% |
49% |
False |
False |
18 |
| 80 |
397.0 |
357.4 |
39.6 |
10.6% |
0.8 |
0.2% |
38% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
374.1 |
|
2.618 |
373.4 |
|
1.618 |
373.0 |
|
1.000 |
372.8 |
|
0.618 |
372.6 |
|
HIGH |
372.4 |
|
0.618 |
372.2 |
|
0.500 |
372.2 |
|
0.382 |
372.2 |
|
LOW |
372.0 |
|
0.618 |
371.8 |
|
1.000 |
371.6 |
|
1.618 |
371.4 |
|
2.618 |
371.0 |
|
4.250 |
370.3 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
372.3 |
372.1 |
| PP |
372.3 |
371.9 |
| S1 |
372.2 |
371.6 |
|