CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
364.6 |
357.7 |
-6.9 |
-1.9% |
372.0 |
| High |
364.6 |
363.1 |
-1.5 |
-0.4% |
372.4 |
| Low |
356.4 |
357.7 |
1.3 |
0.4% |
370.6 |
| Close |
360.4 |
363.1 |
2.7 |
0.7% |
372.4 |
| Range |
8.2 |
5.4 |
-2.8 |
-34.1% |
1.8 |
| ATR |
3.5 |
3.6 |
0.1 |
4.0% |
0.0 |
| Volume |
247 |
234 |
-13 |
-5.3% |
73 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
377.5 |
375.7 |
366.1 |
|
| R3 |
372.1 |
370.3 |
364.6 |
|
| R2 |
366.7 |
366.7 |
364.1 |
|
| R1 |
364.9 |
364.9 |
363.6 |
365.8 |
| PP |
361.3 |
361.3 |
361.3 |
361.8 |
| S1 |
359.5 |
359.5 |
362.6 |
360.4 |
| S2 |
355.9 |
355.9 |
362.1 |
|
| S3 |
350.5 |
354.1 |
361.6 |
|
| S4 |
345.1 |
348.7 |
360.1 |
|
|
| 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 |
373.5 |
356.4 |
17.1 |
4.7% |
3.9 |
1.1% |
39% |
False |
False |
112 |
| 10 |
373.5 |
356.4 |
17.1 |
4.7% |
2.6 |
0.7% |
39% |
False |
False |
60 |
| 20 |
377.0 |
356.4 |
20.6 |
5.7% |
2.1 |
0.6% |
33% |
False |
False |
58 |
| 40 |
388.3 |
356.4 |
31.9 |
8.8% |
1.7 |
0.5% |
21% |
False |
False |
38 |
| 60 |
388.3 |
356.4 |
31.9 |
8.8% |
1.3 |
0.4% |
21% |
False |
False |
26 |
| 80 |
397.0 |
356.4 |
40.6 |
11.2% |
1.0 |
0.3% |
17% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
386.1 |
|
2.618 |
377.2 |
|
1.618 |
371.8 |
|
1.000 |
368.5 |
|
0.618 |
366.4 |
|
HIGH |
363.1 |
|
0.618 |
361.0 |
|
0.500 |
360.4 |
|
0.382 |
359.8 |
|
LOW |
357.7 |
|
0.618 |
354.4 |
|
1.000 |
352.3 |
|
1.618 |
349.0 |
|
2.618 |
343.6 |
|
4.250 |
334.8 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
362.2 |
365.0 |
| PP |
361.3 |
364.3 |
| S1 |
360.4 |
363.7 |
|