CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
358.2 |
362.2 |
4.0 |
1.1% |
370.2 |
| High |
361.2 |
363.1 |
1.9 |
0.5% |
373.5 |
| Low |
358.2 |
362.2 |
4.0 |
1.1% |
356.4 |
| Close |
360.0 |
363.1 |
3.1 |
0.9% |
360.0 |
| Range |
3.0 |
0.9 |
-2.1 |
-70.0% |
17.1 |
| ATR |
3.7 |
3.6 |
0.0 |
-1.1% |
0.0 |
| Volume |
81 |
79 |
-2 |
-2.5% |
584 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
365.5 |
365.2 |
363.6 |
|
| R3 |
364.6 |
364.3 |
363.3 |
|
| R2 |
363.7 |
363.7 |
363.3 |
|
| R1 |
363.4 |
363.4 |
363.2 |
363.6 |
| PP |
362.8 |
362.8 |
362.8 |
362.9 |
| S1 |
362.5 |
362.5 |
363.0 |
362.7 |
| S2 |
361.9 |
361.9 |
362.9 |
|
| S3 |
361.0 |
361.6 |
362.9 |
|
| S4 |
360.1 |
360.7 |
362.6 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414.6 |
404.4 |
369.4 |
|
| R3 |
397.5 |
387.3 |
364.7 |
|
| R2 |
380.4 |
380.4 |
363.1 |
|
| R1 |
370.2 |
370.2 |
361.6 |
366.8 |
| PP |
363.3 |
363.3 |
363.3 |
361.6 |
| S1 |
353.1 |
353.1 |
358.4 |
349.7 |
| S2 |
346.2 |
346.2 |
356.9 |
|
| S3 |
329.1 |
336.0 |
355.3 |
|
| S4 |
312.0 |
318.9 |
350.6 |
|
|
| 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% |
4.6 |
1.3% |
39% |
False |
False |
132 |
| 10 |
373.5 |
356.4 |
17.1 |
4.7% |
2.8 |
0.8% |
39% |
False |
False |
75 |
| 20 |
376.6 |
356.4 |
20.2 |
5.6% |
2.1 |
0.6% |
33% |
False |
False |
65 |
| 40 |
388.3 |
356.4 |
31.9 |
8.8% |
1.8 |
0.5% |
21% |
False |
False |
42 |
| 60 |
388.3 |
356.4 |
31.9 |
8.8% |
1.4 |
0.4% |
21% |
False |
False |
29 |
| 80 |
397.0 |
356.4 |
40.6 |
11.2% |
1.1 |
0.3% |
17% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
366.9 |
|
2.618 |
365.5 |
|
1.618 |
364.6 |
|
1.000 |
364.0 |
|
0.618 |
363.7 |
|
HIGH |
363.1 |
|
0.618 |
362.8 |
|
0.500 |
362.7 |
|
0.382 |
362.5 |
|
LOW |
362.2 |
|
0.618 |
361.6 |
|
1.000 |
361.3 |
|
1.618 |
360.7 |
|
2.618 |
359.8 |
|
4.250 |
358.4 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
363.0 |
362.2 |
| PP |
362.8 |
361.3 |
| S1 |
362.7 |
360.4 |
|