CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
366.0 |
360.9 |
-5.1 |
-1.4% |
362.2 |
| High |
367.1 |
362.0 |
-5.1 |
-1.4% |
367.1 |
| Low |
364.6 |
357.5 |
-7.1 |
-1.9% |
357.5 |
| Close |
364.6 |
360.7 |
-3.9 |
-1.1% |
360.7 |
| Range |
2.5 |
4.5 |
2.0 |
80.0% |
9.6 |
| ATR |
3.4 |
3.7 |
0.3 |
7.7% |
0.0 |
| Volume |
5 |
279 |
274 |
5,480.0% |
388 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
373.6 |
371.6 |
363.2 |
|
| R3 |
369.1 |
367.1 |
361.9 |
|
| R2 |
364.6 |
364.6 |
361.5 |
|
| R1 |
362.6 |
362.6 |
361.1 |
361.4 |
| PP |
360.1 |
360.1 |
360.1 |
359.4 |
| S1 |
358.1 |
358.1 |
360.3 |
356.9 |
| S2 |
355.6 |
355.6 |
359.9 |
|
| S3 |
351.1 |
353.6 |
359.5 |
|
| S4 |
346.6 |
349.1 |
358.2 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
390.6 |
385.2 |
366.0 |
|
| R3 |
381.0 |
375.6 |
363.3 |
|
| R2 |
371.4 |
371.4 |
362.5 |
|
| R1 |
366.0 |
366.0 |
361.6 |
363.9 |
| PP |
361.8 |
361.8 |
361.8 |
360.7 |
| S1 |
356.4 |
356.4 |
359.8 |
354.3 |
| S2 |
352.2 |
352.2 |
358.9 |
|
| S3 |
342.6 |
346.8 |
358.1 |
|
| S4 |
333.0 |
337.2 |
355.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
367.1 |
357.5 |
9.6 |
2.7% |
1.9 |
0.5% |
33% |
False |
True |
77 |
| 10 |
373.5 |
356.4 |
17.1 |
4.7% |
3.2 |
0.9% |
25% |
False |
False |
102 |
| 20 |
373.5 |
356.4 |
17.1 |
4.7% |
2.3 |
0.6% |
25% |
False |
False |
64 |
| 40 |
377.0 |
356.4 |
20.6 |
5.7% |
1.8 |
0.5% |
21% |
False |
False |
48 |
| 60 |
388.3 |
356.4 |
31.9 |
8.8% |
1.5 |
0.4% |
13% |
False |
False |
33 |
| 80 |
388.3 |
356.4 |
31.9 |
8.8% |
1.2 |
0.3% |
13% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
381.1 |
|
2.618 |
373.8 |
|
1.618 |
369.3 |
|
1.000 |
366.5 |
|
0.618 |
364.8 |
|
HIGH |
362.0 |
|
0.618 |
360.3 |
|
0.500 |
359.8 |
|
0.382 |
359.2 |
|
LOW |
357.5 |
|
0.618 |
354.7 |
|
1.000 |
353.0 |
|
1.618 |
350.2 |
|
2.618 |
345.7 |
|
4.250 |
338.4 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
360.4 |
362.3 |
| PP |
360.1 |
361.8 |
| S1 |
359.8 |
361.2 |
|