CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
366.0 |
364.3 |
-1.7 |
-0.5% |
362.2 |
| High |
366.0 |
367.7 |
1.7 |
0.5% |
367.1 |
| Low |
363.1 |
364.3 |
1.2 |
0.3% |
357.5 |
| Close |
363.1 |
367.5 |
4.4 |
1.2% |
360.7 |
| Range |
2.9 |
3.4 |
0.5 |
17.2% |
9.6 |
| ATR |
3.7 |
3.8 |
0.1 |
1.7% |
0.0 |
| Volume |
118 |
8 |
-110 |
-93.2% |
388 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
376.7 |
375.5 |
369.4 |
|
| R3 |
373.3 |
372.1 |
368.4 |
|
| R2 |
369.9 |
369.9 |
368.1 |
|
| R1 |
368.7 |
368.7 |
367.8 |
369.3 |
| PP |
366.5 |
366.5 |
366.5 |
366.8 |
| S1 |
365.3 |
365.3 |
367.2 |
365.9 |
| S2 |
363.1 |
363.1 |
366.9 |
|
| S3 |
359.7 |
361.9 |
366.6 |
|
| S4 |
356.3 |
358.5 |
365.6 |
|
|
| 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 |
367.7 |
357.5 |
10.2 |
2.8% |
2.7 |
0.7% |
98% |
True |
False |
83 |
| 10 |
367.7 |
357.5 |
10.2 |
2.8% |
2.4 |
0.7% |
98% |
True |
False |
83 |
| 20 |
373.5 |
356.4 |
17.1 |
4.7% |
2.4 |
0.7% |
65% |
False |
False |
61 |
| 40 |
377.0 |
356.4 |
20.6 |
5.6% |
1.7 |
0.5% |
54% |
False |
False |
49 |
| 60 |
388.3 |
356.4 |
31.9 |
8.7% |
1.6 |
0.4% |
35% |
False |
False |
35 |
| 80 |
388.3 |
356.4 |
31.9 |
8.7% |
1.2 |
0.3% |
35% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
382.2 |
|
2.618 |
376.6 |
|
1.618 |
373.2 |
|
1.000 |
371.1 |
|
0.618 |
369.8 |
|
HIGH |
367.7 |
|
0.618 |
366.4 |
|
0.500 |
366.0 |
|
0.382 |
365.6 |
|
LOW |
364.3 |
|
0.618 |
362.2 |
|
1.000 |
360.9 |
|
1.618 |
358.8 |
|
2.618 |
355.4 |
|
4.250 |
349.9 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
367.0 |
366.8 |
| PP |
366.5 |
366.1 |
| S1 |
366.0 |
365.4 |
|