CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
362.8 |
361.0 |
-1.8 |
-0.5% |
366.0 |
| High |
364.0 |
364.6 |
0.6 |
0.2% |
368.9 |
| Low |
362.8 |
360.3 |
-2.5 |
-0.7% |
360.8 |
| Close |
364.0 |
364.6 |
0.6 |
0.2% |
360.8 |
| Range |
1.2 |
4.3 |
3.1 |
258.3% |
8.1 |
| ATR |
3.9 |
3.9 |
0.0 |
0.7% |
0.0 |
| Volume |
30 |
38 |
8 |
26.7% |
347 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
376.1 |
374.6 |
367.0 |
|
| R3 |
371.8 |
370.3 |
365.8 |
|
| R2 |
367.5 |
367.5 |
365.4 |
|
| R1 |
366.0 |
366.0 |
365.0 |
366.8 |
| PP |
363.2 |
363.2 |
363.2 |
363.5 |
| S1 |
361.7 |
361.7 |
364.2 |
362.5 |
| S2 |
358.9 |
358.9 |
363.8 |
|
| S3 |
354.6 |
357.4 |
363.4 |
|
| S4 |
350.3 |
353.1 |
362.2 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
387.8 |
382.4 |
365.3 |
|
| R3 |
379.7 |
374.3 |
363.0 |
|
| R2 |
371.6 |
371.6 |
362.3 |
|
| R1 |
366.2 |
366.2 |
361.5 |
364.9 |
| PP |
363.5 |
363.5 |
363.5 |
362.8 |
| S1 |
358.1 |
358.1 |
360.1 |
356.8 |
| S2 |
355.4 |
355.4 |
359.3 |
|
| S3 |
347.3 |
350.0 |
358.6 |
|
| S4 |
339.2 |
341.9 |
356.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
368.9 |
360.3 |
8.6 |
2.4% |
2.7 |
0.7% |
50% |
False |
True |
59 |
| 10 |
368.9 |
357.5 |
11.4 |
3.1% |
2.7 |
0.7% |
62% |
False |
False |
71 |
| 20 |
373.5 |
356.4 |
17.1 |
4.7% |
2.6 |
0.7% |
48% |
False |
False |
73 |
| 40 |
377.0 |
356.4 |
20.6 |
5.7% |
2.0 |
0.6% |
40% |
False |
False |
54 |
| 60 |
388.3 |
356.4 |
31.9 |
8.7% |
1.8 |
0.5% |
26% |
False |
False |
40 |
| 80 |
388.3 |
356.4 |
31.9 |
8.7% |
1.4 |
0.4% |
26% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
382.9 |
|
2.618 |
375.9 |
|
1.618 |
371.6 |
|
1.000 |
368.9 |
|
0.618 |
367.3 |
|
HIGH |
364.6 |
|
0.618 |
363.0 |
|
0.500 |
362.5 |
|
0.382 |
361.9 |
|
LOW |
360.3 |
|
0.618 |
357.6 |
|
1.000 |
356.0 |
|
1.618 |
353.3 |
|
2.618 |
349.0 |
|
4.250 |
342.0 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
363.9 |
364.2 |
| PP |
363.2 |
363.7 |
| S1 |
362.5 |
363.3 |
|