CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
365.3 |
363.0 |
-2.3 |
-0.6% |
366.3 |
| High |
365.3 |
366.8 |
1.5 |
0.4% |
366.3 |
| Low |
363.2 |
363.0 |
-0.2 |
-0.1% |
360.3 |
| Close |
363.7 |
366.8 |
3.1 |
0.9% |
363.7 |
| Range |
2.1 |
3.8 |
1.7 |
81.0% |
6.0 |
| ATR |
3.8 |
3.8 |
0.0 |
0.0% |
0.0 |
| Volume |
195 |
18 |
-177 |
-90.8% |
280 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
376.9 |
375.7 |
368.9 |
|
| R3 |
373.1 |
371.9 |
367.8 |
|
| R2 |
369.3 |
369.3 |
367.5 |
|
| R1 |
368.1 |
368.1 |
367.1 |
368.7 |
| PP |
365.5 |
365.5 |
365.5 |
365.9 |
| S1 |
364.3 |
364.3 |
366.5 |
364.9 |
| S2 |
361.7 |
361.7 |
366.1 |
|
| S3 |
357.9 |
360.5 |
365.8 |
|
| S4 |
354.1 |
356.7 |
364.7 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
381.4 |
378.6 |
367.0 |
|
| R3 |
375.4 |
372.6 |
365.4 |
|
| R2 |
369.4 |
369.4 |
364.8 |
|
| R1 |
366.6 |
366.6 |
364.3 |
365.0 |
| PP |
363.4 |
363.4 |
363.4 |
362.7 |
| S1 |
360.6 |
360.6 |
363.2 |
359.0 |
| S2 |
357.4 |
357.4 |
362.6 |
|
| S3 |
351.4 |
354.6 |
362.1 |
|
| S4 |
345.4 |
348.6 |
360.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
366.8 |
360.3 |
6.5 |
1.8% |
2.3 |
0.6% |
100% |
True |
False |
59 |
| 10 |
368.9 |
360.3 |
8.6 |
2.3% |
2.6 |
0.7% |
76% |
False |
False |
64 |
| 20 |
373.5 |
356.4 |
17.1 |
4.7% |
2.9 |
0.8% |
61% |
False |
False |
83 |
| 40 |
377.0 |
356.4 |
20.6 |
5.6% |
2.1 |
0.6% |
50% |
False |
False |
59 |
| 60 |
388.3 |
356.4 |
31.9 |
8.7% |
1.9 |
0.5% |
33% |
False |
False |
44 |
| 80 |
388.3 |
356.4 |
31.9 |
8.7% |
1.5 |
0.4% |
33% |
False |
False |
34 |
| 100 |
397.0 |
356.4 |
40.6 |
11.1% |
1.2 |
0.3% |
26% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
383.0 |
|
2.618 |
376.7 |
|
1.618 |
372.9 |
|
1.000 |
370.6 |
|
0.618 |
369.1 |
|
HIGH |
366.8 |
|
0.618 |
365.3 |
|
0.500 |
364.9 |
|
0.382 |
364.5 |
|
LOW |
363.0 |
|
0.618 |
360.7 |
|
1.000 |
359.2 |
|
1.618 |
356.9 |
|
2.618 |
353.1 |
|
4.250 |
346.9 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
366.2 |
365.7 |
| PP |
365.5 |
364.6 |
| S1 |
364.9 |
363.6 |
|