CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
373.9 |
371.6 |
-2.3 |
-0.6% |
366.3 |
High |
373.9 |
372.0 |
-1.9 |
-0.5% |
366.3 |
Low |
373.9 |
368.6 |
-5.3 |
-1.4% |
360.3 |
Close |
373.9 |
369.3 |
-4.6 |
-1.2% |
363.7 |
Range |
0.0 |
3.4 |
3.4 |
|
6.0 |
ATR |
4.1 |
4.2 |
0.1 |
2.0% |
0.0 |
Volume |
257 |
58 |
-199 |
-77.4% |
280 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
380.2 |
378.1 |
371.2 |
|
R3 |
376.8 |
374.7 |
370.2 |
|
R2 |
373.4 |
373.4 |
369.9 |
|
R1 |
371.3 |
371.3 |
369.6 |
370.7 |
PP |
370.0 |
370.0 |
370.0 |
369.6 |
S1 |
367.9 |
367.9 |
369.0 |
367.3 |
S2 |
366.6 |
366.6 |
368.7 |
|
S3 |
363.2 |
364.5 |
368.4 |
|
S4 |
359.8 |
361.1 |
367.4 |
|
|
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 |
373.9 |
363.0 |
10.9 |
3.0% |
3.1 |
0.8% |
58% |
False |
False |
117 |
10 |
373.9 |
360.3 |
13.6 |
3.7% |
2.9 |
0.8% |
66% |
False |
False |
88 |
20 |
373.9 |
357.5 |
16.4 |
4.4% |
2.7 |
0.7% |
72% |
False |
False |
86 |
40 |
377.0 |
356.4 |
20.6 |
5.6% |
2.3 |
0.6% |
63% |
False |
False |
66 |
60 |
388.3 |
356.4 |
31.9 |
8.6% |
2.0 |
0.5% |
40% |
False |
False |
50 |
80 |
388.3 |
356.4 |
31.9 |
8.6% |
1.6 |
0.4% |
40% |
False |
False |
38 |
100 |
397.0 |
356.4 |
40.6 |
11.0% |
1.3 |
0.3% |
32% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
386.5 |
2.618 |
380.9 |
1.618 |
377.5 |
1.000 |
375.4 |
0.618 |
374.1 |
HIGH |
372.0 |
0.618 |
370.7 |
0.500 |
370.3 |
0.382 |
369.9 |
LOW |
368.6 |
0.618 |
366.5 |
1.000 |
365.2 |
1.618 |
363.1 |
2.618 |
359.7 |
4.250 |
354.2 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
370.3 |
369.2 |
PP |
370.0 |
369.1 |
S1 |
369.6 |
369.0 |
|