CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
376.0 |
373.0 |
-3.0 |
-0.8% |
363.0 |
| High |
377.1 |
373.9 |
-3.2 |
-0.8% |
373.9 |
| Low |
374.8 |
370.8 |
-4.0 |
-1.1% |
363.0 |
| Close |
377.1 |
373.2 |
-3.9 |
-1.0% |
371.5 |
| Range |
2.3 |
3.1 |
0.8 |
34.8% |
10.9 |
| ATR |
4.5 |
4.6 |
0.1 |
2.9% |
0.0 |
| Volume |
304 |
217 |
-87 |
-28.6% |
662 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
381.9 |
380.7 |
374.9 |
|
| R3 |
378.8 |
377.6 |
374.1 |
|
| R2 |
375.7 |
375.7 |
373.8 |
|
| R1 |
374.5 |
374.5 |
373.5 |
375.1 |
| PP |
372.6 |
372.6 |
372.6 |
373.0 |
| S1 |
371.4 |
371.4 |
372.9 |
372.0 |
| S2 |
369.5 |
369.5 |
372.6 |
|
| S3 |
366.4 |
368.3 |
372.3 |
|
| S4 |
363.3 |
365.2 |
371.5 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
402.2 |
397.7 |
377.5 |
|
| R3 |
391.3 |
386.8 |
374.5 |
|
| R2 |
380.4 |
380.4 |
373.5 |
|
| R1 |
375.9 |
375.9 |
372.5 |
378.2 |
| PP |
369.5 |
369.5 |
369.5 |
370.6 |
| S1 |
365.0 |
365.0 |
370.5 |
367.3 |
| S2 |
358.6 |
358.6 |
369.5 |
|
| S3 |
347.7 |
354.1 |
368.5 |
|
| S4 |
336.8 |
343.2 |
365.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
381.0 |
368.8 |
12.2 |
3.3% |
3.6 |
1.0% |
36% |
False |
False |
333 |
| 10 |
381.0 |
363.0 |
18.0 |
4.8% |
3.4 |
0.9% |
57% |
False |
False |
225 |
| 20 |
381.0 |
357.5 |
23.5 |
6.3% |
3.0 |
0.8% |
67% |
False |
False |
148 |
| 40 |
381.0 |
356.4 |
24.6 |
6.6% |
2.6 |
0.7% |
68% |
False |
False |
104 |
| 60 |
381.0 |
356.4 |
24.6 |
6.6% |
2.2 |
0.6% |
68% |
False |
False |
77 |
| 80 |
388.3 |
356.4 |
31.9 |
8.5% |
1.8 |
0.5% |
53% |
False |
False |
59 |
| 100 |
388.3 |
356.4 |
31.9 |
8.5% |
1.5 |
0.4% |
53% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
387.1 |
|
2.618 |
382.0 |
|
1.618 |
378.9 |
|
1.000 |
377.0 |
|
0.618 |
375.8 |
|
HIGH |
373.9 |
|
0.618 |
372.7 |
|
0.500 |
372.4 |
|
0.382 |
372.0 |
|
LOW |
370.8 |
|
0.618 |
368.9 |
|
1.000 |
367.7 |
|
1.618 |
365.8 |
|
2.618 |
362.7 |
|
4.250 |
357.6 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
372.9 |
375.9 |
| PP |
372.6 |
375.0 |
| S1 |
372.4 |
374.1 |
|