CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
355.0 |
352.0 |
-3.0 |
-0.8% |
375.5 |
| High |
355.0 |
356.1 |
1.1 |
0.3% |
381.0 |
| Low |
350.0 |
352.0 |
2.0 |
0.6% |
356.3 |
| Close |
351.8 |
356.1 |
4.3 |
1.2% |
356.3 |
| Range |
5.0 |
4.1 |
-0.9 |
-18.0% |
24.7 |
| ATR |
5.6 |
5.5 |
-0.1 |
-1.6% |
0.0 |
| Volume |
205 |
168 |
-37 |
-18.0% |
1,533 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
367.0 |
365.7 |
358.4 |
|
| R3 |
362.9 |
361.6 |
357.2 |
|
| R2 |
358.8 |
358.8 |
356.9 |
|
| R1 |
357.5 |
357.5 |
356.5 |
358.2 |
| PP |
354.7 |
354.7 |
354.7 |
355.1 |
| S1 |
353.4 |
353.4 |
355.7 |
354.1 |
| S2 |
350.6 |
350.6 |
355.3 |
|
| S3 |
346.5 |
349.3 |
355.0 |
|
| S4 |
342.4 |
345.2 |
353.8 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
438.6 |
422.2 |
369.9 |
|
| R3 |
413.9 |
397.5 |
363.1 |
|
| R2 |
389.2 |
389.2 |
360.8 |
|
| R1 |
372.8 |
372.8 |
358.6 |
368.7 |
| PP |
364.5 |
364.5 |
364.5 |
362.5 |
| S1 |
348.1 |
348.1 |
354.0 |
344.0 |
| S2 |
339.8 |
339.8 |
351.8 |
|
| S3 |
315.1 |
323.4 |
349.5 |
|
| S4 |
290.4 |
298.7 |
342.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
377.1 |
350.0 |
27.1 |
7.6% |
6.3 |
1.8% |
23% |
False |
False |
206 |
| 10 |
381.0 |
350.0 |
31.0 |
8.7% |
4.8 |
1.3% |
20% |
False |
False |
249 |
| 20 |
381.0 |
350.0 |
31.0 |
8.7% |
4.0 |
1.1% |
20% |
False |
False |
159 |
| 40 |
381.0 |
350.0 |
31.0 |
8.7% |
3.1 |
0.9% |
20% |
False |
False |
109 |
| 60 |
381.0 |
350.0 |
31.0 |
8.7% |
2.5 |
0.7% |
20% |
False |
False |
84 |
| 80 |
388.3 |
350.0 |
38.3 |
10.8% |
2.1 |
0.6% |
16% |
False |
False |
65 |
| 100 |
388.3 |
350.0 |
38.3 |
10.8% |
1.7 |
0.5% |
16% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
373.5 |
|
2.618 |
366.8 |
|
1.618 |
362.7 |
|
1.000 |
360.2 |
|
0.618 |
358.6 |
|
HIGH |
356.1 |
|
0.618 |
354.5 |
|
0.500 |
354.1 |
|
0.382 |
353.6 |
|
LOW |
352.0 |
|
0.618 |
349.5 |
|
1.000 |
347.9 |
|
1.618 |
345.4 |
|
2.618 |
341.3 |
|
4.250 |
334.6 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
355.4 |
361.7 |
| PP |
354.7 |
359.8 |
| S1 |
354.1 |
358.0 |
|