CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
349.0 |
352.0 |
3.0 |
0.9% |
355.0 |
| High |
350.1 |
352.8 |
2.7 |
0.8% |
356.1 |
| Low |
346.3 |
348.4 |
2.1 |
0.6% |
346.3 |
| Close |
347.4 |
350.6 |
3.2 |
0.9% |
347.4 |
| Range |
3.8 |
4.4 |
0.6 |
15.8% |
9.8 |
| ATR |
5.4 |
5.4 |
0.0 |
0.1% |
0.0 |
| Volume |
267 |
348 |
81 |
30.3% |
1,141 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
363.8 |
361.6 |
353.0 |
|
| R3 |
359.4 |
357.2 |
351.8 |
|
| R2 |
355.0 |
355.0 |
351.4 |
|
| R1 |
352.8 |
352.8 |
351.0 |
351.7 |
| PP |
350.6 |
350.6 |
350.6 |
350.1 |
| S1 |
348.4 |
348.4 |
350.2 |
347.3 |
| S2 |
346.2 |
346.2 |
349.8 |
|
| S3 |
341.8 |
344.0 |
349.4 |
|
| S4 |
337.4 |
339.6 |
348.2 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
379.3 |
373.2 |
352.8 |
|
| R3 |
369.5 |
363.4 |
350.1 |
|
| R2 |
359.7 |
359.7 |
349.2 |
|
| R1 |
353.6 |
353.6 |
348.3 |
351.8 |
| PP |
349.9 |
349.9 |
349.9 |
349.0 |
| S1 |
343.8 |
343.8 |
346.5 |
342.0 |
| S2 |
340.1 |
340.1 |
345.6 |
|
| S3 |
330.3 |
334.0 |
344.7 |
|
| S4 |
320.5 |
324.2 |
342.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
356.1 |
346.3 |
9.8 |
2.8% |
4.6 |
1.3% |
44% |
False |
False |
256 |
| 10 |
381.0 |
346.3 |
34.7 |
9.9% |
5.6 |
1.6% |
12% |
False |
False |
238 |
| 20 |
381.0 |
346.3 |
34.7 |
9.9% |
4.2 |
1.2% |
12% |
False |
False |
198 |
| 40 |
381.0 |
346.3 |
34.7 |
9.9% |
3.4 |
1.0% |
12% |
False |
False |
134 |
| 60 |
381.0 |
346.3 |
34.7 |
9.9% |
2.6 |
0.8% |
12% |
False |
False |
101 |
| 80 |
388.3 |
346.3 |
42.0 |
12.0% |
2.3 |
0.7% |
10% |
False |
False |
79 |
| 100 |
388.3 |
346.3 |
42.0 |
12.0% |
1.9 |
0.5% |
10% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
371.5 |
|
2.618 |
364.3 |
|
1.618 |
359.9 |
|
1.000 |
357.2 |
|
0.618 |
355.5 |
|
HIGH |
352.8 |
|
0.618 |
351.1 |
|
0.500 |
350.6 |
|
0.382 |
350.1 |
|
LOW |
348.4 |
|
0.618 |
345.7 |
|
1.000 |
344.0 |
|
1.618 |
341.3 |
|
2.618 |
336.9 |
|
4.250 |
329.7 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
350.6 |
350.4 |
| PP |
350.6 |
350.3 |
| S1 |
350.6 |
350.1 |
|