CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
352.0 |
350.3 |
-1.7 |
-0.5% |
355.0 |
| High |
352.8 |
358.1 |
5.3 |
1.5% |
356.1 |
| Low |
348.4 |
350.3 |
1.9 |
0.5% |
346.3 |
| Close |
350.6 |
357.5 |
6.9 |
2.0% |
347.4 |
| Range |
4.4 |
7.8 |
3.4 |
77.3% |
9.8 |
| ATR |
5.4 |
5.5 |
0.2 |
3.2% |
0.0 |
| Volume |
348 |
573 |
225 |
64.7% |
1,141 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
378.7 |
375.9 |
361.8 |
|
| R3 |
370.9 |
368.1 |
359.6 |
|
| R2 |
363.1 |
363.1 |
358.9 |
|
| R1 |
360.3 |
360.3 |
358.2 |
361.7 |
| PP |
355.3 |
355.3 |
355.3 |
356.0 |
| S1 |
352.5 |
352.5 |
356.8 |
353.9 |
| S2 |
347.5 |
347.5 |
356.1 |
|
| S3 |
339.7 |
344.7 |
355.4 |
|
| S4 |
331.9 |
336.9 |
353.2 |
|
|
| 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 |
358.1 |
346.3 |
11.8 |
3.3% |
5.3 |
1.5% |
95% |
True |
False |
337 |
| 10 |
377.1 |
346.3 |
30.8 |
8.6% |
5.8 |
1.6% |
36% |
False |
False |
272 |
| 20 |
381.0 |
346.3 |
34.7 |
9.7% |
4.6 |
1.3% |
32% |
False |
False |
226 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
3.6 |
1.0% |
32% |
False |
False |
148 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
2.8 |
0.8% |
32% |
False |
False |
110 |
| 80 |
388.3 |
346.3 |
42.0 |
11.7% |
2.4 |
0.7% |
27% |
False |
False |
86 |
| 100 |
388.3 |
346.3 |
42.0 |
11.7% |
2.0 |
0.6% |
27% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
391.3 |
|
2.618 |
378.5 |
|
1.618 |
370.7 |
|
1.000 |
365.9 |
|
0.618 |
362.9 |
|
HIGH |
358.1 |
|
0.618 |
355.1 |
|
0.500 |
354.2 |
|
0.382 |
353.3 |
|
LOW |
350.3 |
|
0.618 |
345.5 |
|
1.000 |
342.5 |
|
1.618 |
337.7 |
|
2.618 |
329.9 |
|
4.250 |
317.2 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
356.4 |
355.7 |
| PP |
355.3 |
354.0 |
| S1 |
354.2 |
352.2 |
|