CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
350.3 |
355.5 |
5.2 |
1.5% |
355.0 |
| High |
358.1 |
357.8 |
-0.3 |
-0.1% |
356.1 |
| Low |
350.3 |
353.5 |
3.2 |
0.9% |
346.3 |
| Close |
357.5 |
355.3 |
-2.2 |
-0.6% |
347.4 |
| Range |
7.8 |
4.3 |
-3.5 |
-44.9% |
9.8 |
| ATR |
5.5 |
5.4 |
-0.1 |
-1.6% |
0.0 |
| Volume |
573 |
407 |
-166 |
-29.0% |
1,141 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
368.4 |
366.2 |
357.7 |
|
| R3 |
364.1 |
361.9 |
356.5 |
|
| R2 |
359.8 |
359.8 |
356.1 |
|
| R1 |
357.6 |
357.6 |
355.7 |
356.6 |
| PP |
355.5 |
355.5 |
355.5 |
355.0 |
| S1 |
353.3 |
353.3 |
354.9 |
352.3 |
| S2 |
351.2 |
351.2 |
354.5 |
|
| S3 |
346.9 |
349.0 |
354.1 |
|
| S4 |
342.6 |
344.7 |
352.9 |
|
|
| 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% |
5.4 |
1.5% |
76% |
False |
False |
369 |
| 10 |
373.9 |
346.3 |
27.6 |
7.8% |
6.0 |
1.7% |
33% |
False |
False |
282 |
| 20 |
381.0 |
346.3 |
34.7 |
9.8% |
4.7 |
1.3% |
26% |
False |
False |
244 |
| 40 |
381.0 |
346.3 |
34.7 |
9.8% |
3.6 |
1.0% |
26% |
False |
False |
158 |
| 60 |
381.0 |
346.3 |
34.7 |
9.8% |
2.8 |
0.8% |
26% |
False |
False |
117 |
| 80 |
388.3 |
346.3 |
42.0 |
11.8% |
2.5 |
0.7% |
21% |
False |
False |
91 |
| 100 |
388.3 |
346.3 |
42.0 |
11.8% |
2.0 |
0.6% |
21% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
376.1 |
|
2.618 |
369.1 |
|
1.618 |
364.8 |
|
1.000 |
362.1 |
|
0.618 |
360.5 |
|
HIGH |
357.8 |
|
0.618 |
356.2 |
|
0.500 |
355.7 |
|
0.382 |
355.1 |
|
LOW |
353.5 |
|
0.618 |
350.8 |
|
1.000 |
349.2 |
|
1.618 |
346.5 |
|
2.618 |
342.2 |
|
4.250 |
335.2 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
355.7 |
354.6 |
| PP |
355.5 |
353.9 |
| S1 |
355.4 |
353.3 |
|