CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
356.3 |
350.1 |
-6.2 |
-1.7% |
352.0 |
| High |
365.0 |
354.1 |
-10.9 |
-3.0% |
365.0 |
| Low |
352.0 |
348.8 |
-3.2 |
-0.9% |
348.4 |
| Close |
352.5 |
352.1 |
-0.4 |
-0.1% |
352.5 |
| Range |
13.0 |
5.3 |
-7.7 |
-59.2% |
16.6 |
| ATR |
6.0 |
5.9 |
0.0 |
-0.8% |
0.0 |
| Volume |
130 |
539 |
409 |
314.6% |
1,458 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
367.6 |
365.1 |
355.0 |
|
| R3 |
362.3 |
359.8 |
353.6 |
|
| R2 |
357.0 |
357.0 |
353.1 |
|
| R1 |
354.5 |
354.5 |
352.6 |
355.8 |
| PP |
351.7 |
351.7 |
351.7 |
352.3 |
| S1 |
349.2 |
349.2 |
351.6 |
350.5 |
| S2 |
346.4 |
346.4 |
351.1 |
|
| S3 |
341.1 |
343.9 |
350.6 |
|
| S4 |
335.8 |
338.6 |
349.2 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
405.1 |
395.4 |
361.6 |
|
| R3 |
388.5 |
378.8 |
357.1 |
|
| R2 |
371.9 |
371.9 |
355.5 |
|
| R1 |
362.2 |
362.2 |
354.0 |
367.1 |
| PP |
355.3 |
355.3 |
355.3 |
357.7 |
| S1 |
345.6 |
345.6 |
351.0 |
350.5 |
| S2 |
338.7 |
338.7 |
349.5 |
|
| S3 |
322.1 |
329.0 |
347.9 |
|
| S4 |
305.5 |
312.4 |
343.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
365.0 |
348.4 |
16.6 |
4.7% |
7.0 |
2.0% |
22% |
False |
False |
399 |
| 10 |
365.0 |
346.3 |
18.7 |
5.3% |
5.8 |
1.7% |
31% |
False |
False |
313 |
| 20 |
381.0 |
346.3 |
34.7 |
9.9% |
5.3 |
1.5% |
17% |
False |
False |
266 |
| 40 |
381.0 |
346.3 |
34.7 |
9.9% |
4.0 |
1.1% |
17% |
False |
False |
174 |
| 60 |
381.0 |
346.3 |
34.7 |
9.9% |
3.2 |
0.9% |
17% |
False |
False |
128 |
| 80 |
388.3 |
346.3 |
42.0 |
11.9% |
2.7 |
0.8% |
14% |
False |
False |
99 |
| 100 |
388.3 |
346.3 |
42.0 |
11.9% |
2.2 |
0.6% |
14% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
376.6 |
|
2.618 |
368.0 |
|
1.618 |
362.7 |
|
1.000 |
359.4 |
|
0.618 |
357.4 |
|
HIGH |
354.1 |
|
0.618 |
352.1 |
|
0.500 |
351.5 |
|
0.382 |
350.8 |
|
LOW |
348.8 |
|
0.618 |
345.5 |
|
1.000 |
343.5 |
|
1.618 |
340.2 |
|
2.618 |
334.9 |
|
4.250 |
326.3 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
351.9 |
356.9 |
| PP |
351.7 |
355.3 |
| S1 |
351.5 |
353.7 |
|