CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
350.8 |
351.2 |
0.4 |
0.1% |
352.0 |
High |
354.3 |
353.1 |
-1.2 |
-0.3% |
365.0 |
Low |
348.6 |
350.0 |
1.4 |
0.4% |
348.4 |
Close |
352.6 |
352.1 |
-0.5 |
-0.1% |
352.5 |
Range |
5.7 |
3.1 |
-2.6 |
-45.6% |
16.6 |
ATR |
5.9 |
5.7 |
-0.2 |
-3.4% |
0.0 |
Volume |
197 |
202 |
5 |
2.5% |
1,458 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
361.0 |
359.7 |
353.8 |
|
R3 |
357.9 |
356.6 |
353.0 |
|
R2 |
354.8 |
354.8 |
352.7 |
|
R1 |
353.5 |
353.5 |
352.4 |
354.2 |
PP |
351.7 |
351.7 |
351.7 |
352.1 |
S1 |
350.4 |
350.4 |
351.8 |
351.1 |
S2 |
348.6 |
348.6 |
351.5 |
|
S3 |
345.5 |
347.3 |
351.2 |
|
S4 |
342.4 |
344.2 |
350.4 |
|
|
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 |
348.6 |
16.4 |
4.7% |
6.3 |
1.8% |
21% |
False |
False |
295 |
10 |
365.0 |
346.3 |
18.7 |
5.3% |
5.8 |
1.6% |
31% |
False |
False |
316 |
20 |
381.0 |
346.3 |
34.7 |
9.9% |
5.3 |
1.5% |
17% |
False |
False |
282 |
40 |
381.0 |
346.3 |
34.7 |
9.9% |
4.2 |
1.2% |
17% |
False |
False |
183 |
60 |
381.0 |
346.3 |
34.7 |
9.9% |
3.3 |
0.9% |
17% |
False |
False |
134 |
80 |
388.3 |
346.3 |
42.0 |
11.9% |
2.7 |
0.8% |
14% |
False |
False |
104 |
100 |
388.3 |
346.3 |
42.0 |
11.9% |
2.3 |
0.7% |
14% |
False |
False |
84 |
120 |
397.0 |
346.3 |
50.7 |
14.4% |
1.9 |
0.5% |
11% |
False |
False |
71 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
366.3 |
2.618 |
361.2 |
1.618 |
358.1 |
1.000 |
356.2 |
0.618 |
355.0 |
HIGH |
353.1 |
0.618 |
351.9 |
0.500 |
351.6 |
0.382 |
351.2 |
LOW |
350.0 |
0.618 |
348.1 |
1.000 |
346.9 |
1.618 |
345.0 |
2.618 |
341.9 |
4.250 |
336.8 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
351.9 |
351.9 |
PP |
351.7 |
351.7 |
S1 |
351.6 |
351.5 |
|