CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
359.9 |
359.4 |
-0.5 |
-0.1% |
355.2 |
High |
363.0 |
359.4 |
-3.6 |
-1.0% |
363.0 |
Low |
355.0 |
355.6 |
0.6 |
0.2% |
350.6 |
Close |
357.5 |
357.7 |
0.2 |
0.1% |
357.5 |
Range |
8.0 |
3.8 |
-4.2 |
-52.5% |
12.4 |
ATR |
5.8 |
5.7 |
-0.1 |
-2.5% |
0.0 |
Volume |
204 |
476 |
272 |
133.3% |
1,140 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
369.0 |
367.1 |
359.8 |
|
R3 |
365.2 |
363.3 |
358.7 |
|
R2 |
361.4 |
361.4 |
358.4 |
|
R1 |
359.5 |
359.5 |
358.0 |
358.6 |
PP |
357.6 |
357.6 |
357.6 |
357.1 |
S1 |
355.7 |
355.7 |
357.4 |
354.8 |
S2 |
353.8 |
353.8 |
357.0 |
|
S3 |
350.0 |
351.9 |
356.7 |
|
S4 |
346.2 |
348.1 |
355.6 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
394.2 |
388.3 |
364.3 |
|
R3 |
381.8 |
375.9 |
360.9 |
|
R2 |
369.4 |
369.4 |
359.8 |
|
R1 |
363.5 |
363.5 |
358.6 |
366.5 |
PP |
357.0 |
357.0 |
357.0 |
358.5 |
S1 |
351.1 |
351.1 |
356.4 |
354.1 |
S2 |
344.6 |
344.6 |
355.2 |
|
S3 |
332.2 |
338.7 |
354.1 |
|
S4 |
319.8 |
326.3 |
350.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
363.0 |
355.0 |
8.0 |
2.2% |
5.0 |
1.4% |
34% |
False |
False |
298 |
10 |
363.0 |
348.6 |
14.4 |
4.0% |
5.3 |
1.5% |
63% |
False |
False |
271 |
20 |
365.0 |
346.3 |
18.7 |
5.2% |
5.6 |
1.6% |
61% |
False |
False |
292 |
40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.6 |
1.3% |
33% |
False |
False |
223 |
60 |
381.0 |
346.3 |
34.7 |
9.7% |
3.8 |
1.1% |
33% |
False |
False |
166 |
80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.2 |
0.9% |
33% |
False |
False |
133 |
100 |
388.3 |
346.3 |
42.0 |
11.7% |
2.7 |
0.8% |
27% |
False |
False |
107 |
120 |
388.3 |
346.3 |
42.0 |
11.7% |
2.3 |
0.6% |
27% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
375.6 |
2.618 |
369.3 |
1.618 |
365.5 |
1.000 |
363.2 |
0.618 |
361.7 |
HIGH |
359.4 |
0.618 |
357.9 |
0.500 |
357.5 |
0.382 |
357.1 |
LOW |
355.6 |
0.618 |
353.3 |
1.000 |
351.8 |
1.618 |
349.5 |
2.618 |
345.7 |
4.250 |
339.5 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
357.6 |
359.0 |
PP |
357.6 |
358.6 |
S1 |
357.5 |
358.1 |
|