CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
356.2 |
358.7 |
2.5 |
0.7% |
355.2 |
| High |
360.6 |
360.5 |
-0.1 |
0.0% |
363.0 |
| Low |
356.2 |
355.7 |
-0.5 |
-0.1% |
350.6 |
| Close |
359.2 |
357.6 |
-1.6 |
-0.4% |
357.5 |
| Range |
4.4 |
4.8 |
0.4 |
9.1% |
12.4 |
| ATR |
5.6 |
5.5 |
-0.1 |
-1.0% |
0.0 |
| Volume |
163 |
250 |
87 |
53.4% |
1,140 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
372.3 |
369.8 |
360.2 |
|
| R3 |
367.5 |
365.0 |
358.9 |
|
| R2 |
362.7 |
362.7 |
358.5 |
|
| R1 |
360.2 |
360.2 |
358.0 |
359.1 |
| PP |
357.9 |
357.9 |
357.9 |
357.4 |
| S1 |
355.4 |
355.4 |
357.2 |
354.3 |
| S2 |
353.1 |
353.1 |
356.7 |
|
| S3 |
348.3 |
350.6 |
356.3 |
|
| S4 |
343.5 |
345.8 |
355.0 |
|
|
| 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% |
33% |
False |
False |
315 |
| 10 |
363.0 |
350.6 |
12.4 |
3.5% |
5.3 |
1.5% |
56% |
False |
False |
272 |
| 20 |
365.0 |
346.3 |
18.7 |
5.2% |
5.6 |
1.6% |
60% |
False |
False |
294 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.8 |
1.3% |
33% |
False |
False |
226 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
3.9 |
1.1% |
33% |
False |
False |
171 |
| 80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.2 |
0.9% |
33% |
False |
False |
137 |
| 100 |
388.3 |
346.3 |
42.0 |
11.7% |
2.8 |
0.8% |
27% |
False |
False |
111 |
| 120 |
388.3 |
346.3 |
42.0 |
11.7% |
2.4 |
0.7% |
27% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
380.9 |
|
2.618 |
373.1 |
|
1.618 |
368.3 |
|
1.000 |
365.3 |
|
0.618 |
363.5 |
|
HIGH |
360.5 |
|
0.618 |
358.7 |
|
0.500 |
358.1 |
|
0.382 |
357.5 |
|
LOW |
355.7 |
|
0.618 |
352.7 |
|
1.000 |
350.9 |
|
1.618 |
347.9 |
|
2.618 |
343.1 |
|
4.250 |
335.3 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
358.1 |
358.1 |
| PP |
357.9 |
357.9 |
| S1 |
357.8 |
357.8 |
|