CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
358.7 |
356.5 |
-2.2 |
-0.6% |
355.2 |
| High |
360.5 |
357.2 |
-3.3 |
-0.9% |
363.0 |
| Low |
355.7 |
355.8 |
0.1 |
0.0% |
350.6 |
| Close |
357.6 |
357.1 |
-0.5 |
-0.1% |
357.5 |
| Range |
4.8 |
1.4 |
-3.4 |
-70.8% |
12.4 |
| ATR |
5.5 |
5.2 |
-0.3 |
-4.8% |
0.0 |
| Volume |
250 |
322 |
72 |
28.8% |
1,140 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
360.9 |
360.4 |
357.9 |
|
| R3 |
359.5 |
359.0 |
357.5 |
|
| R2 |
358.1 |
358.1 |
357.4 |
|
| R1 |
357.6 |
357.6 |
357.2 |
357.9 |
| PP |
356.7 |
356.7 |
356.7 |
356.8 |
| S1 |
356.2 |
356.2 |
357.0 |
356.5 |
| S2 |
355.3 |
355.3 |
356.8 |
|
| S3 |
353.9 |
354.8 |
356.7 |
|
| S4 |
352.5 |
353.4 |
356.3 |
|
|
| 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% |
4.5 |
1.3% |
26% |
False |
False |
283 |
| 10 |
363.0 |
350.6 |
12.4 |
3.5% |
4.6 |
1.3% |
52% |
False |
False |
274 |
| 20 |
365.0 |
346.3 |
18.7 |
5.2% |
5.4 |
1.5% |
58% |
False |
False |
298 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.7 |
1.3% |
31% |
False |
False |
232 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
4.0 |
1.1% |
31% |
False |
False |
176 |
| 80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.2 |
0.9% |
31% |
False |
False |
141 |
| 100 |
388.3 |
346.3 |
42.0 |
11.8% |
2.8 |
0.8% |
26% |
False |
False |
114 |
| 120 |
388.3 |
346.3 |
42.0 |
11.8% |
2.4 |
0.7% |
26% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
363.2 |
|
2.618 |
360.9 |
|
1.618 |
359.5 |
|
1.000 |
358.6 |
|
0.618 |
358.1 |
|
HIGH |
357.2 |
|
0.618 |
356.7 |
|
0.500 |
356.5 |
|
0.382 |
356.3 |
|
LOW |
355.8 |
|
0.618 |
354.9 |
|
1.000 |
354.4 |
|
1.618 |
353.5 |
|
2.618 |
352.1 |
|
4.250 |
349.9 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
356.9 |
358.2 |
| PP |
356.7 |
357.8 |
| S1 |
356.5 |
357.5 |
|