CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
355.0 |
355.6 |
0.6 |
0.2% |
359.4 |
| High |
357.0 |
357.8 |
0.8 |
0.2% |
360.6 |
| Low |
353.0 |
355.1 |
2.1 |
0.6% |
352.0 |
| Close |
356.2 |
357.8 |
1.6 |
0.4% |
356.2 |
| Range |
4.0 |
2.7 |
-1.3 |
-32.5% |
8.6 |
| ATR |
5.2 |
5.0 |
-0.2 |
-3.4% |
0.0 |
| Volume |
99 |
161 |
62 |
62.6% |
1,348 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
365.0 |
364.1 |
359.3 |
|
| R3 |
362.3 |
361.4 |
358.5 |
|
| R2 |
359.6 |
359.6 |
358.3 |
|
| R1 |
358.7 |
358.7 |
358.0 |
359.2 |
| PP |
356.9 |
356.9 |
356.9 |
357.1 |
| S1 |
356.0 |
356.0 |
357.6 |
356.5 |
| S2 |
354.2 |
354.2 |
357.3 |
|
| S3 |
351.5 |
353.3 |
357.1 |
|
| S4 |
348.8 |
350.6 |
356.3 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
382.1 |
377.7 |
360.9 |
|
| R3 |
373.5 |
369.1 |
358.6 |
|
| R2 |
364.9 |
364.9 |
357.8 |
|
| R1 |
360.5 |
360.5 |
357.0 |
358.4 |
| PP |
356.3 |
356.3 |
356.3 |
355.2 |
| S1 |
351.9 |
351.9 |
355.4 |
349.8 |
| S2 |
347.7 |
347.7 |
354.6 |
|
| S3 |
339.1 |
343.3 |
353.8 |
|
| S4 |
330.5 |
334.7 |
351.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
357.9 |
352.0 |
5.9 |
1.6% |
3.8 |
1.1% |
98% |
False |
False |
197 |
| 10 |
363.0 |
352.0 |
11.0 |
3.1% |
4.4 |
1.2% |
53% |
False |
False |
256 |
| 20 |
365.0 |
348.6 |
16.4 |
4.6% |
5.2 |
1.4% |
56% |
False |
False |
259 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.9 |
1.4% |
33% |
False |
False |
242 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
4.1 |
1.1% |
33% |
False |
False |
185 |
| 80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.4 |
0.9% |
33% |
False |
False |
147 |
| 100 |
388.3 |
346.3 |
42.0 |
11.7% |
3.0 |
0.8% |
27% |
False |
False |
120 |
| 120 |
388.3 |
346.3 |
42.0 |
11.7% |
2.5 |
0.7% |
27% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
369.3 |
|
2.618 |
364.9 |
|
1.618 |
362.2 |
|
1.000 |
360.5 |
|
0.618 |
359.5 |
|
HIGH |
357.8 |
|
0.618 |
356.8 |
|
0.500 |
356.5 |
|
0.382 |
356.1 |
|
LOW |
355.1 |
|
0.618 |
353.4 |
|
1.000 |
352.4 |
|
1.618 |
350.7 |
|
2.618 |
348.0 |
|
4.250 |
343.6 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
357.4 |
356.9 |
| PP |
356.9 |
355.9 |
| S1 |
356.5 |
355.0 |
|