CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
355.8 |
356.1 |
0.3 |
0.1% |
353.9 |
| High |
358.1 |
357.4 |
-0.7 |
-0.2% |
360.7 |
| Low |
355.4 |
356.0 |
0.6 |
0.2% |
352.2 |
| Close |
356.3 |
357.2 |
0.9 |
0.3% |
355.4 |
| Range |
2.7 |
1.4 |
-1.3 |
-48.1% |
8.5 |
| ATR |
5.0 |
4.7 |
-0.3 |
-5.1% |
0.0 |
| Volume |
267 |
314 |
47 |
17.6% |
819 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
361.1 |
360.5 |
358.0 |
|
| R3 |
359.7 |
359.1 |
357.6 |
|
| R2 |
358.3 |
358.3 |
357.5 |
|
| R1 |
357.7 |
357.7 |
357.3 |
358.0 |
| PP |
356.9 |
356.9 |
356.9 |
357.0 |
| S1 |
356.3 |
356.3 |
357.1 |
356.6 |
| S2 |
355.5 |
355.5 |
356.9 |
|
| S3 |
354.1 |
354.9 |
356.8 |
|
| S4 |
352.7 |
353.5 |
356.4 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
381.6 |
377.0 |
360.1 |
|
| R3 |
373.1 |
368.5 |
357.7 |
|
| R2 |
364.6 |
364.6 |
357.0 |
|
| R1 |
360.0 |
360.0 |
356.2 |
362.3 |
| PP |
356.1 |
356.1 |
356.1 |
357.3 |
| S1 |
351.5 |
351.5 |
354.6 |
353.8 |
| S2 |
347.6 |
347.6 |
353.8 |
|
| S3 |
339.1 |
343.0 |
353.1 |
|
| S4 |
330.6 |
334.5 |
350.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
360.7 |
353.4 |
7.3 |
2.0% |
3.2 |
0.9% |
52% |
False |
False |
206 |
| 10 |
360.7 |
352.0 |
8.7 |
2.4% |
3.7 |
1.0% |
60% |
False |
False |
210 |
| 20 |
363.0 |
350.0 |
13.0 |
3.6% |
4.4 |
1.2% |
55% |
False |
False |
239 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.9 |
1.4% |
31% |
False |
False |
257 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
4.2 |
1.2% |
31% |
False |
False |
199 |
| 80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.5 |
1.0% |
31% |
False |
False |
158 |
| 100 |
388.3 |
346.3 |
42.0 |
11.8% |
3.1 |
0.9% |
26% |
False |
False |
129 |
| 120 |
388.3 |
346.3 |
42.0 |
11.8% |
2.6 |
0.7% |
26% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
363.4 |
|
2.618 |
361.1 |
|
1.618 |
359.7 |
|
1.000 |
358.8 |
|
0.618 |
358.3 |
|
HIGH |
357.4 |
|
0.618 |
356.9 |
|
0.500 |
356.7 |
|
0.382 |
356.5 |
|
LOW |
356.0 |
|
0.618 |
355.1 |
|
1.000 |
354.6 |
|
1.618 |
353.7 |
|
2.618 |
352.3 |
|
4.250 |
350.1 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
357.0 |
356.7 |
| PP |
356.9 |
356.2 |
| S1 |
356.7 |
355.8 |
|