CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
356.1 |
355.8 |
-0.3 |
-0.1% |
353.9 |
| High |
357.4 |
358.7 |
1.3 |
0.4% |
360.7 |
| Low |
356.0 |
355.8 |
-0.2 |
-0.1% |
352.2 |
| Close |
357.2 |
358.1 |
0.9 |
0.3% |
355.4 |
| Range |
1.4 |
2.9 |
1.5 |
107.1% |
8.5 |
| ATR |
4.7 |
4.6 |
-0.1 |
-2.7% |
0.0 |
| Volume |
314 |
455 |
141 |
44.9% |
819 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
366.2 |
365.1 |
359.7 |
|
| R3 |
363.3 |
362.2 |
358.9 |
|
| R2 |
360.4 |
360.4 |
358.6 |
|
| R1 |
359.3 |
359.3 |
358.4 |
359.9 |
| PP |
357.5 |
357.5 |
357.5 |
357.8 |
| S1 |
356.4 |
356.4 |
357.8 |
357.0 |
| S2 |
354.6 |
354.6 |
357.6 |
|
| S3 |
351.7 |
353.5 |
357.3 |
|
| S4 |
348.8 |
350.6 |
356.5 |
|
|
| 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% |
3.3 |
0.9% |
64% |
False |
False |
265 |
| 10 |
360.7 |
352.0 |
8.7 |
2.4% |
3.5 |
1.0% |
70% |
False |
False |
231 |
| 20 |
363.0 |
350.6 |
12.4 |
3.5% |
4.4 |
1.2% |
60% |
False |
False |
252 |
| 40 |
381.0 |
346.3 |
34.7 |
9.7% |
4.9 |
1.4% |
34% |
False |
False |
267 |
| 60 |
381.0 |
346.3 |
34.7 |
9.7% |
4.3 |
1.2% |
34% |
False |
False |
206 |
| 80 |
381.0 |
346.3 |
34.7 |
9.7% |
3.6 |
1.0% |
34% |
False |
False |
163 |
| 100 |
388.3 |
346.3 |
42.0 |
11.7% |
3.1 |
0.9% |
28% |
False |
False |
133 |
| 120 |
388.3 |
346.3 |
42.0 |
11.7% |
2.6 |
0.7% |
28% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
371.0 |
|
2.618 |
366.3 |
|
1.618 |
363.4 |
|
1.000 |
361.6 |
|
0.618 |
360.5 |
|
HIGH |
358.7 |
|
0.618 |
357.6 |
|
0.500 |
357.3 |
|
0.382 |
356.9 |
|
LOW |
355.8 |
|
0.618 |
354.0 |
|
1.000 |
352.9 |
|
1.618 |
351.1 |
|
2.618 |
348.2 |
|
4.250 |
343.5 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
357.8 |
357.8 |
| PP |
357.5 |
357.4 |
| S1 |
357.3 |
357.1 |
|