CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
346.5 |
344.6 |
-1.9 |
-0.5% |
337.5 |
| High |
348.8 |
344.7 |
-4.1 |
-1.2% |
340.2 |
| Low |
345.1 |
338.6 |
-6.5 |
-1.9% |
332.0 |
| Close |
345.1 |
340.6 |
-4.5 |
-1.3% |
339.6 |
| Range |
3.7 |
6.1 |
2.4 |
64.9% |
8.2 |
| ATR |
4.8 |
4.9 |
0.1 |
2.6% |
0.0 |
| Volume |
507 |
412 |
-95 |
-18.7% |
2,059 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
359.6 |
356.2 |
344.0 |
|
| R3 |
353.5 |
350.1 |
342.3 |
|
| R2 |
347.4 |
347.4 |
341.7 |
|
| R1 |
344.0 |
344.0 |
341.2 |
342.7 |
| PP |
341.3 |
341.3 |
341.3 |
340.6 |
| S1 |
337.9 |
337.9 |
340.0 |
336.6 |
| S2 |
335.2 |
335.2 |
339.5 |
|
| S3 |
329.1 |
331.8 |
338.9 |
|
| S4 |
323.0 |
325.7 |
337.2 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
361.9 |
358.9 |
344.1 |
|
| R3 |
353.7 |
350.7 |
341.9 |
|
| R2 |
345.5 |
345.5 |
341.1 |
|
| R1 |
342.5 |
342.5 |
340.4 |
344.0 |
| PP |
337.3 |
337.3 |
337.3 |
338.0 |
| S1 |
334.3 |
334.3 |
338.8 |
335.8 |
| S2 |
329.1 |
329.1 |
338.1 |
|
| S3 |
320.9 |
326.1 |
337.3 |
|
| S4 |
312.7 |
317.9 |
335.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
348.8 |
334.0 |
14.8 |
4.3% |
5.5 |
1.6% |
45% |
False |
False |
377 |
| 10 |
348.8 |
332.0 |
16.8 |
4.9% |
4.5 |
1.3% |
51% |
False |
False |
439 |
| 20 |
348.8 |
332.0 |
16.8 |
4.9% |
4.2 |
1.2% |
51% |
False |
False |
382 |
| 40 |
363.0 |
332.0 |
31.0 |
9.1% |
4.4 |
1.3% |
28% |
False |
False |
318 |
| 60 |
381.0 |
332.0 |
49.0 |
14.4% |
4.9 |
1.4% |
18% |
False |
False |
302 |
| 80 |
381.0 |
332.0 |
49.0 |
14.4% |
4.3 |
1.3% |
18% |
False |
False |
256 |
| 100 |
381.0 |
332.0 |
49.0 |
14.4% |
3.9 |
1.1% |
18% |
False |
False |
217 |
| 120 |
388.3 |
332.0 |
56.3 |
16.5% |
3.5 |
1.0% |
15% |
False |
False |
184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
370.6 |
|
2.618 |
360.7 |
|
1.618 |
354.6 |
|
1.000 |
350.8 |
|
0.618 |
348.5 |
|
HIGH |
344.7 |
|
0.618 |
342.4 |
|
0.500 |
341.7 |
|
0.382 |
340.9 |
|
LOW |
338.6 |
|
0.618 |
334.8 |
|
1.000 |
332.5 |
|
1.618 |
328.7 |
|
2.618 |
322.6 |
|
4.250 |
312.7 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
341.7 |
343.7 |
| PP |
341.3 |
342.7 |
| S1 |
341.0 |
341.6 |
|