CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
341.6 |
344.1 |
2.5 |
0.7% |
339.6 |
| High |
346.4 |
344.4 |
-2.0 |
-0.6% |
348.8 |
| Low |
340.7 |
340.1 |
-0.6 |
-0.2% |
338.2 |
| Close |
345.2 |
340.5 |
-4.7 |
-1.4% |
345.2 |
| Range |
5.7 |
4.3 |
-1.4 |
-24.6% |
10.6 |
| ATR |
4.9 |
4.9 |
0.0 |
0.2% |
0.0 |
| Volume |
385 |
857 |
472 |
122.6% |
2,332 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
354.6 |
351.8 |
342.9 |
|
| R3 |
350.3 |
347.5 |
341.7 |
|
| R2 |
346.0 |
346.0 |
341.3 |
|
| R1 |
343.2 |
343.2 |
340.9 |
342.5 |
| PP |
341.7 |
341.7 |
341.7 |
341.3 |
| S1 |
338.9 |
338.9 |
340.1 |
338.2 |
| S2 |
337.4 |
337.4 |
339.7 |
|
| S3 |
333.1 |
334.6 |
339.3 |
|
| S4 |
328.8 |
330.3 |
338.1 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
375.9 |
371.1 |
351.0 |
|
| R3 |
365.3 |
360.5 |
348.1 |
|
| R2 |
354.7 |
354.7 |
347.1 |
|
| R1 |
349.9 |
349.9 |
346.2 |
352.3 |
| PP |
344.1 |
344.1 |
344.1 |
345.3 |
| S1 |
339.3 |
339.3 |
344.2 |
341.7 |
| S2 |
333.5 |
333.5 |
343.3 |
|
| S3 |
322.9 |
328.7 |
342.3 |
|
| S4 |
312.3 |
318.1 |
339.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
348.8 |
338.2 |
10.6 |
3.1% |
4.8 |
1.4% |
22% |
False |
False |
566 |
| 10 |
348.8 |
332.0 |
16.8 |
4.9% |
4.9 |
1.4% |
51% |
False |
False |
491 |
| 20 |
348.8 |
332.0 |
16.8 |
4.9% |
4.4 |
1.3% |
51% |
False |
False |
453 |
| 40 |
360.8 |
332.0 |
28.8 |
8.5% |
4.3 |
1.3% |
30% |
False |
False |
345 |
| 60 |
373.3 |
332.0 |
41.3 |
12.1% |
4.9 |
1.5% |
21% |
False |
False |
322 |
| 80 |
381.0 |
332.0 |
49.0 |
14.4% |
4.5 |
1.3% |
17% |
False |
False |
278 |
| 100 |
381.0 |
332.0 |
49.0 |
14.4% |
4.0 |
1.2% |
17% |
False |
False |
235 |
| 120 |
381.0 |
332.0 |
49.0 |
14.4% |
3.6 |
1.0% |
17% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
362.7 |
|
2.618 |
355.7 |
|
1.618 |
351.4 |
|
1.000 |
348.7 |
|
0.618 |
347.1 |
|
HIGH |
344.4 |
|
0.618 |
342.8 |
|
0.500 |
342.3 |
|
0.382 |
341.7 |
|
LOW |
340.1 |
|
0.618 |
337.4 |
|
1.000 |
335.8 |
|
1.618 |
333.1 |
|
2.618 |
328.8 |
|
4.250 |
321.8 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
342.3 |
342.3 |
| PP |
341.7 |
341.7 |
| S1 |
341.1 |
341.1 |
|