CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
343.0 |
342.5 |
-0.5 |
-0.1% |
344.1 |
High |
343.8 |
343.8 |
0.0 |
0.0% |
348.3 |
Low |
338.3 |
340.2 |
1.9 |
0.6% |
338.5 |
Close |
341.5 |
341.2 |
-0.3 |
-0.1% |
339.7 |
Range |
5.5 |
3.6 |
-1.9 |
-34.5% |
9.8 |
ATR |
5.0 |
4.9 |
-0.1 |
-2.0% |
0.0 |
Volume |
583 |
333 |
-250 |
-42.9% |
2,777 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
352.5 |
350.5 |
343.2 |
|
R3 |
348.9 |
346.9 |
342.2 |
|
R2 |
345.3 |
345.3 |
341.9 |
|
R1 |
343.3 |
343.3 |
341.5 |
342.5 |
PP |
341.7 |
341.7 |
341.7 |
341.4 |
S1 |
339.7 |
339.7 |
340.9 |
338.9 |
S2 |
338.1 |
338.1 |
340.5 |
|
S3 |
334.5 |
336.1 |
340.2 |
|
S4 |
330.9 |
332.5 |
339.2 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
371.6 |
365.4 |
345.1 |
|
R3 |
361.8 |
355.6 |
342.4 |
|
R2 |
352.0 |
352.0 |
341.5 |
|
R1 |
345.8 |
345.8 |
340.6 |
344.0 |
PP |
342.2 |
342.2 |
342.2 |
341.3 |
S1 |
336.0 |
336.0 |
338.8 |
334.2 |
S2 |
332.4 |
332.4 |
337.9 |
|
S3 |
322.6 |
326.2 |
337.0 |
|
S4 |
312.8 |
316.4 |
334.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
348.3 |
338.3 |
10.0 |
2.9% |
5.3 |
1.6% |
29% |
False |
False |
687 |
10 |
348.3 |
338.2 |
10.1 |
3.0% |
4.7 |
1.4% |
30% |
False |
False |
622 |
20 |
348.8 |
332.0 |
16.8 |
4.9% |
4.6 |
1.3% |
55% |
False |
False |
530 |
40 |
360.8 |
332.0 |
28.8 |
8.4% |
4.4 |
1.3% |
32% |
False |
False |
410 |
60 |
365.0 |
332.0 |
33.0 |
9.7% |
4.7 |
1.4% |
28% |
False |
False |
366 |
80 |
381.0 |
332.0 |
49.0 |
14.4% |
4.6 |
1.3% |
19% |
False |
False |
324 |
100 |
381.0 |
332.0 |
49.0 |
14.4% |
4.2 |
1.2% |
19% |
False |
False |
273 |
120 |
381.0 |
332.0 |
49.0 |
14.4% |
3.7 |
1.1% |
19% |
False |
False |
234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
359.1 |
2.618 |
353.2 |
1.618 |
349.6 |
1.000 |
347.4 |
0.618 |
346.0 |
HIGH |
343.8 |
0.618 |
342.4 |
0.500 |
342.0 |
0.382 |
341.6 |
LOW |
340.2 |
0.618 |
338.0 |
1.000 |
336.6 |
1.618 |
334.4 |
2.618 |
330.8 |
4.250 |
324.9 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
342.0 |
341.2 |
PP |
341.7 |
341.1 |
S1 |
341.5 |
341.1 |
|