CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
339.8 |
343.1 |
3.3 |
1.0% |
338.4 |
| High |
343.7 |
347.9 |
4.2 |
1.2% |
347.9 |
| Low |
339.6 |
340.5 |
0.9 |
0.3% |
338.3 |
| Close |
343.3 |
347.9 |
4.6 |
1.3% |
347.9 |
| Range |
4.1 |
7.4 |
3.3 |
80.5% |
9.6 |
| ATR |
4.8 |
5.0 |
0.2 |
3.8% |
0.0 |
| Volume |
880 |
550 |
-330 |
-37.5% |
3,818 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
367.6 |
365.2 |
352.0 |
|
| R3 |
360.2 |
357.8 |
349.9 |
|
| R2 |
352.8 |
352.8 |
349.3 |
|
| R1 |
350.4 |
350.4 |
348.6 |
351.6 |
| PP |
345.4 |
345.4 |
345.4 |
346.1 |
| S1 |
343.0 |
343.0 |
347.2 |
344.2 |
| S2 |
338.0 |
338.0 |
346.5 |
|
| S3 |
330.6 |
335.6 |
345.9 |
|
| S4 |
323.2 |
328.2 |
343.8 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
373.5 |
370.3 |
353.2 |
|
| R3 |
363.9 |
360.7 |
350.5 |
|
| R2 |
354.3 |
354.3 |
349.7 |
|
| R1 |
351.1 |
351.1 |
348.8 |
352.7 |
| PP |
344.7 |
344.7 |
344.7 |
345.5 |
| S1 |
341.5 |
341.5 |
347.0 |
343.1 |
| S2 |
335.1 |
335.1 |
346.1 |
|
| S3 |
325.5 |
331.9 |
345.3 |
|
| S4 |
315.9 |
322.3 |
342.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
347.9 |
338.3 |
9.6 |
2.8% |
4.9 |
1.4% |
100% |
True |
False |
763 |
| 10 |
348.3 |
338.3 |
10.0 |
2.9% |
4.9 |
1.4% |
96% |
False |
False |
659 |
| 20 |
348.8 |
332.0 |
16.8 |
4.8% |
4.8 |
1.4% |
95% |
False |
False |
549 |
| 40 |
360.8 |
332.0 |
28.8 |
8.3% |
4.5 |
1.3% |
55% |
False |
False |
438 |
| 60 |
365.0 |
332.0 |
33.0 |
9.5% |
4.7 |
1.4% |
48% |
False |
False |
374 |
| 80 |
381.0 |
332.0 |
49.0 |
14.1% |
4.7 |
1.4% |
32% |
False |
False |
341 |
| 100 |
381.0 |
332.0 |
49.0 |
14.1% |
4.3 |
1.2% |
32% |
False |
False |
287 |
| 120 |
381.0 |
332.0 |
49.0 |
14.1% |
3.8 |
1.1% |
32% |
False |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
379.4 |
|
2.618 |
367.3 |
|
1.618 |
359.9 |
|
1.000 |
355.3 |
|
0.618 |
352.5 |
|
HIGH |
347.9 |
|
0.618 |
345.1 |
|
0.500 |
344.2 |
|
0.382 |
343.3 |
|
LOW |
340.5 |
|
0.618 |
335.9 |
|
1.000 |
333.1 |
|
1.618 |
328.5 |
|
2.618 |
321.1 |
|
4.250 |
309.1 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
346.7 |
346.5 |
| PP |
345.4 |
345.1 |
| S1 |
344.2 |
343.8 |
|