CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
372.7 |
378.2 |
5.5 |
1.5% |
346.4 |
| High |
378.5 |
379.1 |
0.6 |
0.2% |
356.9 |
| Low |
372.0 |
373.6 |
1.6 |
0.4% |
341.9 |
| Close |
377.3 |
378.4 |
1.1 |
0.3% |
356.9 |
| Range |
6.5 |
5.5 |
-1.0 |
-15.4% |
15.0 |
| ATR |
5.9 |
5.9 |
0.0 |
-0.5% |
0.0 |
| Volume |
1,102 |
448 |
-654 |
-59.3% |
3,011 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
393.5 |
391.5 |
381.4 |
|
| R3 |
388.0 |
386.0 |
379.9 |
|
| R2 |
382.5 |
382.5 |
379.4 |
|
| R1 |
380.5 |
380.5 |
378.9 |
381.5 |
| PP |
377.0 |
377.0 |
377.0 |
377.6 |
| S1 |
375.0 |
375.0 |
377.9 |
376.0 |
| S2 |
371.5 |
371.5 |
377.4 |
|
| S3 |
366.0 |
369.5 |
376.9 |
|
| S4 |
360.5 |
364.0 |
375.4 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
396.9 |
391.9 |
365.2 |
|
| R3 |
381.9 |
376.9 |
361.0 |
|
| R2 |
366.9 |
366.9 |
359.7 |
|
| R1 |
361.9 |
361.9 |
358.3 |
364.4 |
| PP |
351.9 |
351.9 |
351.9 |
353.2 |
| S1 |
346.9 |
346.9 |
355.5 |
349.4 |
| S2 |
336.9 |
336.9 |
354.2 |
|
| S3 |
321.9 |
331.9 |
352.8 |
|
| S4 |
306.9 |
316.9 |
348.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
379.1 |
349.6 |
29.5 |
7.8% |
7.1 |
1.9% |
98% |
True |
False |
725 |
| 10 |
379.1 |
339.6 |
39.5 |
10.4% |
6.2 |
1.6% |
98% |
True |
False |
682 |
| 20 |
379.1 |
338.2 |
40.9 |
10.8% |
5.4 |
1.4% |
98% |
True |
False |
652 |
| 40 |
379.1 |
332.0 |
47.1 |
12.4% |
4.8 |
1.3% |
99% |
True |
False |
517 |
| 60 |
379.1 |
332.0 |
47.1 |
12.4% |
4.8 |
1.3% |
99% |
True |
False |
429 |
| 80 |
381.0 |
332.0 |
49.0 |
12.9% |
5.0 |
1.3% |
95% |
False |
False |
390 |
| 100 |
381.0 |
332.0 |
49.0 |
12.9% |
4.5 |
1.2% |
95% |
False |
False |
335 |
| 120 |
381.0 |
332.0 |
49.0 |
12.9% |
4.2 |
1.1% |
95% |
False |
False |
289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
402.5 |
|
2.618 |
393.5 |
|
1.618 |
388.0 |
|
1.000 |
384.6 |
|
0.618 |
382.5 |
|
HIGH |
379.1 |
|
0.618 |
377.0 |
|
0.500 |
376.4 |
|
0.382 |
375.7 |
|
LOW |
373.6 |
|
0.618 |
370.2 |
|
1.000 |
368.1 |
|
1.618 |
364.7 |
|
2.618 |
359.2 |
|
4.250 |
350.2 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
377.7 |
375.3 |
| PP |
377.0 |
372.1 |
| S1 |
376.4 |
369.0 |
|