CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
378.2 |
378.7 |
0.5 |
0.1% |
359.2 |
| High |
379.1 |
389.1 |
10.0 |
2.6% |
389.1 |
| Low |
373.6 |
378.5 |
4.9 |
1.3% |
358.8 |
| Close |
378.4 |
385.7 |
7.3 |
1.9% |
385.7 |
| Range |
5.5 |
10.6 |
5.1 |
92.7% |
30.3 |
| ATR |
5.9 |
6.2 |
0.3 |
5.9% |
0.0 |
| Volume |
448 |
1,674 |
1,226 |
273.7% |
4,056 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
416.2 |
411.6 |
391.5 |
|
| R3 |
405.6 |
401.0 |
388.6 |
|
| R2 |
395.0 |
395.0 |
387.6 |
|
| R1 |
390.4 |
390.4 |
386.7 |
392.7 |
| PP |
384.4 |
384.4 |
384.4 |
385.6 |
| S1 |
379.8 |
379.8 |
384.7 |
382.1 |
| S2 |
373.8 |
373.8 |
383.8 |
|
| S3 |
363.2 |
369.2 |
382.8 |
|
| S4 |
352.6 |
358.6 |
379.9 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
468.8 |
457.5 |
402.4 |
|
| R3 |
438.5 |
427.2 |
394.0 |
|
| R2 |
408.2 |
408.2 |
391.3 |
|
| R1 |
396.9 |
396.9 |
388.5 |
402.6 |
| PP |
377.9 |
377.9 |
377.9 |
380.7 |
| S1 |
366.6 |
366.6 |
382.9 |
372.3 |
| S2 |
347.6 |
347.6 |
380.1 |
|
| S3 |
317.3 |
336.3 |
377.4 |
|
| S4 |
287.0 |
306.0 |
369.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
389.1 |
352.8 |
36.3 |
9.4% |
8.2 |
2.1% |
91% |
True |
False |
940 |
| 10 |
389.1 |
340.5 |
48.6 |
12.6% |
6.9 |
1.8% |
93% |
True |
False |
761 |
| 20 |
389.1 |
338.3 |
50.8 |
13.2% |
5.8 |
1.5% |
93% |
True |
False |
702 |
| 40 |
389.1 |
332.0 |
57.1 |
14.8% |
5.0 |
1.3% |
94% |
True |
False |
556 |
| 60 |
389.1 |
332.0 |
57.1 |
14.8% |
4.8 |
1.3% |
94% |
True |
False |
455 |
| 80 |
389.1 |
332.0 |
57.1 |
14.8% |
5.1 |
1.3% |
94% |
True |
False |
408 |
| 100 |
389.1 |
332.0 |
57.1 |
14.8% |
4.6 |
1.2% |
94% |
True |
False |
351 |
| 120 |
389.1 |
332.0 |
57.1 |
14.8% |
4.2 |
1.1% |
94% |
True |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
434.2 |
|
2.618 |
416.9 |
|
1.618 |
406.3 |
|
1.000 |
399.7 |
|
0.618 |
395.7 |
|
HIGH |
389.1 |
|
0.618 |
385.1 |
|
0.500 |
383.8 |
|
0.382 |
382.5 |
|
LOW |
378.5 |
|
0.618 |
371.9 |
|
1.000 |
367.9 |
|
1.618 |
361.3 |
|
2.618 |
350.7 |
|
4.250 |
333.5 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
385.1 |
384.0 |
| PP |
384.4 |
382.3 |
| S1 |
383.8 |
380.6 |
|