CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
383.1 |
390.9 |
7.8 |
2.0% |
387.5 |
| High |
388.9 |
397.6 |
8.7 |
2.2% |
397.6 |
| Low |
380.0 |
390.1 |
10.1 |
2.7% |
380.0 |
| Close |
388.9 |
397.0 |
8.1 |
2.1% |
397.0 |
| Range |
8.9 |
7.5 |
-1.4 |
-15.7% |
17.6 |
| ATR |
6.8 |
6.9 |
0.1 |
2.0% |
0.0 |
| Volume |
1,172 |
922 |
-250 |
-21.3% |
4,464 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417.4 |
414.7 |
401.1 |
|
| R3 |
409.9 |
407.2 |
399.1 |
|
| R2 |
402.4 |
402.4 |
398.4 |
|
| R1 |
399.7 |
399.7 |
397.7 |
401.1 |
| PP |
394.9 |
394.9 |
394.9 |
395.6 |
| S1 |
392.2 |
392.2 |
396.3 |
393.6 |
| S2 |
387.4 |
387.4 |
395.6 |
|
| S3 |
379.9 |
384.7 |
394.9 |
|
| S4 |
372.4 |
377.2 |
392.9 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.3 |
438.3 |
406.7 |
|
| R3 |
426.7 |
420.7 |
401.8 |
|
| R2 |
409.1 |
409.1 |
400.2 |
|
| R1 |
403.1 |
403.1 |
398.6 |
406.1 |
| PP |
391.5 |
391.5 |
391.5 |
393.1 |
| S1 |
385.5 |
385.5 |
395.4 |
388.5 |
| S2 |
373.9 |
373.9 |
393.8 |
|
| S3 |
356.3 |
367.9 |
392.2 |
|
| S4 |
338.7 |
350.3 |
387.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
397.6 |
380.0 |
17.6 |
4.4% |
7.5 |
1.9% |
97% |
True |
False |
892 |
| 10 |
397.6 |
352.8 |
44.8 |
11.3% |
7.8 |
2.0% |
99% |
True |
False |
916 |
| 20 |
397.6 |
338.3 |
59.3 |
14.9% |
6.7 |
1.7% |
99% |
True |
False |
785 |
| 40 |
397.6 |
332.0 |
65.6 |
16.5% |
5.4 |
1.4% |
99% |
True |
False |
625 |
| 60 |
397.6 |
332.0 |
65.6 |
16.5% |
5.0 |
1.3% |
99% |
True |
False |
503 |
| 80 |
397.6 |
332.0 |
65.6 |
16.5% |
5.2 |
1.3% |
99% |
True |
False |
451 |
| 100 |
397.6 |
332.0 |
65.6 |
16.5% |
4.9 |
1.2% |
99% |
True |
False |
392 |
| 120 |
397.6 |
332.0 |
65.6 |
16.5% |
4.5 |
1.1% |
99% |
True |
False |
337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
429.5 |
|
2.618 |
417.2 |
|
1.618 |
409.7 |
|
1.000 |
405.1 |
|
0.618 |
402.2 |
|
HIGH |
397.6 |
|
0.618 |
394.7 |
|
0.500 |
393.9 |
|
0.382 |
393.0 |
|
LOW |
390.1 |
|
0.618 |
385.5 |
|
1.000 |
382.6 |
|
1.618 |
378.0 |
|
2.618 |
370.5 |
|
4.250 |
358.2 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
396.0 |
394.3 |
| PP |
394.9 |
391.5 |
| S1 |
393.9 |
388.8 |
|