CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
392.5 |
398.9 |
6.4 |
1.6% |
387.5 |
| High |
400.4 |
398.9 |
-1.5 |
-0.4% |
397.6 |
| Low |
392.1 |
383.6 |
-8.5 |
-2.2% |
380.0 |
| Close |
399.5 |
391.2 |
-8.3 |
-2.1% |
397.0 |
| Range |
8.3 |
15.3 |
7.0 |
84.3% |
17.6 |
| ATR |
7.1 |
7.7 |
0.6 |
8.9% |
0.0 |
| Volume |
942 |
1,784 |
842 |
89.4% |
4,464 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
437.1 |
429.5 |
399.6 |
|
| R3 |
421.8 |
414.2 |
395.4 |
|
| R2 |
406.5 |
406.5 |
394.0 |
|
| R1 |
398.9 |
398.9 |
392.6 |
395.1 |
| PP |
391.2 |
391.2 |
391.2 |
389.3 |
| S1 |
383.6 |
383.6 |
389.8 |
379.8 |
| S2 |
375.9 |
375.9 |
388.4 |
|
| S3 |
360.6 |
368.3 |
387.0 |
|
| S4 |
345.3 |
353.0 |
382.8 |
|
|
| 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 |
400.4 |
380.0 |
20.4 |
5.2% |
9.5 |
2.4% |
55% |
False |
False |
1,281 |
| 10 |
400.4 |
373.6 |
26.8 |
6.9% |
8.5 |
2.2% |
66% |
False |
False |
1,089 |
| 20 |
400.4 |
339.6 |
60.8 |
15.5% |
7.3 |
1.9% |
85% |
False |
False |
880 |
| 40 |
400.4 |
332.0 |
68.4 |
17.5% |
5.9 |
1.5% |
87% |
False |
False |
705 |
| 60 |
400.4 |
332.0 |
68.4 |
17.5% |
5.4 |
1.4% |
87% |
False |
False |
562 |
| 80 |
400.4 |
332.0 |
68.4 |
17.5% |
5.4 |
1.4% |
87% |
False |
False |
495 |
| 100 |
400.4 |
332.0 |
68.4 |
17.5% |
5.1 |
1.3% |
87% |
False |
False |
433 |
| 120 |
400.4 |
332.0 |
68.4 |
17.5% |
4.7 |
1.2% |
87% |
False |
False |
372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
463.9 |
|
2.618 |
439.0 |
|
1.618 |
423.7 |
|
1.000 |
414.2 |
|
0.618 |
408.4 |
|
HIGH |
398.9 |
|
0.618 |
393.1 |
|
0.500 |
391.3 |
|
0.382 |
389.4 |
|
LOW |
383.6 |
|
0.618 |
374.1 |
|
1.000 |
368.3 |
|
1.618 |
358.8 |
|
2.618 |
343.5 |
|
4.250 |
318.6 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
391.3 |
392.0 |
| PP |
391.2 |
391.7 |
| S1 |
391.2 |
391.5 |
|