CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
392.2 |
386.2 |
-6.0 |
-1.5% |
393.9 |
| High |
392.2 |
389.8 |
-2.4 |
-0.6% |
400.4 |
| Low |
382.5 |
381.7 |
-0.8 |
-0.2% |
381.7 |
| Close |
387.9 |
384.6 |
-3.3 |
-0.9% |
384.6 |
| Range |
9.7 |
8.1 |
-1.6 |
-16.5% |
18.7 |
| ATR |
7.8 |
7.9 |
0.0 |
0.2% |
0.0 |
| Volume |
1,871 |
1,308 |
-563 |
-30.1% |
7,491 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
409.7 |
405.2 |
389.1 |
|
| R3 |
401.6 |
397.1 |
386.8 |
|
| R2 |
393.5 |
393.5 |
386.1 |
|
| R1 |
389.0 |
389.0 |
385.3 |
387.2 |
| PP |
385.4 |
385.4 |
385.4 |
384.5 |
| S1 |
380.9 |
380.9 |
383.9 |
379.1 |
| S2 |
377.3 |
377.3 |
383.1 |
|
| S3 |
369.2 |
372.8 |
382.4 |
|
| S4 |
361.1 |
364.7 |
380.1 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
445.0 |
433.5 |
394.9 |
|
| R3 |
426.3 |
414.8 |
389.7 |
|
| R2 |
407.6 |
407.6 |
388.0 |
|
| R1 |
396.1 |
396.1 |
386.3 |
392.5 |
| PP |
388.9 |
388.9 |
388.9 |
387.1 |
| S1 |
377.4 |
377.4 |
382.9 |
373.8 |
| S2 |
370.2 |
370.2 |
381.2 |
|
| S3 |
351.5 |
358.7 |
379.5 |
|
| S4 |
332.8 |
340.0 |
374.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
400.4 |
381.7 |
18.7 |
4.9% |
9.8 |
2.5% |
16% |
False |
True |
1,498 |
| 10 |
400.4 |
380.0 |
20.4 |
5.3% |
8.7 |
2.2% |
23% |
False |
False |
1,195 |
| 20 |
400.4 |
340.5 |
59.9 |
15.6% |
7.8 |
2.0% |
74% |
False |
False |
978 |
| 40 |
400.4 |
332.0 |
68.4 |
17.8% |
6.2 |
1.6% |
77% |
False |
False |
766 |
| 60 |
400.4 |
332.0 |
68.4 |
17.8% |
5.5 |
1.4% |
77% |
False |
False |
611 |
| 80 |
400.4 |
332.0 |
68.4 |
17.8% |
5.4 |
1.4% |
77% |
False |
False |
523 |
| 100 |
400.4 |
332.0 |
68.4 |
17.8% |
5.3 |
1.4% |
77% |
False |
False |
464 |
| 120 |
400.4 |
332.0 |
68.4 |
17.8% |
4.8 |
1.3% |
77% |
False |
False |
398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
424.2 |
|
2.618 |
411.0 |
|
1.618 |
402.9 |
|
1.000 |
397.9 |
|
0.618 |
394.8 |
|
HIGH |
389.8 |
|
0.618 |
386.7 |
|
0.500 |
385.8 |
|
0.382 |
384.8 |
|
LOW |
381.7 |
|
0.618 |
376.7 |
|
1.000 |
373.6 |
|
1.618 |
368.6 |
|
2.618 |
360.5 |
|
4.250 |
347.3 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
385.8 |
390.3 |
| PP |
385.4 |
388.4 |
| S1 |
385.0 |
386.5 |
|