CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
377.8 |
381.4 |
3.6 |
1.0% |
393.9 |
| High |
382.2 |
389.9 |
7.7 |
2.0% |
400.4 |
| Low |
377.1 |
379.3 |
2.2 |
0.6% |
381.7 |
| Close |
381.1 |
387.5 |
6.4 |
1.7% |
384.6 |
| Range |
5.1 |
10.6 |
5.5 |
107.8% |
18.7 |
| ATR |
7.7 |
7.9 |
0.2 |
2.7% |
0.0 |
| Volume |
941 |
544 |
-397 |
-42.2% |
7,491 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417.4 |
413.0 |
393.3 |
|
| R3 |
406.8 |
402.4 |
390.4 |
|
| R2 |
396.2 |
396.2 |
389.4 |
|
| R1 |
391.8 |
391.8 |
388.5 |
394.0 |
| PP |
385.6 |
385.6 |
385.6 |
386.7 |
| S1 |
381.2 |
381.2 |
386.5 |
383.4 |
| S2 |
375.0 |
375.0 |
385.6 |
|
| S3 |
364.4 |
370.6 |
384.6 |
|
| S4 |
353.8 |
360.0 |
381.7 |
|
|
| 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 |
392.2 |
376.5 |
15.7 |
4.1% |
7.4 |
1.9% |
70% |
False |
False |
1,190 |
| 10 |
400.4 |
376.5 |
23.9 |
6.2% |
8.4 |
2.2% |
46% |
False |
False |
1,235 |
| 20 |
400.4 |
346.1 |
54.3 |
14.0% |
7.9 |
2.0% |
76% |
False |
False |
1,028 |
| 40 |
400.4 |
332.0 |
68.4 |
17.7% |
6.4 |
1.6% |
81% |
False |
False |
802 |
| 60 |
400.4 |
332.0 |
68.4 |
17.7% |
5.7 |
1.5% |
81% |
False |
False |
648 |
| 80 |
400.4 |
332.0 |
68.4 |
17.7% |
5.4 |
1.4% |
81% |
False |
False |
544 |
| 100 |
400.4 |
332.0 |
68.4 |
17.7% |
5.4 |
1.4% |
81% |
False |
False |
489 |
| 120 |
400.4 |
332.0 |
68.4 |
17.7% |
4.9 |
1.3% |
81% |
False |
False |
421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
435.0 |
|
2.618 |
417.7 |
|
1.618 |
407.1 |
|
1.000 |
400.5 |
|
0.618 |
396.5 |
|
HIGH |
389.9 |
|
0.618 |
385.9 |
|
0.500 |
384.6 |
|
0.382 |
383.3 |
|
LOW |
379.3 |
|
0.618 |
372.7 |
|
1.000 |
368.7 |
|
1.618 |
362.1 |
|
2.618 |
351.5 |
|
4.250 |
334.3 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
386.5 |
386.1 |
| PP |
385.6 |
384.6 |
| S1 |
384.6 |
383.2 |
|