CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
386.5 |
379.3 |
-7.2 |
-1.9% |
377.7 |
| High |
386.5 |
380.5 |
-6.0 |
-1.6% |
389.9 |
| Low |
379.5 |
374.9 |
-4.6 |
-1.2% |
374.9 |
| Close |
380.4 |
377.7 |
-2.7 |
-0.7% |
377.7 |
| Range |
7.0 |
5.6 |
-1.4 |
-20.0% |
15.0 |
| ATR |
7.9 |
7.7 |
-0.2 |
-2.1% |
0.0 |
| Volume |
855 |
657 |
-198 |
-23.2% |
4,284 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
394.5 |
391.7 |
380.8 |
|
| R3 |
388.9 |
386.1 |
379.2 |
|
| R2 |
383.3 |
383.3 |
378.7 |
|
| R1 |
380.5 |
380.5 |
378.2 |
379.1 |
| PP |
377.7 |
377.7 |
377.7 |
377.0 |
| S1 |
374.9 |
374.9 |
377.2 |
373.5 |
| S2 |
372.1 |
372.1 |
376.7 |
|
| S3 |
366.5 |
369.3 |
376.2 |
|
| S4 |
360.9 |
363.7 |
374.6 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
425.8 |
416.8 |
386.0 |
|
| R3 |
410.8 |
401.8 |
381.8 |
|
| R2 |
395.8 |
395.8 |
380.5 |
|
| R1 |
386.8 |
386.8 |
379.1 |
385.2 |
| PP |
380.8 |
380.8 |
380.8 |
380.1 |
| S1 |
371.8 |
371.8 |
376.3 |
370.2 |
| S2 |
365.8 |
365.8 |
375.0 |
|
| S3 |
350.8 |
356.8 |
373.6 |
|
| S4 |
335.8 |
341.8 |
369.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
389.9 |
374.9 |
15.0 |
4.0% |
6.3 |
1.7% |
19% |
False |
True |
856 |
| 10 |
400.4 |
374.9 |
25.5 |
6.8% |
8.1 |
2.1% |
11% |
False |
True |
1,177 |
| 20 |
400.4 |
352.8 |
47.6 |
12.6% |
7.9 |
2.1% |
52% |
False |
False |
1,047 |
| 40 |
400.4 |
334.3 |
66.1 |
17.5% |
6.6 |
1.7% |
66% |
False |
False |
812 |
| 60 |
400.4 |
332.0 |
68.4 |
18.1% |
5.8 |
1.5% |
67% |
False |
False |
660 |
| 80 |
400.4 |
332.0 |
68.4 |
18.1% |
5.4 |
1.4% |
67% |
False |
False |
558 |
| 100 |
400.4 |
332.0 |
68.4 |
18.1% |
5.4 |
1.4% |
67% |
False |
False |
503 |
| 120 |
400.4 |
332.0 |
68.4 |
18.1% |
5.0 |
1.3% |
67% |
False |
False |
433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
404.3 |
|
2.618 |
395.2 |
|
1.618 |
389.6 |
|
1.000 |
386.1 |
|
0.618 |
384.0 |
|
HIGH |
380.5 |
|
0.618 |
378.4 |
|
0.500 |
377.7 |
|
0.382 |
377.0 |
|
LOW |
374.9 |
|
0.618 |
371.4 |
|
1.000 |
369.3 |
|
1.618 |
365.8 |
|
2.618 |
360.2 |
|
4.250 |
351.1 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
377.7 |
382.4 |
| PP |
377.7 |
380.8 |
| S1 |
377.7 |
379.3 |
|