CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
384.3 |
386.4 |
2.1 |
0.5% |
374.5 |
| High |
390.4 |
389.2 |
-1.2 |
-0.3% |
390.4 |
| Low |
383.1 |
373.2 |
-9.9 |
-2.6% |
372.2 |
| Close |
386.5 |
374.4 |
-12.1 |
-3.1% |
374.4 |
| Range |
7.3 |
16.0 |
8.7 |
119.2% |
18.2 |
| ATR |
7.4 |
8.0 |
0.6 |
8.3% |
0.0 |
| Volume |
1,077 |
1,112 |
35 |
3.2% |
8,711 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
426.9 |
416.7 |
383.2 |
|
| R3 |
410.9 |
400.7 |
378.8 |
|
| R2 |
394.9 |
394.9 |
377.3 |
|
| R1 |
384.7 |
384.7 |
375.9 |
381.8 |
| PP |
378.9 |
378.9 |
378.9 |
377.5 |
| S1 |
368.7 |
368.7 |
372.9 |
365.8 |
| S2 |
362.9 |
362.9 |
371.5 |
|
| S3 |
346.9 |
352.7 |
370.0 |
|
| S4 |
330.9 |
336.7 |
365.6 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433.6 |
422.2 |
384.4 |
|
| R3 |
415.4 |
404.0 |
379.4 |
|
| R2 |
397.2 |
397.2 |
377.7 |
|
| R1 |
385.8 |
385.8 |
376.1 |
382.4 |
| PP |
379.0 |
379.0 |
379.0 |
377.3 |
| S1 |
367.6 |
367.6 |
372.7 |
364.2 |
| S2 |
360.8 |
360.8 |
371.1 |
|
| S3 |
342.6 |
349.4 |
369.4 |
|
| S4 |
324.4 |
331.2 |
364.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
390.4 |
372.2 |
18.2 |
4.9% |
8.4 |
2.2% |
12% |
False |
False |
1,742 |
| 10 |
390.4 |
372.2 |
18.2 |
4.9% |
7.3 |
2.0% |
12% |
False |
False |
1,299 |
| 20 |
400.4 |
372.2 |
28.2 |
7.5% |
8.0 |
2.1% |
8% |
False |
False |
1,247 |
| 40 |
400.4 |
338.3 |
62.1 |
16.6% |
6.9 |
1.8% |
58% |
False |
False |
974 |
| 60 |
400.4 |
332.0 |
68.4 |
18.3% |
6.0 |
1.6% |
62% |
False |
False |
786 |
| 80 |
400.4 |
332.0 |
68.4 |
18.3% |
5.6 |
1.5% |
62% |
False |
False |
653 |
| 100 |
400.4 |
332.0 |
68.4 |
18.3% |
5.7 |
1.5% |
62% |
False |
False |
576 |
| 120 |
400.4 |
332.0 |
68.4 |
18.3% |
5.2 |
1.4% |
62% |
False |
False |
500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
457.2 |
|
2.618 |
431.1 |
|
1.618 |
415.1 |
|
1.000 |
405.2 |
|
0.618 |
399.1 |
|
HIGH |
389.2 |
|
0.618 |
383.1 |
|
0.500 |
381.2 |
|
0.382 |
379.3 |
|
LOW |
373.2 |
|
0.618 |
363.3 |
|
1.000 |
357.2 |
|
1.618 |
347.3 |
|
2.618 |
331.3 |
|
4.250 |
305.2 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
381.2 |
381.8 |
| PP |
378.9 |
379.3 |
| S1 |
376.7 |
376.9 |
|