CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
371.6 |
380.5 |
8.9 |
2.4% |
372.1 |
| High |
384.5 |
388.0 |
3.5 |
0.9% |
375.6 |
| Low |
371.5 |
380.2 |
8.7 |
2.3% |
358.9 |
| Close |
380.1 |
383.3 |
3.2 |
0.8% |
359.3 |
| Range |
13.0 |
7.8 |
-5.2 |
-40.0% |
16.7 |
| ATR |
8.7 |
8.6 |
-0.1 |
-0.6% |
0.0 |
| Volume |
1,658 |
2,163 |
505 |
30.5% |
7,126 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
407.2 |
403.1 |
387.6 |
|
| R3 |
399.4 |
395.3 |
385.4 |
|
| R2 |
391.6 |
391.6 |
384.7 |
|
| R1 |
387.5 |
387.5 |
384.0 |
389.6 |
| PP |
383.8 |
383.8 |
383.8 |
384.9 |
| S1 |
379.7 |
379.7 |
382.6 |
381.8 |
| S2 |
376.0 |
376.0 |
381.9 |
|
| S3 |
368.2 |
371.9 |
381.2 |
|
| S4 |
360.4 |
364.1 |
379.0 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
414.7 |
403.7 |
368.5 |
|
| R3 |
398.0 |
387.0 |
363.9 |
|
| R2 |
381.3 |
381.3 |
362.4 |
|
| R1 |
370.3 |
370.3 |
360.8 |
367.5 |
| PP |
364.6 |
364.6 |
364.6 |
363.2 |
| S1 |
353.6 |
353.6 |
357.8 |
350.8 |
| S2 |
347.9 |
347.9 |
356.2 |
|
| S3 |
331.2 |
336.9 |
354.7 |
|
| S4 |
314.5 |
320.2 |
350.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
388.0 |
358.9 |
29.1 |
7.6% |
9.0 |
2.3% |
84% |
True |
False |
1,579 |
| 10 |
390.4 |
358.9 |
31.5 |
8.2% |
8.8 |
2.3% |
77% |
False |
False |
1,611 |
| 20 |
398.9 |
358.9 |
40.0 |
10.4% |
8.3 |
2.2% |
61% |
False |
False |
1,490 |
| 40 |
400.4 |
338.3 |
62.1 |
16.2% |
7.5 |
2.0% |
72% |
False |
False |
1,155 |
| 60 |
400.4 |
332.0 |
68.4 |
17.8% |
6.5 |
1.7% |
75% |
False |
False |
943 |
| 80 |
400.4 |
332.0 |
68.4 |
17.8% |
6.0 |
1.6% |
75% |
False |
False |
775 |
| 100 |
400.4 |
332.0 |
68.4 |
17.8% |
5.9 |
1.5% |
75% |
False |
False |
679 |
| 120 |
400.4 |
332.0 |
68.4 |
17.8% |
5.6 |
1.5% |
75% |
False |
False |
595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
421.2 |
|
2.618 |
408.4 |
|
1.618 |
400.6 |
|
1.000 |
395.8 |
|
0.618 |
392.8 |
|
HIGH |
388.0 |
|
0.618 |
385.0 |
|
0.500 |
384.1 |
|
0.382 |
383.2 |
|
LOW |
380.2 |
|
0.618 |
375.4 |
|
1.000 |
372.4 |
|
1.618 |
367.6 |
|
2.618 |
359.8 |
|
4.250 |
347.1 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
384.1 |
380.4 |
| PP |
383.8 |
377.5 |
| S1 |
383.6 |
374.6 |
|