CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
389.6 |
372.9 |
-16.7 |
-4.3% |
362.2 |
| High |
389.6 |
378.4 |
-11.2 |
-2.9% |
389.6 |
| Low |
373.5 |
371.9 |
-1.6 |
-0.4% |
361.1 |
| Close |
374.4 |
377.9 |
3.5 |
0.9% |
374.4 |
| Range |
16.1 |
6.5 |
-9.6 |
-59.6% |
28.5 |
| ATR |
9.3 |
9.1 |
-0.2 |
-2.1% |
0.0 |
| Volume |
1,857 |
2,049 |
192 |
10.3% |
8,460 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
395.6 |
393.2 |
381.5 |
|
| R3 |
389.1 |
386.7 |
379.7 |
|
| R2 |
382.6 |
382.6 |
379.1 |
|
| R1 |
380.2 |
380.2 |
378.5 |
381.4 |
| PP |
376.1 |
376.1 |
376.1 |
376.7 |
| S1 |
373.7 |
373.7 |
377.3 |
374.9 |
| S2 |
369.6 |
369.6 |
376.7 |
|
| S3 |
363.1 |
367.2 |
376.1 |
|
| S4 |
356.6 |
360.7 |
374.3 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
460.5 |
446.0 |
390.1 |
|
| R3 |
432.0 |
417.5 |
382.2 |
|
| R2 |
403.5 |
403.5 |
379.6 |
|
| R1 |
389.0 |
389.0 |
377.0 |
396.3 |
| PP |
375.0 |
375.0 |
375.0 |
378.7 |
| S1 |
360.5 |
360.5 |
371.8 |
367.8 |
| S2 |
346.5 |
346.5 |
369.2 |
|
| S3 |
318.0 |
332.0 |
366.6 |
|
| S4 |
289.5 |
303.5 |
358.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
389.6 |
371.5 |
18.1 |
4.8% |
10.8 |
2.9% |
35% |
False |
False |
1,922 |
| 10 |
389.6 |
358.9 |
30.7 |
8.1% |
9.4 |
2.5% |
62% |
False |
False |
1,763 |
| 20 |
390.4 |
358.9 |
31.5 |
8.3% |
8.3 |
2.2% |
60% |
False |
False |
1,531 |
| 40 |
400.4 |
340.5 |
59.9 |
15.9% |
8.1 |
2.1% |
62% |
False |
False |
1,255 |
| 60 |
400.4 |
332.0 |
68.4 |
18.1% |
6.9 |
1.8% |
67% |
False |
False |
1,021 |
| 80 |
400.4 |
332.0 |
68.4 |
18.1% |
6.2 |
1.7% |
67% |
False |
False |
841 |
| 100 |
400.4 |
332.0 |
68.4 |
18.1% |
6.0 |
1.6% |
67% |
False |
False |
725 |
| 120 |
400.4 |
332.0 |
68.4 |
18.1% |
5.8 |
1.5% |
67% |
False |
False |
641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406.0 |
|
2.618 |
395.4 |
|
1.618 |
388.9 |
|
1.000 |
384.9 |
|
0.618 |
382.4 |
|
HIGH |
378.4 |
|
0.618 |
375.9 |
|
0.500 |
375.2 |
|
0.382 |
374.4 |
|
LOW |
371.9 |
|
0.618 |
367.9 |
|
1.000 |
365.4 |
|
1.618 |
361.4 |
|
2.618 |
354.9 |
|
4.250 |
344.3 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
377.0 |
380.8 |
| PP |
376.1 |
379.8 |
| S1 |
375.2 |
378.9 |
|