CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
382.8 |
378.9 |
-3.9 |
-1.0% |
372.9 |
| High |
384.2 |
384.6 |
0.4 |
0.1% |
391.9 |
| Low |
375.0 |
376.1 |
1.1 |
0.3% |
371.9 |
| Close |
378.6 |
383.2 |
4.6 |
1.2% |
383.2 |
| Range |
9.2 |
8.5 |
-0.7 |
-7.6% |
20.0 |
| ATR |
9.3 |
9.2 |
-0.1 |
-0.6% |
0.0 |
| Volume |
1,382 |
1,983 |
601 |
43.5% |
7,923 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
406.8 |
403.5 |
387.9 |
|
| R3 |
398.3 |
395.0 |
385.5 |
|
| R2 |
389.8 |
389.8 |
384.8 |
|
| R1 |
386.5 |
386.5 |
384.0 |
388.2 |
| PP |
381.3 |
381.3 |
381.3 |
382.1 |
| S1 |
378.0 |
378.0 |
382.4 |
379.7 |
| S2 |
372.8 |
372.8 |
381.6 |
|
| S3 |
364.3 |
369.5 |
380.9 |
|
| S4 |
355.8 |
361.0 |
378.5 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
442.3 |
432.8 |
394.2 |
|
| R3 |
422.3 |
412.8 |
388.7 |
|
| R2 |
402.3 |
402.3 |
386.9 |
|
| R1 |
392.8 |
392.8 |
385.0 |
397.6 |
| PP |
382.3 |
382.3 |
382.3 |
384.7 |
| S1 |
372.8 |
372.8 |
381.4 |
377.6 |
| S2 |
362.3 |
362.3 |
379.5 |
|
| S3 |
342.3 |
352.8 |
377.7 |
|
| S4 |
322.3 |
332.8 |
372.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
391.9 |
371.9 |
20.0 |
5.2% |
8.5 |
2.2% |
57% |
False |
False |
1,584 |
| 10 |
391.9 |
361.1 |
30.8 |
8.0% |
9.9 |
2.6% |
72% |
False |
False |
1,638 |
| 20 |
391.9 |
358.9 |
33.0 |
8.6% |
8.8 |
2.3% |
74% |
False |
False |
1,643 |
| 40 |
400.4 |
349.6 |
50.8 |
13.3% |
8.4 |
2.2% |
66% |
False |
False |
1,344 |
| 60 |
400.4 |
334.0 |
66.4 |
17.3% |
7.3 |
1.9% |
74% |
False |
False |
1,084 |
| 80 |
400.4 |
332.0 |
68.4 |
17.8% |
6.5 |
1.7% |
75% |
False |
False |
904 |
| 100 |
400.4 |
332.0 |
68.4 |
17.8% |
6.1 |
1.6% |
75% |
False |
False |
771 |
| 120 |
400.4 |
332.0 |
68.4 |
17.8% |
6.0 |
1.6% |
75% |
False |
False |
688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
420.7 |
|
2.618 |
406.9 |
|
1.618 |
398.4 |
|
1.000 |
393.1 |
|
0.618 |
389.9 |
|
HIGH |
384.6 |
|
0.618 |
381.4 |
|
0.500 |
380.4 |
|
0.382 |
379.3 |
|
LOW |
376.1 |
|
0.618 |
370.8 |
|
1.000 |
367.6 |
|
1.618 |
362.3 |
|
2.618 |
353.8 |
|
4.250 |
340.0 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
382.3 |
383.0 |
| PP |
381.3 |
382.7 |
| S1 |
380.4 |
382.5 |
|