CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
386.7 |
382.5 |
-4.2 |
-1.1% |
372.9 |
| High |
393.0 |
386.2 |
-6.8 |
-1.7% |
391.9 |
| Low |
380.5 |
380.5 |
0.0 |
0.0% |
371.9 |
| Close |
381.4 |
381.3 |
-0.1 |
0.0% |
383.2 |
| Range |
12.5 |
5.7 |
-6.8 |
-54.4% |
20.0 |
| ATR |
9.4 |
9.2 |
-0.3 |
-2.8% |
0.0 |
| Volume |
2,407 |
3,420 |
1,013 |
42.1% |
7,923 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
399.8 |
396.2 |
384.4 |
|
| R3 |
394.1 |
390.5 |
382.9 |
|
| R2 |
388.4 |
388.4 |
382.3 |
|
| R1 |
384.8 |
384.8 |
381.8 |
383.8 |
| PP |
382.7 |
382.7 |
382.7 |
382.1 |
| S1 |
379.1 |
379.1 |
380.8 |
378.1 |
| S2 |
377.0 |
377.0 |
380.3 |
|
| S3 |
371.3 |
373.4 |
379.7 |
|
| S4 |
365.6 |
367.7 |
378.2 |
|
|
| 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 |
393.0 |
375.0 |
18.0 |
4.7% |
9.0 |
2.4% |
35% |
False |
False |
2,241 |
| 10 |
393.0 |
371.9 |
21.1 |
5.5% |
9.7 |
2.5% |
45% |
False |
False |
1,950 |
| 20 |
393.0 |
358.9 |
34.1 |
8.9% |
9.2 |
2.4% |
66% |
False |
False |
1,780 |
| 40 |
400.4 |
358.9 |
41.5 |
10.9% |
8.5 |
2.2% |
54% |
False |
False |
1,488 |
| 60 |
400.4 |
338.2 |
62.2 |
16.3% |
7.4 |
1.9% |
69% |
False |
False |
1,198 |
| 80 |
400.4 |
332.0 |
68.4 |
17.9% |
6.6 |
1.7% |
72% |
False |
False |
988 |
| 100 |
400.4 |
332.0 |
68.4 |
17.9% |
6.2 |
1.6% |
72% |
False |
False |
840 |
| 120 |
400.4 |
332.0 |
68.4 |
17.9% |
6.1 |
1.6% |
72% |
False |
False |
750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
410.4 |
|
2.618 |
401.1 |
|
1.618 |
395.4 |
|
1.000 |
391.9 |
|
0.618 |
389.7 |
|
HIGH |
386.2 |
|
0.618 |
384.0 |
|
0.500 |
383.4 |
|
0.382 |
382.7 |
|
LOW |
380.5 |
|
0.618 |
377.0 |
|
1.000 |
374.8 |
|
1.618 |
371.3 |
|
2.618 |
365.6 |
|
4.250 |
356.3 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
383.4 |
386.8 |
| PP |
382.7 |
384.9 |
| S1 |
382.0 |
383.1 |
|