CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
382.5 |
381.1 |
-1.4 |
-0.4% |
372.9 |
| High |
386.2 |
382.2 |
-4.0 |
-1.0% |
391.9 |
| Low |
380.5 |
363.3 |
-17.2 |
-4.5% |
371.9 |
| Close |
381.3 |
366.7 |
-14.6 |
-3.8% |
383.2 |
| Range |
5.7 |
18.9 |
13.2 |
231.6% |
20.0 |
| ATR |
9.2 |
9.9 |
0.7 |
7.6% |
0.0 |
| Volume |
3,420 |
2,522 |
-898 |
-26.3% |
7,923 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
427.4 |
416.0 |
377.1 |
|
| R3 |
408.5 |
397.1 |
371.9 |
|
| R2 |
389.6 |
389.6 |
370.2 |
|
| R1 |
378.2 |
378.2 |
368.4 |
374.5 |
| PP |
370.7 |
370.7 |
370.7 |
368.9 |
| S1 |
359.3 |
359.3 |
365.0 |
355.6 |
| S2 |
351.8 |
351.8 |
363.2 |
|
| S3 |
332.9 |
340.4 |
361.5 |
|
| S4 |
314.0 |
321.5 |
356.3 |
|
|
| 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 |
363.3 |
29.7 |
8.1% |
10.9 |
3.0% |
11% |
False |
True |
2,469 |
| 10 |
393.0 |
363.3 |
29.7 |
8.1% |
10.5 |
2.9% |
11% |
False |
True |
2,014 |
| 20 |
393.0 |
358.9 |
34.1 |
9.3% |
9.9 |
2.7% |
23% |
False |
False |
1,803 |
| 40 |
400.4 |
358.9 |
41.5 |
11.3% |
8.8 |
2.4% |
19% |
False |
False |
1,523 |
| 60 |
400.4 |
338.2 |
62.2 |
17.0% |
7.7 |
2.1% |
46% |
False |
False |
1,232 |
| 80 |
400.4 |
332.0 |
68.4 |
18.7% |
6.8 |
1.9% |
51% |
False |
False |
1,018 |
| 100 |
400.4 |
332.0 |
68.4 |
18.7% |
6.3 |
1.7% |
51% |
False |
False |
864 |
| 120 |
400.4 |
332.0 |
68.4 |
18.7% |
6.3 |
1.7% |
51% |
False |
False |
769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
462.5 |
|
2.618 |
431.7 |
|
1.618 |
412.8 |
|
1.000 |
401.1 |
|
0.618 |
393.9 |
|
HIGH |
382.2 |
|
0.618 |
375.0 |
|
0.500 |
372.8 |
|
0.382 |
370.5 |
|
LOW |
363.3 |
|
0.618 |
351.6 |
|
1.000 |
344.4 |
|
1.618 |
332.7 |
|
2.618 |
313.8 |
|
4.250 |
283.0 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
372.8 |
378.2 |
| PP |
370.7 |
374.3 |
| S1 |
368.7 |
370.5 |
|