CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
355.7 |
353.1 |
-2.6 |
-0.7% |
369.7 |
| High |
356.6 |
353.1 |
-3.5 |
-1.0% |
373.6 |
| Low |
350.0 |
347.3 |
-2.7 |
-0.8% |
354.6 |
| Close |
353.1 |
347.6 |
-5.5 |
-1.6% |
355.1 |
| Range |
6.6 |
5.8 |
-0.8 |
-12.1% |
19.0 |
| ATR |
9.5 |
9.2 |
-0.3 |
-2.8% |
0.0 |
| Volume |
2,189 |
2,506 |
317 |
14.5% |
8,411 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
366.7 |
363.0 |
350.8 |
|
| R3 |
360.9 |
357.2 |
349.2 |
|
| R2 |
355.1 |
355.1 |
348.7 |
|
| R1 |
351.4 |
351.4 |
348.1 |
350.4 |
| PP |
349.3 |
349.3 |
349.3 |
348.8 |
| S1 |
345.6 |
345.6 |
347.1 |
344.6 |
| S2 |
343.5 |
343.5 |
346.5 |
|
| S3 |
337.7 |
339.8 |
346.0 |
|
| S4 |
331.9 |
334.0 |
344.4 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
418.1 |
405.6 |
365.6 |
|
| R3 |
399.1 |
386.6 |
360.3 |
|
| R2 |
380.1 |
380.1 |
358.6 |
|
| R1 |
367.6 |
367.6 |
356.8 |
364.4 |
| PP |
361.1 |
361.1 |
361.1 |
359.5 |
| S1 |
348.6 |
348.6 |
353.4 |
345.4 |
| S2 |
342.1 |
342.1 |
351.6 |
|
| S3 |
323.1 |
329.6 |
349.9 |
|
| S4 |
304.1 |
310.6 |
344.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
368.0 |
347.3 |
20.7 |
6.0% |
7.8 |
2.3% |
1% |
False |
True |
1,911 |
| 10 |
386.2 |
347.3 |
38.9 |
11.2% |
9.3 |
2.7% |
1% |
False |
True |
2,266 |
| 20 |
393.0 |
347.3 |
45.7 |
13.1% |
9.6 |
2.8% |
1% |
False |
True |
2,045 |
| 40 |
400.4 |
347.3 |
53.1 |
15.3% |
9.0 |
2.6% |
1% |
False |
True |
1,737 |
| 60 |
400.4 |
338.3 |
62.1 |
17.9% |
8.2 |
2.3% |
15% |
False |
False |
1,440 |
| 80 |
400.4 |
332.0 |
68.4 |
19.7% |
7.3 |
2.1% |
23% |
False |
False |
1,194 |
| 100 |
400.4 |
332.0 |
68.4 |
19.7% |
6.7 |
1.9% |
23% |
False |
False |
1,009 |
| 120 |
400.4 |
332.0 |
68.4 |
19.7% |
6.5 |
1.9% |
23% |
False |
False |
891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
377.8 |
|
2.618 |
368.3 |
|
1.618 |
362.5 |
|
1.000 |
358.9 |
|
0.618 |
356.7 |
|
HIGH |
353.1 |
|
0.618 |
350.9 |
|
0.500 |
350.2 |
|
0.382 |
349.5 |
|
LOW |
347.3 |
|
0.618 |
343.7 |
|
1.000 |
341.5 |
|
1.618 |
337.9 |
|
2.618 |
332.1 |
|
4.250 |
322.7 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
350.2 |
356.8 |
| PP |
349.3 |
353.7 |
| S1 |
348.5 |
350.7 |
|