CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
348.2 |
349.3 |
1.1 |
0.3% |
369.7 |
| High |
351.8 |
360.1 |
8.3 |
2.4% |
373.6 |
| Low |
347.6 |
349.3 |
1.7 |
0.5% |
354.6 |
| Close |
349.3 |
358.4 |
9.1 |
2.6% |
355.1 |
| Range |
4.2 |
10.8 |
6.6 |
157.1% |
19.0 |
| ATR |
8.9 |
9.0 |
0.1 |
1.6% |
0.0 |
| Volume |
4,103 |
3,071 |
-1,032 |
-25.2% |
8,411 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
388.3 |
384.2 |
364.3 |
|
| R3 |
377.5 |
373.4 |
361.4 |
|
| R2 |
366.7 |
366.7 |
360.4 |
|
| R1 |
362.6 |
362.6 |
359.4 |
364.7 |
| PP |
355.9 |
355.9 |
355.9 |
357.0 |
| S1 |
351.8 |
351.8 |
357.4 |
353.9 |
| S2 |
345.1 |
345.1 |
356.4 |
|
| S3 |
334.3 |
341.0 |
355.4 |
|
| S4 |
323.5 |
330.2 |
352.5 |
|
|
| 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 |
366.2 |
347.3 |
18.9 |
5.3% |
7.8 |
2.2% |
59% |
False |
False |
2,900 |
| 10 |
374.3 |
347.3 |
27.0 |
7.5% |
8.4 |
2.3% |
41% |
False |
False |
2,390 |
| 20 |
393.0 |
347.3 |
45.7 |
12.8% |
9.4 |
2.6% |
24% |
False |
False |
2,202 |
| 40 |
393.0 |
347.3 |
45.7 |
12.8% |
8.8 |
2.4% |
24% |
False |
False |
1,848 |
| 60 |
400.4 |
339.6 |
60.8 |
17.0% |
8.3 |
2.3% |
31% |
False |
False |
1,525 |
| 80 |
400.4 |
332.0 |
68.4 |
19.1% |
7.3 |
2.0% |
39% |
False |
False |
1,276 |
| 100 |
400.4 |
332.0 |
68.4 |
19.1% |
6.7 |
1.9% |
39% |
False |
False |
1,077 |
| 120 |
400.4 |
332.0 |
68.4 |
19.1% |
6.5 |
1.8% |
39% |
False |
False |
946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
406.0 |
|
2.618 |
388.4 |
|
1.618 |
377.6 |
|
1.000 |
370.9 |
|
0.618 |
366.8 |
|
HIGH |
360.1 |
|
0.618 |
356.0 |
|
0.500 |
354.7 |
|
0.382 |
353.4 |
|
LOW |
349.3 |
|
0.618 |
342.6 |
|
1.000 |
338.5 |
|
1.618 |
331.8 |
|
2.618 |
321.0 |
|
4.250 |
303.4 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
357.2 |
356.8 |
| PP |
355.9 |
355.3 |
| S1 |
354.7 |
353.7 |
|