CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
390.3 |
403.4 |
13.1 |
3.4% |
361.8 |
| High |
403.6 |
404.3 |
0.7 |
0.2% |
389.1 |
| Low |
390.3 |
397.5 |
7.2 |
1.8% |
360.3 |
| Close |
402.9 |
400.7 |
-2.2 |
-0.5% |
385.8 |
| Range |
13.3 |
6.8 |
-6.5 |
-48.9% |
28.8 |
| ATR |
9.7 |
9.5 |
-0.2 |
-2.1% |
0.0 |
| Volume |
3,502 |
5,613 |
2,111 |
60.3% |
26,843 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
421.2 |
417.8 |
404.4 |
|
| R3 |
414.4 |
411.0 |
402.6 |
|
| R2 |
407.6 |
407.6 |
401.9 |
|
| R1 |
404.2 |
404.2 |
401.3 |
402.5 |
| PP |
400.8 |
400.8 |
400.8 |
400.0 |
| S1 |
397.4 |
397.4 |
400.1 |
395.7 |
| S2 |
394.0 |
394.0 |
399.5 |
|
| S3 |
387.2 |
390.6 |
398.8 |
|
| S4 |
380.4 |
383.8 |
397.0 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
464.8 |
454.1 |
401.6 |
|
| R3 |
436.0 |
425.3 |
393.7 |
|
| R2 |
407.2 |
407.2 |
391.1 |
|
| R1 |
396.5 |
396.5 |
388.4 |
401.9 |
| PP |
378.4 |
378.4 |
378.4 |
381.1 |
| S1 |
367.7 |
367.7 |
383.2 |
373.1 |
| S2 |
349.6 |
349.6 |
380.5 |
|
| S3 |
320.8 |
338.9 |
377.9 |
|
| S4 |
292.0 |
310.1 |
370.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
404.3 |
367.8 |
36.5 |
9.1% |
9.2 |
2.3% |
90% |
True |
False |
4,862 |
| 10 |
404.3 |
347.6 |
56.7 |
14.2% |
8.9 |
2.2% |
94% |
True |
False |
4,665 |
| 20 |
404.3 |
347.3 |
57.0 |
14.2% |
9.1 |
2.3% |
94% |
True |
False |
3,466 |
| 40 |
404.3 |
347.3 |
57.0 |
14.2% |
9.2 |
2.3% |
94% |
True |
False |
2,591 |
| 60 |
404.3 |
347.3 |
57.0 |
14.2% |
8.8 |
2.2% |
94% |
True |
False |
2,104 |
| 80 |
404.3 |
338.2 |
66.1 |
16.5% |
7.9 |
2.0% |
95% |
True |
False |
1,727 |
| 100 |
404.3 |
332.0 |
72.3 |
18.0% |
7.1 |
1.8% |
95% |
True |
False |
1,453 |
| 120 |
404.3 |
332.0 |
72.3 |
18.0% |
6.7 |
1.7% |
95% |
True |
False |
1,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
433.2 |
|
2.618 |
422.1 |
|
1.618 |
415.3 |
|
1.000 |
411.1 |
|
0.618 |
408.5 |
|
HIGH |
404.3 |
|
0.618 |
401.7 |
|
0.500 |
400.9 |
|
0.382 |
400.1 |
|
LOW |
397.5 |
|
0.618 |
393.3 |
|
1.000 |
390.7 |
|
1.618 |
386.5 |
|
2.618 |
379.7 |
|
4.250 |
368.6 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
400.9 |
398.5 |
| PP |
400.8 |
396.3 |
| S1 |
400.8 |
394.1 |
|