CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
400.6 |
403.3 |
2.7 |
0.7% |
361.8 |
| High |
411.4 |
406.5 |
-4.9 |
-1.2% |
389.1 |
| Low |
398.9 |
396.2 |
-2.7 |
-0.7% |
360.3 |
| Close |
406.8 |
399.8 |
-7.0 |
-1.7% |
385.8 |
| Range |
12.5 |
10.3 |
-2.2 |
-17.6% |
28.8 |
| ATR |
9.7 |
9.8 |
0.1 |
0.6% |
0.0 |
| Volume |
3,778 |
4,713 |
935 |
24.7% |
26,843 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
431.7 |
426.1 |
405.5 |
|
| R3 |
421.4 |
415.8 |
402.6 |
|
| R2 |
411.1 |
411.1 |
401.7 |
|
| R1 |
405.5 |
405.5 |
400.7 |
403.2 |
| PP |
400.8 |
400.8 |
400.8 |
399.7 |
| S1 |
395.2 |
395.2 |
398.9 |
392.9 |
| S2 |
390.5 |
390.5 |
397.9 |
|
| S3 |
380.2 |
384.9 |
397.0 |
|
| S4 |
369.9 |
374.6 |
394.1 |
|
|
| 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 |
411.4 |
383.8 |
27.6 |
6.9% |
9.6 |
2.4% |
58% |
False |
False |
4,446 |
| 10 |
411.4 |
356.5 |
54.9 |
13.7% |
9.7 |
2.4% |
79% |
False |
False |
4,797 |
| 20 |
411.4 |
347.3 |
64.1 |
16.0% |
9.0 |
2.3% |
82% |
False |
False |
3,593 |
| 40 |
411.4 |
347.3 |
64.1 |
16.0% |
9.5 |
2.4% |
82% |
False |
False |
2,698 |
| 60 |
411.4 |
347.3 |
64.1 |
16.0% |
8.9 |
2.2% |
82% |
False |
False |
2,213 |
| 80 |
411.4 |
338.2 |
73.2 |
18.3% |
8.0 |
2.0% |
84% |
False |
False |
1,822 |
| 100 |
411.4 |
332.0 |
79.4 |
19.9% |
7.2 |
1.8% |
85% |
False |
False |
1,533 |
| 120 |
411.4 |
332.0 |
79.4 |
19.9% |
6.8 |
1.7% |
85% |
False |
False |
1,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
450.3 |
|
2.618 |
433.5 |
|
1.618 |
423.2 |
|
1.000 |
416.8 |
|
0.618 |
412.9 |
|
HIGH |
406.5 |
|
0.618 |
402.6 |
|
0.500 |
401.4 |
|
0.382 |
400.1 |
|
LOW |
396.2 |
|
0.618 |
389.8 |
|
1.000 |
385.9 |
|
1.618 |
379.5 |
|
2.618 |
369.2 |
|
4.250 |
352.4 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
401.4 |
403.8 |
| PP |
400.8 |
402.5 |
| S1 |
400.3 |
401.1 |
|