CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
425.4 |
434.0 |
8.6 |
2.0% |
390.3 |
| High |
438.8 |
443.2 |
4.4 |
1.0% |
419.4 |
| Low |
425.2 |
425.7 |
0.5 |
0.1% |
390.3 |
| Close |
435.0 |
427.3 |
-7.7 |
-1.8% |
418.2 |
| Range |
13.6 |
17.5 |
3.9 |
28.7% |
29.1 |
| ATR |
11.2 |
11.7 |
0.4 |
4.0% |
0.0 |
| Volume |
6,623 |
5,501 |
-1,122 |
-16.9% |
22,362 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
484.6 |
473.4 |
436.9 |
|
| R3 |
467.1 |
455.9 |
432.1 |
|
| R2 |
449.6 |
449.6 |
430.5 |
|
| R1 |
438.4 |
438.4 |
428.9 |
435.3 |
| PP |
432.1 |
432.1 |
432.1 |
430.5 |
| S1 |
420.9 |
420.9 |
425.7 |
417.8 |
| S2 |
414.6 |
414.6 |
424.1 |
|
| S3 |
397.1 |
403.4 |
422.5 |
|
| S4 |
379.6 |
385.9 |
417.7 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
496.6 |
486.5 |
434.2 |
|
| R3 |
467.5 |
457.4 |
426.2 |
|
| R2 |
438.4 |
438.4 |
423.5 |
|
| R1 |
428.3 |
428.3 |
420.9 |
433.4 |
| PP |
409.3 |
409.3 |
409.3 |
411.8 |
| S1 |
399.2 |
399.2 |
415.5 |
404.3 |
| S2 |
380.2 |
380.2 |
412.9 |
|
| S3 |
351.1 |
370.1 |
410.2 |
|
| S4 |
322.0 |
341.0 |
402.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
443.2 |
396.2 |
47.0 |
11.0% |
14.6 |
3.4% |
66% |
True |
False |
5,074 |
| 10 |
443.2 |
367.8 |
75.4 |
17.6% |
11.9 |
2.8% |
79% |
True |
False |
4,968 |
| 20 |
443.2 |
347.3 |
95.9 |
22.4% |
10.1 |
2.4% |
83% |
True |
False |
4,079 |
| 40 |
443.2 |
347.3 |
95.9 |
22.4% |
9.9 |
2.3% |
83% |
True |
False |
3,010 |
| 60 |
443.2 |
347.3 |
95.9 |
22.4% |
9.3 |
2.2% |
83% |
True |
False |
2,441 |
| 80 |
443.2 |
338.3 |
104.9 |
24.5% |
8.5 |
2.0% |
85% |
True |
False |
2,015 |
| 100 |
443.2 |
332.0 |
111.2 |
26.0% |
7.6 |
1.8% |
86% |
True |
False |
1,697 |
| 120 |
443.2 |
332.0 |
111.2 |
26.0% |
7.1 |
1.7% |
86% |
True |
False |
1,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
517.6 |
|
2.618 |
489.0 |
|
1.618 |
471.5 |
|
1.000 |
460.7 |
|
0.618 |
454.0 |
|
HIGH |
443.2 |
|
0.618 |
436.5 |
|
0.500 |
434.5 |
|
0.382 |
432.4 |
|
LOW |
425.7 |
|
0.618 |
414.9 |
|
1.000 |
408.2 |
|
1.618 |
397.4 |
|
2.618 |
379.9 |
|
4.250 |
351.3 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
434.5 |
425.4 |
| PP |
432.1 |
423.6 |
| S1 |
429.7 |
421.7 |
|