CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
436.9 |
422.4 |
-14.5 |
-3.3% |
425.4 |
| High |
437.0 |
428.5 |
-8.5 |
-1.9% |
443.2 |
| Low |
418.5 |
415.0 |
-3.5 |
-0.8% |
419.9 |
| Close |
421.9 |
428.0 |
6.1 |
1.4% |
422.0 |
| Range |
18.5 |
13.5 |
-5.0 |
-27.0% |
23.3 |
| ATR |
12.2 |
12.3 |
0.1 |
0.8% |
0.0 |
| Volume |
6,845 |
6,134 |
-711 |
-10.4% |
27,977 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
464.3 |
459.7 |
435.4 |
|
| R3 |
450.8 |
446.2 |
431.7 |
|
| R2 |
437.3 |
437.3 |
430.5 |
|
| R1 |
432.7 |
432.7 |
429.2 |
435.0 |
| PP |
423.8 |
423.8 |
423.8 |
425.0 |
| S1 |
419.2 |
419.2 |
426.8 |
421.5 |
| S2 |
410.3 |
410.3 |
425.5 |
|
| S3 |
396.8 |
405.7 |
424.3 |
|
| S4 |
383.3 |
392.2 |
420.6 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
498.3 |
483.4 |
434.8 |
|
| R3 |
475.0 |
460.1 |
428.4 |
|
| R2 |
451.7 |
451.7 |
426.3 |
|
| R1 |
436.8 |
436.8 |
424.1 |
432.6 |
| PP |
428.4 |
428.4 |
428.4 |
426.3 |
| S1 |
413.5 |
413.5 |
419.9 |
409.3 |
| S2 |
405.1 |
405.1 |
417.7 |
|
| S3 |
381.8 |
390.2 |
415.6 |
|
| S4 |
358.5 |
366.9 |
409.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
442.0 |
415.0 |
27.0 |
6.3% |
11.6 |
2.7% |
48% |
False |
True |
4,835 |
| 10 |
443.2 |
396.2 |
47.0 |
11.0% |
12.8 |
3.0% |
68% |
False |
False |
5,395 |
| 20 |
443.2 |
349.3 |
93.9 |
21.9% |
11.3 |
2.6% |
84% |
False |
False |
5,013 |
| 40 |
443.2 |
347.3 |
95.9 |
22.4% |
10.4 |
2.4% |
84% |
False |
False |
3,578 |
| 60 |
443.2 |
347.3 |
95.9 |
22.4% |
9.7 |
2.3% |
84% |
False |
False |
2,882 |
| 80 |
443.2 |
338.3 |
104.9 |
24.5% |
8.9 |
2.1% |
86% |
False |
False |
2,366 |
| 100 |
443.2 |
332.0 |
111.2 |
26.0% |
8.1 |
1.9% |
86% |
False |
False |
1,997 |
| 120 |
443.2 |
332.0 |
111.2 |
26.0% |
7.4 |
1.7% |
86% |
False |
False |
1,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
485.9 |
|
2.618 |
463.8 |
|
1.618 |
450.3 |
|
1.000 |
442.0 |
|
0.618 |
436.8 |
|
HIGH |
428.5 |
|
0.618 |
423.3 |
|
0.500 |
421.8 |
|
0.382 |
420.2 |
|
LOW |
415.0 |
|
0.618 |
406.7 |
|
1.000 |
401.5 |
|
1.618 |
393.2 |
|
2.618 |
379.7 |
|
4.250 |
357.6 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
425.9 |
428.5 |
| PP |
423.8 |
428.3 |
| S1 |
421.8 |
428.2 |
|