CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
424.2 |
424.7 |
0.5 |
0.1% |
437.4 |
| High |
427.9 |
426.9 |
-1.0 |
-0.2% |
442.0 |
| Low |
418.9 |
422.2 |
3.3 |
0.8% |
415.0 |
| Close |
424.2 |
426.3 |
2.1 |
0.5% |
426.9 |
| Range |
9.0 |
4.7 |
-4.3 |
-47.8% |
27.0 |
| ATR |
11.7 |
11.2 |
-0.5 |
-4.3% |
0.0 |
| Volume |
5,154 |
5,548 |
394 |
7.6% |
21,982 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
439.2 |
437.5 |
428.9 |
|
| R3 |
434.5 |
432.8 |
427.6 |
|
| R2 |
429.8 |
429.8 |
427.2 |
|
| R1 |
428.1 |
428.1 |
426.7 |
429.0 |
| PP |
425.1 |
425.1 |
425.1 |
425.6 |
| S1 |
423.4 |
423.4 |
425.9 |
424.3 |
| S2 |
420.4 |
420.4 |
425.4 |
|
| S3 |
415.7 |
418.7 |
425.0 |
|
| S4 |
411.0 |
414.0 |
423.7 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
509.0 |
494.9 |
441.8 |
|
| R3 |
482.0 |
467.9 |
434.3 |
|
| R2 |
455.0 |
455.0 |
431.9 |
|
| R1 |
440.9 |
440.9 |
429.4 |
434.5 |
| PP |
428.0 |
428.0 |
428.0 |
424.7 |
| S1 |
413.9 |
413.9 |
424.4 |
407.5 |
| S2 |
401.0 |
401.0 |
422.0 |
|
| S3 |
374.0 |
386.9 |
419.5 |
|
| S4 |
347.0 |
359.9 |
412.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
432.1 |
415.0 |
17.1 |
4.0% |
9.3 |
2.2% |
66% |
False |
False |
5,488 |
| 10 |
442.0 |
415.0 |
27.0 |
6.3% |
10.0 |
2.4% |
42% |
False |
False |
5,366 |
| 20 |
443.2 |
367.8 |
75.4 |
17.7% |
11.0 |
2.6% |
78% |
False |
False |
5,167 |
| 40 |
443.2 |
347.3 |
95.9 |
22.5% |
10.0 |
2.3% |
82% |
False |
False |
3,932 |
| 60 |
443.2 |
347.3 |
95.9 |
22.5% |
9.6 |
2.3% |
82% |
False |
False |
3,133 |
| 80 |
443.2 |
341.9 |
101.3 |
23.8% |
9.1 |
2.1% |
83% |
False |
False |
2,603 |
| 100 |
443.2 |
332.0 |
111.2 |
26.1% |
8.2 |
1.9% |
85% |
False |
False |
2,192 |
| 120 |
443.2 |
332.0 |
111.2 |
26.1% |
7.6 |
1.8% |
85% |
False |
False |
1,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
446.9 |
|
2.618 |
439.2 |
|
1.618 |
434.5 |
|
1.000 |
431.6 |
|
0.618 |
429.8 |
|
HIGH |
426.9 |
|
0.618 |
425.1 |
|
0.500 |
424.6 |
|
0.382 |
424.0 |
|
LOW |
422.2 |
|
0.618 |
419.3 |
|
1.000 |
417.5 |
|
1.618 |
414.6 |
|
2.618 |
409.9 |
|
4.250 |
402.2 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
425.7 |
426.0 |
| PP |
425.1 |
425.8 |
| S1 |
424.6 |
425.5 |
|