CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
424.7 |
426.3 |
1.6 |
0.4% |
437.4 |
| High |
426.9 |
444.7 |
17.8 |
4.2% |
442.0 |
| Low |
422.2 |
419.0 |
-3.2 |
-0.8% |
415.0 |
| Close |
426.3 |
443.7 |
17.4 |
4.1% |
426.9 |
| Range |
4.7 |
25.7 |
21.0 |
446.8% |
27.0 |
| ATR |
11.2 |
12.2 |
1.0 |
9.3% |
0.0 |
| Volume |
5,548 |
4,508 |
-1,040 |
-18.7% |
21,982 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
512.9 |
504.0 |
457.8 |
|
| R3 |
487.2 |
478.3 |
450.8 |
|
| R2 |
461.5 |
461.5 |
448.4 |
|
| R1 |
452.6 |
452.6 |
446.1 |
457.1 |
| PP |
435.8 |
435.8 |
435.8 |
438.0 |
| S1 |
426.9 |
426.9 |
441.3 |
431.4 |
| S2 |
410.1 |
410.1 |
439.0 |
|
| S3 |
384.4 |
401.2 |
436.6 |
|
| S4 |
358.7 |
375.5 |
429.6 |
|
|
| 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 |
444.7 |
418.9 |
25.8 |
5.8% |
11.7 |
2.6% |
96% |
True |
False |
5,163 |
| 10 |
444.7 |
415.0 |
29.7 |
6.7% |
11.6 |
2.6% |
97% |
True |
False |
4,999 |
| 20 |
444.7 |
379.7 |
65.0 |
14.6% |
11.7 |
2.6% |
98% |
True |
False |
5,132 |
| 40 |
444.7 |
347.3 |
97.4 |
22.0% |
10.5 |
2.4% |
99% |
True |
False |
4,016 |
| 60 |
444.7 |
347.3 |
97.4 |
22.0% |
10.0 |
2.2% |
99% |
True |
False |
3,192 |
| 80 |
444.7 |
342.8 |
101.9 |
23.0% |
9.4 |
2.1% |
99% |
True |
False |
2,651 |
| 100 |
444.7 |
332.0 |
112.7 |
25.4% |
8.5 |
1.9% |
99% |
True |
False |
2,234 |
| 120 |
444.7 |
332.0 |
112.7 |
25.4% |
7.7 |
1.7% |
99% |
True |
False |
1,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
553.9 |
|
2.618 |
512.0 |
|
1.618 |
486.3 |
|
1.000 |
470.4 |
|
0.618 |
460.6 |
|
HIGH |
444.7 |
|
0.618 |
434.9 |
|
0.500 |
431.9 |
|
0.382 |
428.8 |
|
LOW |
419.0 |
|
0.618 |
403.1 |
|
1.000 |
393.3 |
|
1.618 |
377.4 |
|
2.618 |
351.7 |
|
4.250 |
309.8 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
439.8 |
439.7 |
| PP |
435.8 |
435.8 |
| S1 |
431.9 |
431.8 |
|