CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
426.7 |
423.8 |
-2.9 |
-0.7% |
428.6 |
| High |
433.3 |
426.8 |
-6.5 |
-1.5% |
446.8 |
| Low |
421.0 |
421.2 |
0.2 |
0.0% |
418.9 |
| Close |
424.3 |
424.5 |
0.2 |
0.0% |
440.2 |
| Range |
12.3 |
5.6 |
-6.7 |
-54.5% |
27.9 |
| ATR |
12.3 |
11.8 |
-0.5 |
-3.9% |
0.0 |
| Volume |
4,043 |
4,935 |
892 |
22.1% |
30,806 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
441.0 |
438.3 |
427.6 |
|
| R3 |
435.4 |
432.7 |
426.0 |
|
| R2 |
429.8 |
429.8 |
425.5 |
|
| R1 |
427.1 |
427.1 |
425.0 |
428.5 |
| PP |
424.2 |
424.2 |
424.2 |
424.8 |
| S1 |
421.5 |
421.5 |
424.0 |
422.9 |
| S2 |
418.6 |
418.6 |
423.5 |
|
| S3 |
413.0 |
415.9 |
423.0 |
|
| S4 |
407.4 |
410.3 |
421.4 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
519.0 |
507.5 |
455.5 |
|
| R3 |
491.1 |
479.6 |
447.9 |
|
| R2 |
463.2 |
463.2 |
445.3 |
|
| R1 |
451.7 |
451.7 |
442.8 |
457.5 |
| PP |
435.3 |
435.3 |
435.3 |
438.2 |
| S1 |
423.8 |
423.8 |
437.6 |
429.6 |
| S2 |
407.4 |
407.4 |
435.1 |
|
| S3 |
379.5 |
395.9 |
432.5 |
|
| S4 |
351.6 |
368.0 |
424.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
446.8 |
419.0 |
27.8 |
6.5% |
13.5 |
3.2% |
20% |
False |
False |
6,114 |
| 10 |
446.8 |
415.0 |
31.8 |
7.5% |
11.4 |
2.7% |
30% |
False |
False |
5,801 |
| 20 |
446.8 |
396.2 |
50.6 |
11.9% |
12.0 |
2.8% |
56% |
False |
False |
5,480 |
| 40 |
446.8 |
347.3 |
99.5 |
23.4% |
10.6 |
2.5% |
78% |
False |
False |
4,473 |
| 60 |
446.8 |
347.3 |
99.5 |
23.4% |
10.1 |
2.4% |
78% |
False |
False |
3,554 |
| 80 |
446.8 |
347.3 |
99.5 |
23.4% |
9.6 |
2.3% |
78% |
False |
False |
2,948 |
| 100 |
446.8 |
338.2 |
108.6 |
25.6% |
8.7 |
2.1% |
79% |
False |
False |
2,478 |
| 120 |
446.8 |
332.0 |
114.8 |
27.0% |
7.9 |
1.9% |
81% |
False |
False |
2,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
450.6 |
|
2.618 |
441.5 |
|
1.618 |
435.9 |
|
1.000 |
432.4 |
|
0.618 |
430.3 |
|
HIGH |
426.8 |
|
0.618 |
424.7 |
|
0.500 |
424.0 |
|
0.382 |
423.3 |
|
LOW |
421.2 |
|
0.618 |
417.7 |
|
1.000 |
415.6 |
|
1.618 |
412.1 |
|
2.618 |
406.5 |
|
4.250 |
397.4 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
424.3 |
430.3 |
| PP |
424.2 |
428.3 |
| S1 |
424.0 |
426.4 |
|