CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
419.6 |
409.0 |
-10.6 |
-2.5% |
439.4 |
| High |
419.6 |
413.0 |
-6.6 |
-1.6% |
439.5 |
| Low |
409.0 |
408.2 |
-0.8 |
-0.2% |
409.0 |
| Close |
411.1 |
408.6 |
-2.5 |
-0.6% |
411.1 |
| Range |
10.6 |
4.8 |
-5.8 |
-54.7% |
30.5 |
| ATR |
11.6 |
11.1 |
-0.5 |
-4.2% |
0.0 |
| Volume |
3,551 |
3,925 |
374 |
10.5% |
22,805 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424.3 |
421.3 |
411.2 |
|
| R3 |
419.5 |
416.5 |
409.9 |
|
| R2 |
414.7 |
414.7 |
409.5 |
|
| R1 |
411.7 |
411.7 |
409.0 |
410.8 |
| PP |
409.9 |
409.9 |
409.9 |
409.5 |
| S1 |
406.9 |
406.9 |
408.2 |
406.0 |
| S2 |
405.1 |
405.1 |
407.7 |
|
| S3 |
400.3 |
402.1 |
407.3 |
|
| S4 |
395.5 |
397.3 |
406.0 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
511.4 |
491.7 |
427.9 |
|
| R3 |
480.9 |
461.2 |
419.5 |
|
| R2 |
450.4 |
450.4 |
416.7 |
|
| R1 |
430.7 |
430.7 |
413.9 |
425.3 |
| PP |
419.9 |
419.9 |
419.9 |
417.2 |
| S1 |
400.2 |
400.2 |
408.3 |
394.8 |
| S2 |
389.4 |
389.4 |
405.5 |
|
| S3 |
358.9 |
369.7 |
402.7 |
|
| S4 |
328.4 |
339.2 |
394.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
433.3 |
408.2 |
25.1 |
6.1% |
8.8 |
2.2% |
2% |
False |
True |
4,021 |
| 10 |
446.8 |
408.2 |
38.6 |
9.4% |
10.7 |
2.6% |
1% |
False |
True |
5,240 |
| 20 |
446.8 |
408.2 |
38.6 |
9.4% |
11.3 |
2.8% |
1% |
False |
True |
5,374 |
| 40 |
446.8 |
347.3 |
99.5 |
24.4% |
10.4 |
2.5% |
62% |
False |
False |
4,512 |
| 60 |
446.8 |
347.3 |
99.5 |
24.4% |
10.3 |
2.5% |
62% |
False |
False |
3,651 |
| 80 |
446.8 |
347.3 |
99.5 |
24.4% |
9.6 |
2.4% |
62% |
False |
False |
3,057 |
| 100 |
446.8 |
338.2 |
108.6 |
26.6% |
8.8 |
2.2% |
65% |
False |
False |
2,576 |
| 120 |
446.8 |
332.0 |
114.8 |
28.1% |
8.0 |
2.0% |
67% |
False |
False |
2,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
433.4 |
|
2.618 |
425.6 |
|
1.618 |
420.8 |
|
1.000 |
417.8 |
|
0.618 |
416.0 |
|
HIGH |
413.0 |
|
0.618 |
411.2 |
|
0.500 |
410.6 |
|
0.382 |
410.0 |
|
LOW |
408.2 |
|
0.618 |
405.2 |
|
1.000 |
403.4 |
|
1.618 |
400.4 |
|
2.618 |
395.6 |
|
4.250 |
387.8 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
410.6 |
418.8 |
| PP |
409.9 |
415.4 |
| S1 |
409.3 |
412.0 |
|