CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
409.0 |
408.2 |
-0.8 |
-0.2% |
439.4 |
| High |
413.0 |
415.2 |
2.2 |
0.5% |
439.5 |
| Low |
408.2 |
407.7 |
-0.5 |
-0.1% |
409.0 |
| Close |
408.6 |
411.2 |
2.6 |
0.6% |
411.1 |
| Range |
4.8 |
7.5 |
2.7 |
56.3% |
30.5 |
| ATR |
11.1 |
10.9 |
-0.3 |
-2.3% |
0.0 |
| Volume |
3,925 |
4,595 |
670 |
17.1% |
22,805 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
433.9 |
430.0 |
415.3 |
|
| R3 |
426.4 |
422.5 |
413.3 |
|
| R2 |
418.9 |
418.9 |
412.6 |
|
| R1 |
415.0 |
415.0 |
411.9 |
417.0 |
| PP |
411.4 |
411.4 |
411.4 |
412.3 |
| S1 |
407.5 |
407.5 |
410.5 |
409.5 |
| S2 |
403.9 |
403.9 |
409.8 |
|
| S3 |
396.4 |
400.0 |
409.1 |
|
| S4 |
388.9 |
392.5 |
407.1 |
|
|
| 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 |
429.3 |
407.7 |
21.6 |
5.3% |
7.8 |
1.9% |
16% |
False |
True |
4,132 |
| 10 |
446.8 |
407.7 |
39.1 |
9.5% |
10.6 |
2.6% |
9% |
False |
True |
5,184 |
| 20 |
446.8 |
407.7 |
39.1 |
9.5% |
10.9 |
2.7% |
9% |
False |
True |
5,273 |
| 40 |
446.8 |
347.3 |
99.5 |
24.2% |
10.3 |
2.5% |
64% |
False |
False |
4,573 |
| 60 |
446.8 |
347.3 |
99.5 |
24.2% |
10.1 |
2.5% |
64% |
False |
False |
3,709 |
| 80 |
446.8 |
347.3 |
99.5 |
24.2% |
9.6 |
2.3% |
64% |
False |
False |
3,094 |
| 100 |
446.8 |
338.3 |
108.5 |
26.4% |
8.8 |
2.1% |
67% |
False |
False |
2,615 |
| 120 |
446.8 |
332.0 |
114.8 |
27.9% |
8.1 |
2.0% |
69% |
False |
False |
2,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
447.1 |
|
2.618 |
434.8 |
|
1.618 |
427.3 |
|
1.000 |
422.7 |
|
0.618 |
419.8 |
|
HIGH |
415.2 |
|
0.618 |
412.3 |
|
0.500 |
411.5 |
|
0.382 |
410.6 |
|
LOW |
407.7 |
|
0.618 |
403.1 |
|
1.000 |
400.2 |
|
1.618 |
395.6 |
|
2.618 |
388.1 |
|
4.250 |
375.8 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
411.5 |
413.7 |
| PP |
411.4 |
412.8 |
| S1 |
411.3 |
412.0 |
|