CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
413.2 |
413.7 |
0.5 |
0.1% |
409.0 |
| High |
417.2 |
415.9 |
-1.3 |
-0.3% |
417.8 |
| Low |
411.4 |
401.9 |
-9.5 |
-2.3% |
407.7 |
| Close |
416.2 |
403.3 |
-12.9 |
-3.1% |
416.2 |
| Range |
5.8 |
14.0 |
8.2 |
141.4% |
10.1 |
| ATR |
9.9 |
10.2 |
0.3 |
3.2% |
0.0 |
| Volume |
7,273 |
8,448 |
1,175 |
16.2% |
25,615 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
449.0 |
440.2 |
411.0 |
|
| R3 |
435.0 |
426.2 |
407.2 |
|
| R2 |
421.0 |
421.0 |
405.9 |
|
| R1 |
412.2 |
412.2 |
404.6 |
409.6 |
| PP |
407.0 |
407.0 |
407.0 |
405.8 |
| S1 |
398.2 |
398.2 |
402.0 |
395.6 |
| S2 |
393.0 |
393.0 |
400.7 |
|
| S3 |
379.0 |
384.2 |
399.5 |
|
| S4 |
365.0 |
370.2 |
395.6 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.2 |
440.3 |
421.8 |
|
| R3 |
434.1 |
430.2 |
419.0 |
|
| R2 |
424.0 |
424.0 |
418.1 |
|
| R1 |
420.1 |
420.1 |
417.1 |
422.1 |
| PP |
413.9 |
413.9 |
413.9 |
414.9 |
| S1 |
410.0 |
410.0 |
415.3 |
412.0 |
| S2 |
403.8 |
403.8 |
414.3 |
|
| S3 |
393.7 |
399.9 |
413.4 |
|
| S4 |
383.6 |
389.8 |
410.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
417.8 |
401.9 |
15.9 |
3.9% |
7.7 |
1.9% |
9% |
False |
True |
6,027 |
| 10 |
433.3 |
401.9 |
31.4 |
7.8% |
8.3 |
2.0% |
4% |
False |
True |
5,024 |
| 20 |
446.8 |
401.9 |
44.9 |
11.1% |
10.3 |
2.6% |
3% |
False |
True |
5,482 |
| 40 |
446.8 |
347.3 |
99.5 |
24.7% |
10.2 |
2.5% |
56% |
False |
False |
5,055 |
| 60 |
446.8 |
347.3 |
99.5 |
24.7% |
10.1 |
2.5% |
56% |
False |
False |
4,016 |
| 80 |
446.8 |
347.3 |
99.5 |
24.7% |
9.6 |
2.4% |
56% |
False |
False |
3,369 |
| 100 |
446.8 |
338.3 |
108.5 |
26.9% |
9.0 |
2.2% |
60% |
False |
False |
2,850 |
| 120 |
446.8 |
332.0 |
114.8 |
28.5% |
8.2 |
2.0% |
62% |
False |
False |
2,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
475.4 |
|
2.618 |
452.6 |
|
1.618 |
438.6 |
|
1.000 |
429.9 |
|
0.618 |
424.6 |
|
HIGH |
415.9 |
|
0.618 |
410.6 |
|
0.500 |
408.9 |
|
0.382 |
407.2 |
|
LOW |
401.9 |
|
0.618 |
393.2 |
|
1.000 |
387.9 |
|
1.618 |
379.2 |
|
2.618 |
365.2 |
|
4.250 |
342.4 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
408.9 |
409.6 |
| PP |
407.0 |
407.5 |
| S1 |
405.2 |
405.4 |
|