CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
413.7 |
401.5 |
-12.2 |
-2.9% |
409.0 |
| High |
415.9 |
401.6 |
-14.3 |
-3.4% |
417.8 |
| Low |
401.9 |
395.6 |
-6.3 |
-1.6% |
407.7 |
| Close |
403.3 |
400.9 |
-2.4 |
-0.6% |
416.2 |
| Range |
14.0 |
6.0 |
-8.0 |
-57.1% |
10.1 |
| ATR |
10.2 |
10.0 |
-0.2 |
-1.7% |
0.0 |
| Volume |
8,448 |
10,710 |
2,262 |
26.8% |
25,615 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
417.4 |
415.1 |
404.2 |
|
| R3 |
411.4 |
409.1 |
402.6 |
|
| R2 |
405.4 |
405.4 |
402.0 |
|
| R1 |
403.1 |
403.1 |
401.5 |
401.3 |
| PP |
399.4 |
399.4 |
399.4 |
398.4 |
| S1 |
397.1 |
397.1 |
400.4 |
395.3 |
| S2 |
393.4 |
393.4 |
399.8 |
|
| S3 |
387.4 |
391.1 |
399.3 |
|
| S4 |
381.4 |
385.1 |
397.6 |
|
|
| 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 |
395.6 |
22.2 |
5.5% |
7.4 |
1.8% |
24% |
False |
True |
7,250 |
| 10 |
429.3 |
395.6 |
33.7 |
8.4% |
7.6 |
1.9% |
16% |
False |
True |
5,691 |
| 20 |
446.8 |
395.6 |
51.2 |
12.8% |
10.1 |
2.5% |
10% |
False |
True |
5,842 |
| 40 |
446.8 |
347.3 |
99.5 |
24.8% |
10.2 |
2.5% |
54% |
False |
False |
5,268 |
| 60 |
446.8 |
347.3 |
99.5 |
24.8% |
10.1 |
2.5% |
54% |
False |
False |
4,180 |
| 80 |
446.8 |
347.3 |
99.5 |
24.8% |
9.6 |
2.4% |
54% |
False |
False |
3,491 |
| 100 |
446.8 |
338.3 |
108.5 |
27.1% |
9.0 |
2.2% |
58% |
False |
False |
2,950 |
| 120 |
446.8 |
332.0 |
114.8 |
28.6% |
8.2 |
2.0% |
60% |
False |
False |
2,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
427.1 |
|
2.618 |
417.3 |
|
1.618 |
411.3 |
|
1.000 |
407.6 |
|
0.618 |
405.3 |
|
HIGH |
401.6 |
|
0.618 |
399.3 |
|
0.500 |
398.6 |
|
0.382 |
397.9 |
|
LOW |
395.6 |
|
0.618 |
391.9 |
|
1.000 |
389.6 |
|
1.618 |
385.9 |
|
2.618 |
379.9 |
|
4.250 |
370.1 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
400.1 |
406.4 |
| PP |
399.4 |
404.6 |
| S1 |
398.6 |
402.7 |
|