CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
408.2 |
409.8 |
1.6 |
0.4% |
413.7 |
| High |
413.6 |
414.3 |
0.7 |
0.2% |
415.9 |
| Low |
407.0 |
407.5 |
0.5 |
0.1% |
395.6 |
| Close |
409.8 |
413.7 |
3.9 |
1.0% |
413.7 |
| Range |
6.6 |
6.8 |
0.2 |
3.0% |
20.3 |
| ATR |
9.8 |
9.6 |
-0.2 |
-2.2% |
0.0 |
| Volume |
11,314 |
14,419 |
3,105 |
27.4% |
54,530 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
432.2 |
429.8 |
417.4 |
|
| R3 |
425.4 |
423.0 |
415.6 |
|
| R2 |
418.6 |
418.6 |
414.9 |
|
| R1 |
416.2 |
416.2 |
414.3 |
417.4 |
| PP |
411.8 |
411.8 |
411.8 |
412.5 |
| S1 |
409.4 |
409.4 |
413.1 |
410.6 |
| S2 |
405.0 |
405.0 |
412.5 |
|
| S3 |
398.2 |
402.6 |
411.8 |
|
| S4 |
391.4 |
395.8 |
410.0 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
469.3 |
461.8 |
424.9 |
|
| R3 |
449.0 |
441.5 |
419.3 |
|
| R2 |
428.7 |
428.7 |
417.4 |
|
| R1 |
421.2 |
421.2 |
415.6 |
423.9 |
| PP |
408.4 |
408.4 |
408.4 |
409.7 |
| S1 |
400.9 |
400.9 |
411.8 |
403.6 |
| S2 |
388.1 |
388.1 |
410.0 |
|
| S3 |
367.8 |
380.6 |
408.1 |
|
| S4 |
347.5 |
360.3 |
402.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
415.9 |
395.6 |
20.3 |
4.9% |
8.7 |
2.1% |
89% |
False |
False |
10,906 |
| 10 |
417.8 |
395.6 |
22.2 |
5.4% |
7.3 |
1.8% |
82% |
False |
False |
8,014 |
| 20 |
446.8 |
395.6 |
51.2 |
12.4% |
9.3 |
2.2% |
35% |
False |
False |
6,687 |
| 40 |
446.8 |
356.5 |
90.3 |
21.8% |
10.2 |
2.5% |
63% |
False |
False |
5,911 |
| 60 |
446.8 |
347.3 |
99.5 |
24.1% |
10.0 |
2.4% |
67% |
False |
False |
4,674 |
| 80 |
446.8 |
347.3 |
99.5 |
24.1% |
9.5 |
2.3% |
67% |
False |
False |
3,879 |
| 100 |
446.8 |
339.6 |
107.2 |
25.9% |
9.0 |
2.2% |
69% |
False |
False |
3,279 |
| 120 |
446.8 |
332.0 |
114.8 |
27.7% |
8.3 |
2.0% |
71% |
False |
False |
2,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
443.2 |
|
2.618 |
432.1 |
|
1.618 |
425.3 |
|
1.000 |
421.1 |
|
0.618 |
418.5 |
|
HIGH |
414.3 |
|
0.618 |
411.7 |
|
0.500 |
410.9 |
|
0.382 |
410.1 |
|
LOW |
407.5 |
|
0.618 |
403.3 |
|
1.000 |
400.7 |
|
1.618 |
396.5 |
|
2.618 |
389.7 |
|
4.250 |
378.6 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
412.8 |
411.3 |
| PP |
411.8 |
409.0 |
| S1 |
410.9 |
406.6 |
|