CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
416.8 |
410.3 |
-6.5 |
-1.6% |
413.7 |
| High |
418.5 |
410.3 |
-8.2 |
-2.0% |
415.9 |
| Low |
408.9 |
406.1 |
-2.8 |
-0.7% |
395.6 |
| Close |
411.0 |
407.1 |
-3.9 |
-0.9% |
413.7 |
| Range |
9.6 |
4.2 |
-5.4 |
-56.3% |
20.3 |
| ATR |
9.3 |
9.0 |
-0.3 |
-3.4% |
0.0 |
| Volume |
14,864 |
16,569 |
1,705 |
11.5% |
54,530 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
420.4 |
418.0 |
409.4 |
|
| R3 |
416.2 |
413.8 |
408.3 |
|
| R2 |
412.0 |
412.0 |
407.9 |
|
| R1 |
409.6 |
409.6 |
407.5 |
408.7 |
| PP |
407.8 |
407.8 |
407.8 |
407.4 |
| S1 |
405.4 |
405.4 |
406.7 |
404.5 |
| S2 |
403.6 |
403.6 |
406.3 |
|
| S3 |
399.4 |
401.2 |
405.9 |
|
| S4 |
395.2 |
397.0 |
404.8 |
|
|
| 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 |
418.5 |
406.1 |
12.4 |
3.0% |
6.6 |
1.6% |
8% |
False |
True |
13,659 |
| 10 |
418.5 |
395.6 |
22.9 |
5.6% |
7.3 |
1.8% |
50% |
False |
False |
10,921 |
| 20 |
446.8 |
395.6 |
51.2 |
12.6% |
9.1 |
2.2% |
22% |
False |
False |
8,024 |
| 40 |
446.8 |
367.8 |
79.0 |
19.4% |
10.0 |
2.5% |
50% |
False |
False |
6,595 |
| 60 |
446.8 |
347.3 |
99.5 |
24.4% |
9.7 |
2.4% |
60% |
False |
False |
5,296 |
| 80 |
446.8 |
347.3 |
99.5 |
24.4% |
9.5 |
2.3% |
60% |
False |
False |
4,356 |
| 100 |
446.8 |
341.9 |
104.9 |
25.8% |
9.1 |
2.2% |
62% |
False |
False |
3,687 |
| 120 |
446.8 |
332.0 |
114.8 |
28.2% |
8.4 |
2.1% |
65% |
False |
False |
3,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
428.2 |
|
2.618 |
421.3 |
|
1.618 |
417.1 |
|
1.000 |
414.5 |
|
0.618 |
412.9 |
|
HIGH |
410.3 |
|
0.618 |
408.7 |
|
0.500 |
408.2 |
|
0.382 |
407.7 |
|
LOW |
406.1 |
|
0.618 |
403.5 |
|
1.000 |
401.9 |
|
1.618 |
399.3 |
|
2.618 |
395.1 |
|
4.250 |
388.3 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
408.2 |
412.3 |
| PP |
407.8 |
410.6 |
| S1 |
407.5 |
408.8 |
|