CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
410.3 |
406.8 |
-3.5 |
-0.9% |
413.7 |
| High |
410.3 |
411.0 |
0.7 |
0.2% |
415.9 |
| Low |
406.1 |
405.4 |
-0.7 |
-0.2% |
395.6 |
| Close |
407.1 |
405.9 |
-1.2 |
-0.3% |
413.7 |
| Range |
4.2 |
5.6 |
1.4 |
33.3% |
20.3 |
| ATR |
9.0 |
8.8 |
-0.2 |
-2.7% |
0.0 |
| Volume |
16,569 |
17,364 |
795 |
4.8% |
54,530 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424.2 |
420.7 |
409.0 |
|
| R3 |
418.6 |
415.1 |
407.4 |
|
| R2 |
413.0 |
413.0 |
406.9 |
|
| R1 |
409.5 |
409.5 |
406.4 |
408.5 |
| PP |
407.4 |
407.4 |
407.4 |
406.9 |
| S1 |
403.9 |
403.9 |
405.4 |
402.9 |
| S2 |
401.8 |
401.8 |
404.9 |
|
| S3 |
396.2 |
398.3 |
404.4 |
|
| S4 |
390.6 |
392.7 |
402.8 |
|
|
| 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 |
405.4 |
13.1 |
3.2% |
6.4 |
1.6% |
4% |
False |
True |
14,869 |
| 10 |
418.5 |
395.6 |
22.9 |
5.6% |
7.5 |
1.8% |
45% |
False |
False |
12,172 |
| 20 |
446.8 |
395.6 |
51.2 |
12.6% |
8.1 |
2.0% |
20% |
False |
False |
8,667 |
| 40 |
446.8 |
379.7 |
67.1 |
16.5% |
9.9 |
2.4% |
39% |
False |
False |
6,899 |
| 60 |
446.8 |
347.3 |
99.5 |
24.5% |
9.7 |
2.4% |
59% |
False |
False |
5,566 |
| 80 |
446.8 |
347.3 |
99.5 |
24.5% |
9.5 |
2.3% |
59% |
False |
False |
4,561 |
| 100 |
446.8 |
342.8 |
104.0 |
25.6% |
9.1 |
2.2% |
61% |
False |
False |
3,854 |
| 120 |
446.8 |
332.0 |
114.8 |
28.3% |
8.4 |
2.1% |
64% |
False |
False |
3,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
434.8 |
|
2.618 |
425.7 |
|
1.618 |
420.1 |
|
1.000 |
416.6 |
|
0.618 |
414.5 |
|
HIGH |
411.0 |
|
0.618 |
408.9 |
|
0.500 |
408.2 |
|
0.382 |
407.5 |
|
LOW |
405.4 |
|
0.618 |
401.9 |
|
1.000 |
399.8 |
|
1.618 |
396.3 |
|
2.618 |
390.7 |
|
4.250 |
381.6 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
408.2 |
412.0 |
| PP |
407.4 |
409.9 |
| S1 |
406.7 |
407.9 |
|