CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
406.8 |
405.4 |
-1.4 |
-0.3% |
412.8 |
| High |
411.0 |
406.7 |
-4.3 |
-1.0% |
418.5 |
| Low |
405.4 |
399.5 |
-5.9 |
-1.5% |
399.5 |
| Close |
405.9 |
400.9 |
-5.0 |
-1.2% |
400.9 |
| Range |
5.6 |
7.2 |
1.6 |
28.6% |
19.0 |
| ATR |
8.8 |
8.6 |
-0.1 |
-1.3% |
0.0 |
| Volume |
17,364 |
14,894 |
-2,470 |
-14.2% |
74,820 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
424.0 |
419.6 |
404.9 |
|
| R3 |
416.8 |
412.4 |
402.9 |
|
| R2 |
409.6 |
409.6 |
402.2 |
|
| R1 |
405.2 |
405.2 |
401.6 |
403.8 |
| PP |
402.4 |
402.4 |
402.4 |
401.7 |
| S1 |
398.0 |
398.0 |
400.2 |
396.6 |
| S2 |
395.2 |
395.2 |
399.6 |
|
| S3 |
388.0 |
390.8 |
398.9 |
|
| S4 |
380.8 |
383.6 |
396.9 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
463.3 |
451.1 |
411.4 |
|
| R3 |
444.3 |
432.1 |
406.1 |
|
| R2 |
425.3 |
425.3 |
404.4 |
|
| R1 |
413.1 |
413.1 |
402.6 |
409.7 |
| PP |
406.3 |
406.3 |
406.3 |
404.6 |
| S1 |
394.1 |
394.1 |
399.2 |
390.7 |
| S2 |
387.3 |
387.3 |
397.4 |
|
| S3 |
368.3 |
375.1 |
395.7 |
|
| S4 |
349.3 |
356.1 |
390.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
418.5 |
399.5 |
19.0 |
4.7% |
6.5 |
1.6% |
7% |
False |
True |
14,964 |
| 10 |
418.5 |
395.6 |
22.9 |
5.7% |
7.6 |
1.9% |
23% |
False |
False |
12,935 |
| 20 |
439.5 |
395.6 |
43.9 |
11.0% |
8.0 |
2.0% |
12% |
False |
False |
8,888 |
| 40 |
446.8 |
383.8 |
63.0 |
15.7% |
9.8 |
2.5% |
27% |
False |
False |
7,138 |
| 60 |
446.8 |
347.3 |
99.5 |
24.8% |
9.7 |
2.4% |
54% |
False |
False |
5,791 |
| 80 |
446.8 |
347.3 |
99.5 |
24.8% |
9.4 |
2.4% |
54% |
False |
False |
4,740 |
| 100 |
446.8 |
346.1 |
100.7 |
25.1% |
9.1 |
2.3% |
54% |
False |
False |
3,998 |
| 120 |
446.8 |
332.0 |
114.8 |
28.6% |
8.4 |
2.1% |
60% |
False |
False |
3,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
437.3 |
|
2.618 |
425.5 |
|
1.618 |
418.3 |
|
1.000 |
413.9 |
|
0.618 |
411.1 |
|
HIGH |
406.7 |
|
0.618 |
403.9 |
|
0.500 |
403.1 |
|
0.382 |
402.3 |
|
LOW |
399.5 |
|
0.618 |
395.1 |
|
1.000 |
392.3 |
|
1.618 |
387.9 |
|
2.618 |
380.7 |
|
4.250 |
368.9 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
403.1 |
405.3 |
| PP |
402.4 |
403.8 |
| S1 |
401.6 |
402.4 |
|