CME Soybean Meal Future January 2014
Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
399.3 |
399.7 |
0.4 |
0.1% |
412.8 |
High |
401.2 |
408.8 |
7.6 |
1.9% |
418.5 |
Low |
397.0 |
397.7 |
0.7 |
0.2% |
399.5 |
Close |
399.7 |
408.0 |
8.3 |
2.1% |
400.9 |
Range |
4.2 |
11.1 |
6.9 |
164.3% |
19.0 |
ATR |
8.1 |
8.3 |
0.2 |
2.6% |
0.0 |
Volume |
7,947 |
11,582 |
3,635 |
45.7% |
74,820 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
438.1 |
434.2 |
414.1 |
|
R3 |
427.0 |
423.1 |
411.1 |
|
R2 |
415.9 |
415.9 |
410.0 |
|
R1 |
412.0 |
412.0 |
409.0 |
414.0 |
PP |
404.8 |
404.8 |
404.8 |
405.8 |
S1 |
400.9 |
400.9 |
407.0 |
402.9 |
S2 |
393.7 |
393.7 |
406.0 |
|
S3 |
382.6 |
389.8 |
404.9 |
|
S4 |
371.5 |
378.7 |
401.9 |
|
|
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 |
408.8 |
397.0 |
11.8 |
2.9% |
7.3 |
1.8% |
93% |
True |
False |
11,485 |
10 |
418.5 |
397.0 |
21.5 |
5.3% |
6.9 |
1.7% |
51% |
False |
False |
13,177 |
20 |
419.6 |
395.6 |
24.0 |
5.9% |
7.3 |
1.8% |
52% |
False |
False |
10,052 |
40 |
446.8 |
395.6 |
51.2 |
12.5% |
9.6 |
2.4% |
24% |
False |
False |
7,763 |
60 |
446.8 |
347.3 |
99.5 |
24.4% |
9.6 |
2.3% |
61% |
False |
False |
6,336 |
80 |
446.8 |
347.3 |
99.5 |
24.4% |
9.5 |
2.3% |
61% |
False |
False |
5,197 |
100 |
446.8 |
347.3 |
99.5 |
24.4% |
9.1 |
2.2% |
61% |
False |
False |
4,397 |
120 |
446.8 |
338.2 |
108.6 |
26.6% |
8.5 |
2.1% |
64% |
False |
False |
3,767 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456.0 |
2.618 |
437.9 |
1.618 |
426.8 |
1.000 |
419.9 |
0.618 |
415.7 |
HIGH |
408.8 |
0.618 |
404.6 |
0.500 |
403.3 |
0.382 |
401.9 |
LOW |
397.7 |
0.618 |
390.8 |
1.000 |
386.6 |
1.618 |
379.7 |
2.618 |
368.6 |
4.250 |
350.5 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
406.4 |
406.3 |
PP |
404.8 |
404.6 |
S1 |
403.3 |
402.9 |
|