CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
407.8 |
405.3 |
-2.5 |
-0.6% |
400.0 |
| High |
410.3 |
410.8 |
0.5 |
0.1% |
410.3 |
| Low |
404.0 |
402.7 |
-1.3 |
-0.3% |
397.0 |
| Close |
405.6 |
410.2 |
4.6 |
1.1% |
405.6 |
| Range |
6.3 |
8.1 |
1.8 |
28.6% |
13.3 |
| ATR |
8.2 |
8.2 |
0.0 |
-0.1% |
0.0 |
| Volume |
16,211 |
11,670 |
-4,541 |
-28.0% |
58,742 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
432.2 |
429.3 |
414.7 |
|
| R3 |
424.1 |
421.2 |
412.4 |
|
| R2 |
416.0 |
416.0 |
411.7 |
|
| R1 |
413.1 |
413.1 |
410.9 |
414.6 |
| PP |
407.9 |
407.9 |
407.9 |
408.6 |
| S1 |
405.0 |
405.0 |
409.5 |
406.5 |
| S2 |
399.8 |
399.8 |
408.7 |
|
| S3 |
391.7 |
396.9 |
408.0 |
|
| S4 |
383.6 |
388.8 |
405.7 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.2 |
438.2 |
412.9 |
|
| R3 |
430.9 |
424.9 |
409.3 |
|
| R2 |
417.6 |
417.6 |
408.0 |
|
| R1 |
411.6 |
411.6 |
406.8 |
414.6 |
| PP |
404.3 |
404.3 |
404.3 |
405.8 |
| S1 |
398.3 |
398.3 |
404.4 |
401.3 |
| S2 |
391.0 |
391.0 |
403.2 |
|
| S3 |
377.7 |
385.0 |
401.9 |
|
| S4 |
364.4 |
371.7 |
398.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
410.8 |
397.0 |
13.8 |
3.4% |
7.3 |
1.8% |
96% |
True |
False |
11,220 |
| 10 |
418.5 |
397.0 |
21.5 |
5.2% |
7.0 |
1.7% |
61% |
False |
False |
13,410 |
| 20 |
418.5 |
395.6 |
22.9 |
5.6% |
7.2 |
1.8% |
64% |
False |
False |
11,072 |
| 40 |
446.8 |
395.6 |
51.2 |
12.5% |
9.2 |
2.3% |
29% |
False |
False |
8,223 |
| 60 |
446.8 |
347.3 |
99.5 |
24.3% |
9.3 |
2.3% |
63% |
False |
False |
6,699 |
| 80 |
446.8 |
347.3 |
99.5 |
24.3% |
9.5 |
2.3% |
63% |
False |
False |
5,506 |
| 100 |
446.8 |
347.3 |
99.5 |
24.3% |
9.2 |
2.2% |
63% |
False |
False |
4,660 |
| 120 |
446.8 |
338.2 |
108.6 |
26.5% |
8.5 |
2.1% |
66% |
False |
False |
3,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
445.2 |
|
2.618 |
432.0 |
|
1.618 |
423.9 |
|
1.000 |
418.9 |
|
0.618 |
415.8 |
|
HIGH |
410.8 |
|
0.618 |
407.7 |
|
0.500 |
406.8 |
|
0.382 |
405.8 |
|
LOW |
402.7 |
|
0.618 |
397.7 |
|
1.000 |
394.6 |
|
1.618 |
389.6 |
|
2.618 |
381.5 |
|
4.250 |
368.3 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
409.1 |
408.2 |
| PP |
407.9 |
406.2 |
| S1 |
406.8 |
404.3 |
|