CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
409.6 |
408.7 |
-0.9 |
-0.2% |
400.0 |
| High |
411.0 |
417.6 |
6.6 |
1.6% |
410.3 |
| Low |
405.9 |
407.0 |
1.1 |
0.3% |
397.0 |
| Close |
409.6 |
413.2 |
3.6 |
0.9% |
405.6 |
| Range |
5.1 |
10.6 |
5.5 |
107.8% |
13.3 |
| ATR |
8.0 |
8.2 |
0.2 |
2.4% |
0.0 |
| Volume |
9,110 |
14,396 |
5,286 |
58.0% |
58,742 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.4 |
439.4 |
419.0 |
|
| R3 |
433.8 |
428.8 |
416.1 |
|
| R2 |
423.2 |
423.2 |
415.1 |
|
| R1 |
418.2 |
418.2 |
414.2 |
420.7 |
| PP |
412.6 |
412.6 |
412.6 |
413.9 |
| S1 |
407.6 |
407.6 |
412.2 |
410.1 |
| S2 |
402.0 |
402.0 |
411.3 |
|
| S3 |
391.4 |
397.0 |
410.3 |
|
| S4 |
380.8 |
386.4 |
407.4 |
|
|
| 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 |
417.6 |
397.7 |
19.9 |
4.8% |
8.2 |
2.0% |
78% |
True |
False |
12,593 |
| 10 |
417.6 |
397.0 |
20.6 |
5.0% |
7.2 |
1.7% |
79% |
True |
False |
12,617 |
| 20 |
418.5 |
395.6 |
22.9 |
5.5% |
7.2 |
1.8% |
77% |
False |
False |
11,769 |
| 40 |
446.8 |
395.6 |
51.2 |
12.4% |
8.9 |
2.1% |
34% |
False |
False |
8,508 |
| 60 |
446.8 |
347.3 |
99.5 |
24.1% |
9.3 |
2.2% |
66% |
False |
False |
7,031 |
| 80 |
446.8 |
347.3 |
99.5 |
24.1% |
9.4 |
2.3% |
66% |
False |
False |
5,759 |
| 100 |
446.8 |
347.3 |
99.5 |
24.1% |
9.1 |
2.2% |
66% |
False |
False |
4,868 |
| 120 |
446.8 |
338.3 |
108.5 |
26.3% |
8.6 |
2.1% |
69% |
False |
False |
4,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
462.7 |
|
2.618 |
445.4 |
|
1.618 |
434.8 |
|
1.000 |
428.2 |
|
0.618 |
424.2 |
|
HIGH |
417.6 |
|
0.618 |
413.6 |
|
0.500 |
412.3 |
|
0.382 |
411.0 |
|
LOW |
407.0 |
|
0.618 |
400.4 |
|
1.000 |
396.4 |
|
1.618 |
389.8 |
|
2.618 |
379.2 |
|
4.250 |
362.0 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
412.9 |
412.2 |
| PP |
412.6 |
411.2 |
| S1 |
412.3 |
410.2 |
|