CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
408.7 |
413.3 |
4.6 |
1.1% |
400.0 |
| High |
417.6 |
418.3 |
0.7 |
0.2% |
410.3 |
| Low |
407.0 |
412.0 |
5.0 |
1.2% |
397.0 |
| Close |
413.2 |
415.9 |
2.7 |
0.7% |
405.6 |
| Range |
10.6 |
6.3 |
-4.3 |
-40.6% |
13.3 |
| ATR |
8.2 |
8.0 |
-0.1 |
-1.6% |
0.0 |
| Volume |
14,396 |
12,996 |
-1,400 |
-9.7% |
58,742 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434.3 |
431.4 |
419.4 |
|
| R3 |
428.0 |
425.1 |
417.6 |
|
| R2 |
421.7 |
421.7 |
417.1 |
|
| R1 |
418.8 |
418.8 |
416.5 |
420.3 |
| PP |
415.4 |
415.4 |
415.4 |
416.1 |
| S1 |
412.5 |
412.5 |
415.3 |
414.0 |
| S2 |
409.1 |
409.1 |
414.7 |
|
| S3 |
402.8 |
406.2 |
414.2 |
|
| S4 |
396.5 |
399.9 |
412.4 |
|
|
| 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 |
418.3 |
402.7 |
15.6 |
3.8% |
7.3 |
1.8% |
85% |
True |
False |
12,876 |
| 10 |
418.3 |
397.0 |
21.3 |
5.1% |
7.3 |
1.8% |
89% |
True |
False |
12,180 |
| 20 |
418.5 |
395.6 |
22.9 |
5.5% |
7.4 |
1.8% |
89% |
False |
False |
12,176 |
| 40 |
446.8 |
395.6 |
51.2 |
12.3% |
8.8 |
2.1% |
40% |
False |
False |
8,628 |
| 60 |
446.8 |
347.3 |
99.5 |
23.9% |
9.3 |
2.2% |
69% |
False |
False |
7,227 |
| 80 |
446.8 |
347.3 |
99.5 |
23.9% |
9.4 |
2.3% |
69% |
False |
False |
5,900 |
| 100 |
446.8 |
347.3 |
99.5 |
23.9% |
9.1 |
2.2% |
69% |
False |
False |
4,990 |
| 120 |
446.8 |
338.3 |
108.5 |
26.1% |
8.6 |
2.1% |
72% |
False |
False |
4,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
445.1 |
|
2.618 |
434.8 |
|
1.618 |
428.5 |
|
1.000 |
424.6 |
|
0.618 |
422.2 |
|
HIGH |
418.3 |
|
0.618 |
415.9 |
|
0.500 |
415.2 |
|
0.382 |
414.4 |
|
LOW |
412.0 |
|
0.618 |
408.1 |
|
1.000 |
405.7 |
|
1.618 |
401.8 |
|
2.618 |
395.5 |
|
4.250 |
385.2 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
415.7 |
414.6 |
| PP |
415.4 |
413.4 |
| S1 |
415.2 |
412.1 |
|