CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
390.3 |
386.5 |
-3.8 |
-1.0% |
413.6 |
| High |
392.1 |
390.6 |
-1.5 |
-0.4% |
413.8 |
| Low |
385.6 |
386.0 |
0.4 |
0.1% |
386.6 |
| Close |
386.7 |
389.9 |
3.2 |
0.8% |
387.9 |
| Range |
6.5 |
4.6 |
-1.9 |
-29.2% |
27.2 |
| ATR |
7.7 |
7.5 |
-0.2 |
-2.9% |
0.0 |
| Volume |
11,797 |
9,024 |
-2,773 |
-23.5% |
93,329 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
402.6 |
400.9 |
392.4 |
|
| R3 |
398.0 |
396.3 |
391.2 |
|
| R2 |
393.4 |
393.4 |
390.7 |
|
| R1 |
391.7 |
391.7 |
390.3 |
392.6 |
| PP |
388.8 |
388.8 |
388.8 |
389.3 |
| S1 |
387.1 |
387.1 |
389.5 |
388.0 |
| S2 |
384.2 |
384.2 |
389.1 |
|
| S3 |
379.6 |
382.5 |
388.6 |
|
| S4 |
375.0 |
377.9 |
387.4 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
477.7 |
460.0 |
402.9 |
|
| R3 |
450.5 |
432.8 |
395.4 |
|
| R2 |
423.3 |
423.3 |
392.9 |
|
| R1 |
405.6 |
405.6 |
390.4 |
400.9 |
| PP |
396.1 |
396.1 |
396.1 |
393.7 |
| S1 |
378.4 |
378.4 |
385.4 |
373.7 |
| S2 |
368.9 |
368.9 |
382.9 |
|
| S3 |
341.7 |
351.2 |
380.4 |
|
| S4 |
314.5 |
324.0 |
372.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
406.1 |
385.6 |
20.5 |
5.3% |
7.9 |
2.0% |
21% |
False |
False |
16,609 |
| 10 |
418.3 |
385.6 |
32.7 |
8.4% |
6.9 |
1.8% |
13% |
False |
False |
16,230 |
| 20 |
418.3 |
385.6 |
32.7 |
8.4% |
7.1 |
1.8% |
13% |
False |
False |
14,423 |
| 40 |
446.8 |
385.6 |
61.2 |
15.7% |
8.1 |
2.1% |
7% |
False |
False |
11,224 |
| 60 |
446.8 |
367.8 |
79.0 |
20.3% |
9.0 |
2.3% |
28% |
False |
False |
9,205 |
| 80 |
446.8 |
347.3 |
99.5 |
25.5% |
9.0 |
2.3% |
43% |
False |
False |
7,578 |
| 100 |
446.8 |
347.3 |
99.5 |
25.5% |
9.0 |
2.3% |
43% |
False |
False |
6,369 |
| 120 |
446.8 |
341.9 |
104.9 |
26.9% |
8.8 |
2.2% |
46% |
False |
False |
5,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
410.2 |
|
2.618 |
402.6 |
|
1.618 |
398.0 |
|
1.000 |
395.2 |
|
0.618 |
393.4 |
|
HIGH |
390.6 |
|
0.618 |
388.8 |
|
0.500 |
388.3 |
|
0.382 |
387.8 |
|
LOW |
386.0 |
|
0.618 |
383.2 |
|
1.000 |
381.4 |
|
1.618 |
378.6 |
|
2.618 |
374.0 |
|
4.250 |
366.5 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
389.4 |
389.8 |
| PP |
388.8 |
389.7 |
| S1 |
388.3 |
389.6 |
|