CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
389.9 |
396.9 |
7.0 |
1.8% |
388.1 |
| High |
404.0 |
415.9 |
11.9 |
2.9% |
415.9 |
| Low |
389.8 |
396.3 |
6.5 |
1.7% |
385.6 |
| Close |
397.1 |
414.9 |
17.8 |
4.5% |
414.9 |
| Range |
14.2 |
19.6 |
5.4 |
38.0% |
30.3 |
| ATR |
8.0 |
8.8 |
0.8 |
10.4% |
0.0 |
| Volume |
27,768 |
34,746 |
6,978 |
25.1% |
104,098 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.8 |
461.0 |
425.7 |
|
| R3 |
448.2 |
441.4 |
420.3 |
|
| R2 |
428.6 |
428.6 |
418.5 |
|
| R1 |
421.8 |
421.8 |
416.7 |
425.2 |
| PP |
409.0 |
409.0 |
409.0 |
410.8 |
| S1 |
402.2 |
402.2 |
413.1 |
405.6 |
| S2 |
389.4 |
389.4 |
411.3 |
|
| S3 |
369.8 |
382.6 |
409.5 |
|
| S4 |
350.2 |
363.0 |
404.1 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
496.4 |
485.9 |
431.6 |
|
| R3 |
466.1 |
455.6 |
423.2 |
|
| R2 |
435.8 |
435.8 |
420.5 |
|
| R1 |
425.3 |
425.3 |
417.7 |
430.6 |
| PP |
405.5 |
405.5 |
405.5 |
408.1 |
| S1 |
395.0 |
395.0 |
412.1 |
400.3 |
| S2 |
375.2 |
375.2 |
409.3 |
|
| S3 |
344.9 |
364.7 |
406.6 |
|
| S4 |
314.6 |
334.4 |
398.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
415.9 |
385.6 |
30.3 |
7.3% |
10.4 |
2.5% |
97% |
True |
False |
20,819 |
| 10 |
415.9 |
385.6 |
30.3 |
7.3% |
9.3 |
2.2% |
97% |
True |
False |
19,742 |
| 20 |
418.3 |
385.6 |
32.7 |
7.9% |
8.1 |
2.0% |
90% |
False |
False |
15,936 |
| 40 |
439.5 |
385.6 |
53.9 |
13.0% |
8.1 |
1.9% |
54% |
False |
False |
12,412 |
| 60 |
446.8 |
383.8 |
63.0 |
15.2% |
9.3 |
2.2% |
49% |
False |
False |
10,070 |
| 80 |
446.8 |
347.3 |
99.5 |
24.0% |
9.3 |
2.2% |
68% |
False |
False |
8,328 |
| 100 |
446.8 |
347.3 |
99.5 |
24.0% |
9.2 |
2.2% |
68% |
False |
False |
6,979 |
| 120 |
446.8 |
346.1 |
100.7 |
24.3% |
9.0 |
2.2% |
68% |
False |
False |
5,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
499.2 |
|
2.618 |
467.2 |
|
1.618 |
447.6 |
|
1.000 |
435.5 |
|
0.618 |
428.0 |
|
HIGH |
415.9 |
|
0.618 |
408.4 |
|
0.500 |
406.1 |
|
0.382 |
403.8 |
|
LOW |
396.3 |
|
0.618 |
384.2 |
|
1.000 |
376.7 |
|
1.618 |
364.6 |
|
2.618 |
345.0 |
|
4.250 |
313.0 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
412.0 |
410.3 |
| PP |
409.0 |
405.6 |
| S1 |
406.1 |
401.0 |
|