CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
396.9 |
414.1 |
17.2 |
4.3% |
388.1 |
| High |
415.9 |
417.0 |
1.1 |
0.3% |
415.9 |
| Low |
396.3 |
410.3 |
14.0 |
3.5% |
385.6 |
| Close |
414.9 |
415.8 |
0.9 |
0.2% |
414.9 |
| Range |
19.6 |
6.7 |
-12.9 |
-65.8% |
30.3 |
| ATR |
8.8 |
8.7 |
-0.2 |
-1.7% |
0.0 |
| Volume |
34,746 |
21,246 |
-13,500 |
-38.9% |
104,098 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
434.5 |
431.8 |
419.5 |
|
| R3 |
427.8 |
425.1 |
417.6 |
|
| R2 |
421.1 |
421.1 |
417.0 |
|
| R1 |
418.4 |
418.4 |
416.4 |
419.8 |
| PP |
414.4 |
414.4 |
414.4 |
415.0 |
| S1 |
411.7 |
411.7 |
415.2 |
413.1 |
| S2 |
407.7 |
407.7 |
414.6 |
|
| S3 |
401.0 |
405.0 |
414.0 |
|
| S4 |
394.3 |
398.3 |
412.1 |
|
|
| 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 |
417.0 |
385.6 |
31.4 |
7.6% |
10.3 |
2.5% |
96% |
True |
False |
20,916 |
| 10 |
417.0 |
385.6 |
31.4 |
7.6% |
8.9 |
2.1% |
96% |
True |
False |
20,415 |
| 20 |
418.3 |
385.6 |
32.7 |
7.9% |
8.1 |
1.9% |
92% |
False |
False |
16,283 |
| 40 |
433.3 |
385.6 |
47.7 |
11.5% |
7.8 |
1.9% |
63% |
False |
False |
12,778 |
| 60 |
446.8 |
385.6 |
61.2 |
14.7% |
9.3 |
2.2% |
49% |
False |
False |
10,347 |
| 80 |
446.8 |
347.3 |
99.5 |
23.9% |
9.3 |
2.2% |
69% |
False |
False |
8,568 |
| 100 |
446.8 |
347.3 |
99.5 |
23.9% |
9.2 |
2.2% |
69% |
False |
False |
7,183 |
| 120 |
446.8 |
347.3 |
99.5 |
23.9% |
9.0 |
2.2% |
69% |
False |
False |
6,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
445.5 |
|
2.618 |
434.5 |
|
1.618 |
427.8 |
|
1.000 |
423.7 |
|
0.618 |
421.1 |
|
HIGH |
417.0 |
|
0.618 |
414.4 |
|
0.500 |
413.7 |
|
0.382 |
412.9 |
|
LOW |
410.3 |
|
0.618 |
406.2 |
|
1.000 |
403.6 |
|
1.618 |
399.5 |
|
2.618 |
392.8 |
|
4.250 |
381.8 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
415.1 |
411.7 |
| PP |
414.4 |
407.5 |
| S1 |
413.7 |
403.4 |
|