CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
414.1 |
415.7 |
1.6 |
0.4% |
388.1 |
| High |
417.0 |
422.6 |
5.6 |
1.3% |
415.9 |
| Low |
410.3 |
414.4 |
4.1 |
1.0% |
385.6 |
| Close |
415.8 |
421.4 |
5.6 |
1.3% |
414.9 |
| Range |
6.7 |
8.2 |
1.5 |
22.4% |
30.3 |
| ATR |
8.7 |
8.6 |
0.0 |
-0.4% |
0.0 |
| Volume |
21,246 |
28,441 |
7,195 |
33.9% |
104,098 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
444.1 |
440.9 |
425.9 |
|
| R3 |
435.9 |
432.7 |
423.7 |
|
| R2 |
427.7 |
427.7 |
422.9 |
|
| R1 |
424.5 |
424.5 |
422.2 |
426.1 |
| PP |
419.5 |
419.5 |
419.5 |
420.3 |
| S1 |
416.3 |
416.3 |
420.6 |
417.9 |
| S2 |
411.3 |
411.3 |
419.9 |
|
| S3 |
403.1 |
408.1 |
419.1 |
|
| S4 |
394.9 |
399.9 |
416.9 |
|
|
| 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 |
422.6 |
386.0 |
36.6 |
8.7% |
10.7 |
2.5% |
97% |
True |
False |
24,245 |
| 10 |
422.6 |
385.6 |
37.0 |
8.8% |
9.2 |
2.2% |
97% |
True |
False |
20,989 |
| 20 |
422.6 |
385.6 |
37.0 |
8.8% |
8.2 |
1.9% |
97% |
True |
False |
17,270 |
| 40 |
429.3 |
385.6 |
43.7 |
10.4% |
7.7 |
1.8% |
82% |
False |
False |
13,388 |
| 60 |
446.8 |
385.6 |
61.2 |
14.5% |
9.2 |
2.2% |
58% |
False |
False |
10,763 |
| 80 |
446.8 |
347.3 |
99.5 |
23.6% |
9.3 |
2.2% |
74% |
False |
False |
8,899 |
| 100 |
446.8 |
347.3 |
99.5 |
23.6% |
9.2 |
2.2% |
74% |
False |
False |
7,461 |
| 120 |
446.8 |
347.3 |
99.5 |
23.6% |
9.0 |
2.1% |
74% |
False |
False |
6,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
457.5 |
|
2.618 |
444.1 |
|
1.618 |
435.9 |
|
1.000 |
430.8 |
|
0.618 |
427.7 |
|
HIGH |
422.6 |
|
0.618 |
419.5 |
|
0.500 |
418.5 |
|
0.382 |
417.5 |
|
LOW |
414.4 |
|
0.618 |
409.3 |
|
1.000 |
406.2 |
|
1.618 |
401.1 |
|
2.618 |
392.9 |
|
4.250 |
379.6 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
420.4 |
417.4 |
| PP |
419.5 |
413.4 |
| S1 |
418.5 |
409.5 |
|