CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
418.4 |
405.4 |
-13.0 |
-3.1% |
414.1 |
| High |
419.3 |
411.7 |
-7.6 |
-1.8% |
422.6 |
| Low |
404.6 |
402.2 |
-2.4 |
-0.6% |
404.6 |
| Close |
405.7 |
410.5 |
4.8 |
1.2% |
405.7 |
| Range |
14.7 |
9.5 |
-5.2 |
-35.4% |
18.0 |
| ATR |
8.7 |
8.8 |
0.1 |
0.6% |
0.0 |
| Volume |
37,365 |
22,668 |
-14,697 |
-39.3% |
138,389 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
436.6 |
433.1 |
415.7 |
|
| R3 |
427.1 |
423.6 |
413.1 |
|
| R2 |
417.6 |
417.6 |
412.2 |
|
| R1 |
414.1 |
414.1 |
411.4 |
415.9 |
| PP |
408.1 |
408.1 |
408.1 |
409.0 |
| S1 |
404.6 |
404.6 |
409.6 |
406.4 |
| S2 |
398.6 |
398.6 |
408.8 |
|
| S3 |
389.1 |
395.1 |
407.9 |
|
| S4 |
379.6 |
385.6 |
405.3 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
465.0 |
453.3 |
415.6 |
|
| R3 |
447.0 |
435.3 |
410.7 |
|
| R2 |
429.0 |
429.0 |
409.0 |
|
| R1 |
417.3 |
417.3 |
407.4 |
414.2 |
| PP |
411.0 |
411.0 |
411.0 |
409.4 |
| S1 |
399.3 |
399.3 |
404.1 |
396.2 |
| S2 |
393.0 |
393.0 |
402.4 |
|
| S3 |
375.0 |
381.3 |
400.8 |
|
| S4 |
357.0 |
363.3 |
395.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
422.6 |
402.2 |
20.4 |
5.0% |
8.9 |
2.2% |
41% |
False |
True |
27,962 |
| 10 |
422.6 |
385.6 |
37.0 |
9.0% |
9.6 |
2.3% |
67% |
False |
False |
24,439 |
| 20 |
422.6 |
385.6 |
37.0 |
9.0% |
8.5 |
2.1% |
67% |
False |
False |
20,468 |
| 40 |
422.6 |
385.6 |
37.0 |
9.0% |
7.9 |
1.9% |
67% |
False |
False |
15,770 |
| 60 |
446.8 |
385.6 |
61.2 |
14.9% |
9.0 |
2.2% |
41% |
False |
False |
12,305 |
| 80 |
446.8 |
347.3 |
99.5 |
24.2% |
9.1 |
2.2% |
64% |
False |
False |
10,141 |
| 100 |
446.8 |
347.3 |
99.5 |
24.2% |
9.3 |
2.3% |
64% |
False |
False |
8,499 |
| 120 |
446.8 |
347.3 |
99.5 |
24.2% |
9.0 |
2.2% |
64% |
False |
False |
7,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
452.1 |
|
2.618 |
436.6 |
|
1.618 |
427.1 |
|
1.000 |
421.2 |
|
0.618 |
417.6 |
|
HIGH |
411.7 |
|
0.618 |
408.1 |
|
0.500 |
407.0 |
|
0.382 |
405.8 |
|
LOW |
402.2 |
|
0.618 |
396.3 |
|
1.000 |
392.7 |
|
1.618 |
386.8 |
|
2.618 |
377.3 |
|
4.250 |
361.8 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
409.3 |
411.1 |
| PP |
408.1 |
410.9 |
| S1 |
407.0 |
410.7 |
|