CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
403.2 |
405.4 |
2.2 |
0.5% |
405.4 |
| High |
406.1 |
421.9 |
15.8 |
3.9% |
421.9 |
| Low |
399.6 |
405.1 |
5.5 |
1.4% |
399.6 |
| Close |
405.5 |
421.0 |
15.5 |
3.8% |
421.0 |
| Range |
6.5 |
16.8 |
10.3 |
158.5% |
22.3 |
| ATR |
8.5 |
9.1 |
0.6 |
7.0% |
0.0 |
| Volume |
38,556 |
69,409 |
30,853 |
80.0% |
192,332 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
466.4 |
460.5 |
430.2 |
|
| R3 |
449.6 |
443.7 |
425.6 |
|
| R2 |
432.8 |
432.8 |
424.1 |
|
| R1 |
426.9 |
426.9 |
422.5 |
429.9 |
| PP |
416.0 |
416.0 |
416.0 |
417.5 |
| S1 |
410.1 |
410.1 |
419.5 |
413.1 |
| S2 |
399.2 |
399.2 |
417.9 |
|
| S3 |
382.4 |
393.3 |
416.4 |
|
| S4 |
365.6 |
376.5 |
411.8 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
481.1 |
473.3 |
433.3 |
|
| R3 |
458.8 |
451.0 |
427.1 |
|
| R2 |
436.5 |
436.5 |
425.1 |
|
| R1 |
428.7 |
428.7 |
423.0 |
432.6 |
| PP |
414.2 |
414.2 |
414.2 |
416.1 |
| S1 |
406.4 |
406.4 |
419.0 |
410.3 |
| S2 |
391.9 |
391.9 |
416.9 |
|
| S3 |
369.6 |
384.1 |
414.9 |
|
| S4 |
347.3 |
361.8 |
408.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
421.9 |
399.6 |
22.3 |
5.3% |
9.7 |
2.3% |
96% |
True |
False |
38,466 |
| 10 |
422.6 |
399.6 |
23.0 |
5.5% |
9.0 |
2.1% |
93% |
False |
False |
33,072 |
| 20 |
422.6 |
385.6 |
37.0 |
8.8% |
9.2 |
2.2% |
96% |
False |
False |
26,407 |
| 40 |
422.6 |
385.6 |
37.0 |
8.8% |
8.2 |
2.0% |
96% |
False |
False |
19,470 |
| 60 |
446.8 |
385.6 |
61.2 |
14.5% |
8.8 |
2.1% |
58% |
False |
False |
14,717 |
| 80 |
446.8 |
347.3 |
99.5 |
23.6% |
9.2 |
2.2% |
74% |
False |
False |
12,190 |
| 100 |
446.8 |
347.3 |
99.5 |
23.6% |
9.3 |
2.2% |
74% |
False |
False |
10,124 |
| 120 |
446.8 |
347.3 |
99.5 |
23.6% |
9.1 |
2.2% |
74% |
False |
False |
8,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
493.3 |
|
2.618 |
465.9 |
|
1.618 |
449.1 |
|
1.000 |
438.7 |
|
0.618 |
432.3 |
|
HIGH |
421.9 |
|
0.618 |
415.5 |
|
0.500 |
413.5 |
|
0.382 |
411.5 |
|
LOW |
405.1 |
|
0.618 |
394.7 |
|
1.000 |
388.3 |
|
1.618 |
377.9 |
|
2.618 |
361.1 |
|
4.250 |
333.7 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
418.5 |
417.6 |
| PP |
416.0 |
414.2 |
| S1 |
413.5 |
410.8 |
|