CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
421.2 |
428.0 |
6.8 |
1.6% |
405.4 |
| High |
431.0 |
432.5 |
1.5 |
0.3% |
421.9 |
| Low |
416.8 |
424.3 |
7.5 |
1.8% |
399.6 |
| Close |
428.4 |
431.9 |
3.5 |
0.8% |
421.0 |
| Range |
14.2 |
8.2 |
-6.0 |
-42.3% |
22.3 |
| ATR |
9.5 |
9.4 |
-0.1 |
-1.0% |
0.0 |
| Volume |
60,219 |
66,666 |
6,447 |
10.7% |
192,332 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
454.2 |
451.2 |
436.4 |
|
| R3 |
446.0 |
443.0 |
434.2 |
|
| R2 |
437.8 |
437.8 |
433.4 |
|
| R1 |
434.8 |
434.8 |
432.7 |
436.3 |
| PP |
429.6 |
429.6 |
429.6 |
430.3 |
| S1 |
426.6 |
426.6 |
431.1 |
428.1 |
| S2 |
421.4 |
421.4 |
430.4 |
|
| S3 |
413.2 |
418.4 |
429.6 |
|
| S4 |
405.0 |
410.2 |
427.4 |
|
|
| 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 |
432.5 |
399.6 |
32.9 |
7.6% |
10.1 |
2.3% |
98% |
True |
False |
51,640 |
| 10 |
432.5 |
399.6 |
32.9 |
7.6% |
9.8 |
2.3% |
98% |
True |
False |
40,791 |
| 20 |
432.5 |
385.6 |
46.9 |
10.9% |
9.5 |
2.2% |
99% |
True |
False |
30,890 |
| 40 |
432.5 |
385.6 |
46.9 |
10.9% |
8.3 |
1.9% |
99% |
True |
False |
22,163 |
| 60 |
446.8 |
385.6 |
61.2 |
14.2% |
8.9 |
2.1% |
76% |
False |
False |
16,722 |
| 80 |
446.8 |
347.3 |
99.5 |
23.0% |
9.2 |
2.1% |
85% |
False |
False |
13,716 |
| 100 |
446.8 |
347.3 |
99.5 |
23.0% |
9.4 |
2.2% |
85% |
False |
False |
11,373 |
| 120 |
446.8 |
347.3 |
99.5 |
23.0% |
9.2 |
2.1% |
85% |
False |
False |
9,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
467.4 |
|
2.618 |
454.0 |
|
1.618 |
445.8 |
|
1.000 |
440.7 |
|
0.618 |
437.6 |
|
HIGH |
432.5 |
|
0.618 |
429.4 |
|
0.500 |
428.4 |
|
0.382 |
427.4 |
|
LOW |
424.3 |
|
0.618 |
419.2 |
|
1.000 |
416.1 |
|
1.618 |
411.0 |
|
2.618 |
402.8 |
|
4.250 |
389.5 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
430.7 |
427.5 |
| PP |
429.6 |
423.2 |
| S1 |
428.4 |
418.8 |
|