CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
432.1 |
437.1 |
5.0 |
1.2% |
421.2 |
| High |
439.0 |
442.1 |
3.1 |
0.7% |
440.0 |
| Low |
432.1 |
426.5 |
-5.6 |
-1.3% |
416.8 |
| Close |
436.6 |
428.8 |
-7.8 |
-1.8% |
436.6 |
| Range |
6.9 |
15.6 |
8.7 |
126.1% |
23.2 |
| ATR |
9.5 |
10.0 |
0.4 |
4.5% |
0.0 |
| Volume |
27,343 |
39,552 |
12,209 |
44.7% |
209,950 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
479.3 |
469.6 |
437.4 |
|
| R3 |
463.7 |
454.0 |
433.1 |
|
| R2 |
448.1 |
448.1 |
431.7 |
|
| R1 |
438.4 |
438.4 |
430.2 |
435.5 |
| PP |
432.5 |
432.5 |
432.5 |
431.0 |
| S1 |
422.8 |
422.8 |
427.4 |
419.9 |
| S2 |
416.9 |
416.9 |
425.9 |
|
| S3 |
401.3 |
407.2 |
424.5 |
|
| S4 |
385.7 |
391.6 |
420.2 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
500.7 |
491.9 |
449.4 |
|
| R3 |
477.5 |
468.7 |
443.0 |
|
| R2 |
454.3 |
454.3 |
440.9 |
|
| R1 |
445.5 |
445.5 |
438.7 |
449.9 |
| PP |
431.1 |
431.1 |
431.1 |
433.4 |
| S1 |
422.3 |
422.3 |
434.5 |
426.7 |
| S2 |
407.9 |
407.9 |
432.3 |
|
| S3 |
384.7 |
399.1 |
430.2 |
|
| S4 |
361.5 |
375.9 |
423.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
442.1 |
416.8 |
25.3 |
5.9% |
11.3 |
2.6% |
47% |
True |
False |
49,900 |
| 10 |
442.1 |
399.6 |
42.5 |
9.9% |
10.5 |
2.5% |
69% |
True |
False |
44,183 |
| 20 |
442.1 |
385.6 |
56.5 |
13.2% |
10.0 |
2.3% |
76% |
True |
False |
34,216 |
| 40 |
442.1 |
385.6 |
56.5 |
13.2% |
8.5 |
2.0% |
76% |
True |
False |
24,344 |
| 60 |
446.8 |
385.6 |
61.2 |
14.3% |
8.8 |
2.0% |
71% |
False |
False |
18,458 |
| 80 |
446.8 |
356.5 |
90.3 |
21.1% |
9.4 |
2.2% |
80% |
False |
False |
15,127 |
| 100 |
446.8 |
347.3 |
99.5 |
23.2% |
9.4 |
2.2% |
82% |
False |
False |
12,542 |
| 120 |
446.8 |
347.3 |
99.5 |
23.2% |
9.2 |
2.1% |
82% |
False |
False |
10,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
508.4 |
|
2.618 |
482.9 |
|
1.618 |
467.3 |
|
1.000 |
457.7 |
|
0.618 |
451.7 |
|
HIGH |
442.1 |
|
0.618 |
436.1 |
|
0.500 |
434.3 |
|
0.382 |
432.5 |
|
LOW |
426.5 |
|
0.618 |
416.9 |
|
1.000 |
410.9 |
|
1.618 |
401.3 |
|
2.618 |
385.7 |
|
4.250 |
360.2 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
434.3 |
434.3 |
| PP |
432.5 |
432.5 |
| S1 |
430.6 |
430.6 |
|