CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
428.7 |
427.2 |
-1.5 |
-0.3% |
437.1 |
| High |
428.7 |
439.5 |
10.8 |
2.5% |
442.1 |
| Low |
422.0 |
426.6 |
4.6 |
1.1% |
422.0 |
| Close |
427.4 |
438.7 |
11.3 |
2.6% |
427.4 |
| Range |
6.7 |
12.9 |
6.2 |
92.5% |
20.1 |
| ATR |
9.5 |
9.8 |
0.2 |
2.5% |
0.0 |
| Volume |
44,026 |
53,431 |
9,405 |
21.4% |
193,865 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473.6 |
469.1 |
445.8 |
|
| R3 |
460.7 |
456.2 |
442.2 |
|
| R2 |
447.8 |
447.8 |
441.1 |
|
| R1 |
443.3 |
443.3 |
439.9 |
445.6 |
| PP |
434.9 |
434.9 |
434.9 |
436.1 |
| S1 |
430.4 |
430.4 |
437.5 |
432.7 |
| S2 |
422.0 |
422.0 |
436.3 |
|
| S3 |
409.1 |
417.5 |
435.2 |
|
| S4 |
396.2 |
404.6 |
431.6 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
490.8 |
479.2 |
438.5 |
|
| R3 |
470.7 |
459.1 |
432.9 |
|
| R2 |
450.6 |
450.6 |
431.1 |
|
| R1 |
439.0 |
439.0 |
429.2 |
434.8 |
| PP |
430.5 |
430.5 |
430.5 |
428.4 |
| S1 |
418.9 |
418.9 |
425.6 |
414.7 |
| S2 |
410.4 |
410.4 |
423.7 |
|
| S3 |
390.3 |
398.8 |
421.9 |
|
| S4 |
370.2 |
378.7 |
416.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
439.5 |
422.0 |
17.5 |
4.0% |
9.3 |
2.1% |
95% |
True |
False |
41,548 |
| 10 |
442.1 |
416.8 |
25.3 |
5.8% |
10.3 |
2.3% |
87% |
False |
False |
45,724 |
| 20 |
442.1 |
399.6 |
42.5 |
9.7% |
9.7 |
2.2% |
92% |
False |
False |
39,398 |
| 40 |
442.1 |
385.6 |
56.5 |
12.9% |
8.9 |
2.0% |
94% |
False |
False |
27,667 |
| 60 |
442.1 |
385.6 |
56.5 |
12.9% |
8.6 |
2.0% |
94% |
False |
False |
21,407 |
| 80 |
446.8 |
383.8 |
63.0 |
14.4% |
9.4 |
2.1% |
87% |
False |
False |
17,402 |
| 100 |
446.8 |
347.3 |
99.5 |
22.7% |
9.4 |
2.1% |
92% |
False |
False |
14,542 |
| 120 |
446.8 |
347.3 |
99.5 |
22.7% |
9.3 |
2.1% |
92% |
False |
False |
12,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
494.3 |
|
2.618 |
473.3 |
|
1.618 |
460.4 |
|
1.000 |
452.4 |
|
0.618 |
447.5 |
|
HIGH |
439.5 |
|
0.618 |
434.6 |
|
0.500 |
433.1 |
|
0.382 |
431.5 |
|
LOW |
426.6 |
|
0.618 |
418.6 |
|
1.000 |
413.7 |
|
1.618 |
405.7 |
|
2.618 |
392.8 |
|
4.250 |
371.8 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
436.8 |
436.1 |
| PP |
434.9 |
433.4 |
| S1 |
433.1 |
430.8 |
|