CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 16-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
430.7 |
432.2 |
1.5 |
0.3% |
427.2 |
| High |
433.0 |
440.8 |
7.8 |
1.8% |
444.4 |
| Low |
425.9 |
430.0 |
4.1 |
1.0% |
425.9 |
| Close |
432.6 |
439.0 |
6.4 |
1.5% |
432.6 |
| Range |
7.1 |
10.8 |
3.7 |
52.1% |
18.5 |
| ATR |
9.3 |
9.4 |
0.1 |
1.1% |
0.0 |
| Volume |
32,419 |
39,879 |
7,460 |
23.0% |
236,928 |
|
| Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
469.0 |
464.8 |
444.9 |
|
| R3 |
458.2 |
454.0 |
442.0 |
|
| R2 |
447.4 |
447.4 |
441.0 |
|
| R1 |
443.2 |
443.2 |
440.0 |
445.3 |
| PP |
436.6 |
436.6 |
436.6 |
437.7 |
| S1 |
432.4 |
432.4 |
438.0 |
434.5 |
| S2 |
425.8 |
425.8 |
437.0 |
|
| S3 |
415.0 |
421.6 |
436.0 |
|
| S4 |
404.2 |
410.8 |
433.1 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
489.8 |
479.7 |
442.8 |
|
| R3 |
471.3 |
461.2 |
437.7 |
|
| R2 |
452.8 |
452.8 |
436.0 |
|
| R1 |
442.7 |
442.7 |
434.3 |
447.8 |
| PP |
434.3 |
434.3 |
434.3 |
436.8 |
| S1 |
424.2 |
424.2 |
430.9 |
429.3 |
| S2 |
415.8 |
415.8 |
429.2 |
|
| S3 |
397.3 |
405.7 |
427.5 |
|
| S4 |
378.8 |
387.2 |
422.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
444.4 |
425.9 |
18.5 |
4.2% |
8.6 |
2.0% |
71% |
False |
False |
44,675 |
| 10 |
444.4 |
422.0 |
22.4 |
5.1% |
8.9 |
2.0% |
76% |
False |
False |
43,112 |
| 20 |
444.4 |
399.6 |
44.8 |
10.2% |
9.7 |
2.2% |
88% |
False |
False |
43,647 |
| 40 |
444.4 |
385.6 |
58.8 |
13.4% |
9.1 |
2.1% |
91% |
False |
False |
31,783 |
| 60 |
444.4 |
385.6 |
58.8 |
13.4% |
8.4 |
1.9% |
91% |
False |
False |
24,750 |
| 80 |
446.8 |
385.6 |
61.2 |
13.9% |
9.3 |
2.1% |
87% |
False |
False |
19,917 |
| 100 |
446.8 |
347.3 |
99.5 |
22.7% |
9.2 |
2.1% |
92% |
False |
False |
16,652 |
| 120 |
446.8 |
347.3 |
99.5 |
22.7% |
9.4 |
2.1% |
92% |
False |
False |
14,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
486.7 |
|
2.618 |
469.1 |
|
1.618 |
458.3 |
|
1.000 |
451.6 |
|
0.618 |
447.5 |
|
HIGH |
440.8 |
|
0.618 |
436.7 |
|
0.500 |
435.4 |
|
0.382 |
434.1 |
|
LOW |
430.0 |
|
0.618 |
423.3 |
|
1.000 |
419.2 |
|
1.618 |
412.5 |
|
2.618 |
401.7 |
|
4.250 |
384.1 |
|
|
| Fisher Pivots for day following 16-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
437.8 |
437.1 |
| PP |
436.6 |
435.2 |
| S1 |
435.4 |
433.4 |
|