CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
438.8 |
447.5 |
8.7 |
2.0% |
427.2 |
| High |
449.3 |
454.0 |
4.7 |
1.0% |
444.4 |
| Low |
434.3 |
440.1 |
5.8 |
1.3% |
425.9 |
| Close |
448.0 |
441.2 |
-6.8 |
-1.5% |
432.6 |
| Range |
15.0 |
13.9 |
-1.1 |
-7.3% |
18.5 |
| ATR |
9.8 |
10.1 |
0.3 |
3.0% |
0.0 |
| Volume |
44,445 |
36,030 |
-8,415 |
-18.9% |
236,928 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
486.8 |
477.9 |
448.8 |
|
| R3 |
472.9 |
464.0 |
445.0 |
|
| R2 |
459.0 |
459.0 |
443.7 |
|
| R1 |
450.1 |
450.1 |
442.5 |
447.6 |
| PP |
445.1 |
445.1 |
445.1 |
443.9 |
| S1 |
436.2 |
436.2 |
439.9 |
433.7 |
| S2 |
431.2 |
431.2 |
438.7 |
|
| S3 |
417.3 |
422.3 |
437.4 |
|
| S4 |
403.4 |
408.4 |
433.6 |
|
|
| 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 |
454.0 |
425.9 |
28.1 |
6.4% |
11.6 |
2.6% |
54% |
True |
False |
40,824 |
| 10 |
454.0 |
422.0 |
32.0 |
7.3% |
9.9 |
2.3% |
60% |
True |
False |
43,278 |
| 20 |
454.0 |
399.6 |
54.4 |
12.3% |
10.2 |
2.3% |
76% |
True |
False |
44,620 |
| 40 |
454.0 |
385.6 |
68.4 |
15.5% |
9.5 |
2.1% |
81% |
True |
False |
33,275 |
| 60 |
454.0 |
385.6 |
68.4 |
15.5% |
8.7 |
2.0% |
81% |
True |
False |
25,949 |
| 80 |
454.0 |
385.6 |
68.4 |
15.5% |
9.2 |
2.1% |
81% |
True |
False |
20,780 |
| 100 |
454.0 |
347.3 |
106.7 |
24.2% |
9.3 |
2.1% |
88% |
True |
False |
17,399 |
| 120 |
454.0 |
347.3 |
106.7 |
24.2% |
9.4 |
2.1% |
88% |
True |
False |
14,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
513.1 |
|
2.618 |
490.4 |
|
1.618 |
476.5 |
|
1.000 |
467.9 |
|
0.618 |
462.6 |
|
HIGH |
454.0 |
|
0.618 |
448.7 |
|
0.500 |
447.1 |
|
0.382 |
445.4 |
|
LOW |
440.1 |
|
0.618 |
431.5 |
|
1.000 |
426.2 |
|
1.618 |
417.6 |
|
2.618 |
403.7 |
|
4.250 |
381.0 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
447.1 |
442.0 |
| PP |
445.1 |
441.7 |
| S1 |
443.2 |
441.5 |
|