CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
442.1 |
441.8 |
-0.3 |
-0.1% |
432.2 |
| High |
445.3 |
448.3 |
3.0 |
0.7% |
454.0 |
| Low |
437.3 |
439.4 |
2.1 |
0.5% |
430.0 |
| Close |
442.1 |
446.6 |
4.5 |
1.0% |
446.6 |
| Range |
8.0 |
8.9 |
0.9 |
11.3% |
24.0 |
| ATR |
10.0 |
9.9 |
-0.1 |
-0.8% |
0.0 |
| Volume |
27,322 |
21,158 |
-6,164 |
-22.6% |
168,834 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
471.5 |
467.9 |
451.5 |
|
| R3 |
462.6 |
459.0 |
449.0 |
|
| R2 |
453.7 |
453.7 |
448.2 |
|
| R1 |
450.1 |
450.1 |
447.4 |
451.9 |
| PP |
444.8 |
444.8 |
444.8 |
445.7 |
| S1 |
441.2 |
441.2 |
445.8 |
443.0 |
| S2 |
435.9 |
435.9 |
445.0 |
|
| S3 |
427.0 |
432.3 |
444.2 |
|
| S4 |
418.1 |
423.4 |
441.7 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
515.5 |
505.1 |
459.8 |
|
| R3 |
491.5 |
481.1 |
453.2 |
|
| R2 |
467.5 |
467.5 |
451.0 |
|
| R1 |
457.1 |
457.1 |
448.8 |
462.3 |
| PP |
443.5 |
443.5 |
443.5 |
446.2 |
| S1 |
433.1 |
433.1 |
444.4 |
438.3 |
| S2 |
419.5 |
419.5 |
442.2 |
|
| S3 |
395.5 |
409.1 |
440.0 |
|
| S4 |
371.5 |
385.1 |
433.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
454.0 |
430.0 |
24.0 |
5.4% |
11.3 |
2.5% |
69% |
False |
False |
33,766 |
| 10 |
454.0 |
425.9 |
28.1 |
6.3% |
10.2 |
2.3% |
74% |
False |
False |
40,576 |
| 20 |
454.0 |
405.1 |
48.9 |
10.9% |
10.4 |
2.3% |
85% |
False |
False |
43,949 |
| 40 |
454.0 |
385.6 |
68.4 |
15.3% |
9.5 |
2.1% |
89% |
False |
False |
33,802 |
| 60 |
454.0 |
385.6 |
68.4 |
15.3% |
8.8 |
2.0% |
89% |
False |
False |
26,594 |
| 80 |
454.0 |
385.6 |
68.4 |
15.3% |
9.1 |
2.0% |
89% |
False |
False |
21,215 |
| 100 |
454.0 |
347.3 |
106.7 |
23.9% |
9.3 |
2.1% |
93% |
False |
False |
17,857 |
| 120 |
454.0 |
347.3 |
106.7 |
23.9% |
9.4 |
2.1% |
93% |
False |
False |
15,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
486.1 |
|
2.618 |
471.6 |
|
1.618 |
462.7 |
|
1.000 |
457.2 |
|
0.618 |
453.8 |
|
HIGH |
448.3 |
|
0.618 |
444.9 |
|
0.500 |
443.9 |
|
0.382 |
442.8 |
|
LOW |
439.4 |
|
0.618 |
433.9 |
|
1.000 |
430.5 |
|
1.618 |
425.0 |
|
2.618 |
416.1 |
|
4.250 |
401.6 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
445.7 |
446.3 |
| PP |
444.8 |
446.0 |
| S1 |
443.9 |
445.7 |
|