CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
441.8 |
448.4 |
6.6 |
1.5% |
432.2 |
| High |
448.3 |
450.8 |
2.5 |
0.6% |
454.0 |
| Low |
439.4 |
443.8 |
4.4 |
1.0% |
430.0 |
| Close |
446.6 |
444.2 |
-2.4 |
-0.5% |
446.6 |
| Range |
8.9 |
7.0 |
-1.9 |
-21.3% |
24.0 |
| ATR |
9.9 |
9.7 |
-0.2 |
-2.1% |
0.0 |
| Volume |
21,158 |
21,632 |
474 |
2.2% |
168,834 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
467.3 |
462.7 |
448.1 |
|
| R3 |
460.3 |
455.7 |
446.1 |
|
| R2 |
453.3 |
453.3 |
445.5 |
|
| R1 |
448.7 |
448.7 |
444.8 |
447.5 |
| PP |
446.3 |
446.3 |
446.3 |
445.7 |
| S1 |
441.7 |
441.7 |
443.6 |
440.5 |
| S2 |
439.3 |
439.3 |
442.9 |
|
| S3 |
432.3 |
434.7 |
442.3 |
|
| S4 |
425.3 |
427.7 |
440.4 |
|
|
| 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 |
434.3 |
19.7 |
4.4% |
10.6 |
2.4% |
50% |
False |
False |
30,117 |
| 10 |
454.0 |
425.9 |
28.1 |
6.3% |
9.6 |
2.2% |
65% |
False |
False |
37,396 |
| 20 |
454.0 |
416.8 |
37.2 |
8.4% |
9.9 |
2.2% |
74% |
False |
False |
41,560 |
| 40 |
454.0 |
385.6 |
68.4 |
15.4% |
9.5 |
2.1% |
86% |
False |
False |
33,983 |
| 60 |
454.0 |
385.6 |
68.4 |
15.4% |
8.8 |
2.0% |
86% |
False |
False |
26,833 |
| 80 |
454.0 |
385.6 |
68.4 |
15.4% |
9.1 |
2.0% |
86% |
False |
False |
21,428 |
| 100 |
454.0 |
347.3 |
106.7 |
24.0% |
9.3 |
2.1% |
91% |
False |
False |
18,064 |
| 120 |
454.0 |
347.3 |
106.7 |
24.0% |
9.4 |
2.1% |
91% |
False |
False |
15,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
480.6 |
|
2.618 |
469.1 |
|
1.618 |
462.1 |
|
1.000 |
457.8 |
|
0.618 |
455.1 |
|
HIGH |
450.8 |
|
0.618 |
448.1 |
|
0.500 |
447.3 |
|
0.382 |
446.5 |
|
LOW |
443.8 |
|
0.618 |
439.5 |
|
1.000 |
436.8 |
|
1.618 |
432.5 |
|
2.618 |
425.5 |
|
4.250 |
414.1 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
447.3 |
444.2 |
| PP |
446.3 |
444.1 |
| S1 |
445.2 |
444.1 |
|