CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 27-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2013 |
27-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
446.6 |
441.5 |
-5.1 |
-1.1% |
448.4 |
| High |
447.0 |
446.8 |
-0.2 |
0.0% |
450.8 |
| Low |
438.7 |
441.3 |
2.6 |
0.6% |
438.7 |
| Close |
441.0 |
445.7 |
4.7 |
1.1% |
445.7 |
| Range |
8.3 |
5.5 |
-2.8 |
-33.7% |
12.1 |
| ATR |
9.4 |
9.2 |
-0.3 |
-2.7% |
0.0 |
| Volume |
16,660 |
13,807 |
-2,853 |
-17.1% |
61,150 |
|
| Daily Pivots for day following 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
461.1 |
458.9 |
448.7 |
|
| R3 |
455.6 |
453.4 |
447.2 |
|
| R2 |
450.1 |
450.1 |
446.7 |
|
| R1 |
447.9 |
447.9 |
446.2 |
449.0 |
| PP |
444.6 |
444.6 |
444.6 |
445.2 |
| S1 |
442.4 |
442.4 |
445.2 |
443.5 |
| S2 |
439.1 |
439.1 |
444.7 |
|
| S3 |
433.6 |
436.9 |
444.2 |
|
| S4 |
428.1 |
431.4 |
442.7 |
|
|
| Weekly Pivots for week ending 27-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
481.4 |
475.6 |
452.4 |
|
| R3 |
469.3 |
463.5 |
449.0 |
|
| R2 |
457.2 |
457.2 |
447.9 |
|
| R1 |
451.4 |
451.4 |
446.8 |
448.3 |
| PP |
445.1 |
445.1 |
445.1 |
443.5 |
| S1 |
439.3 |
439.3 |
444.6 |
436.2 |
| S2 |
433.0 |
433.0 |
443.5 |
|
| S3 |
420.9 |
427.2 |
442.4 |
|
| S4 |
408.8 |
415.1 |
439.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
450.8 |
438.7 |
12.1 |
2.7% |
7.3 |
1.6% |
58% |
False |
False |
16,461 |
| 10 |
454.0 |
425.9 |
28.1 |
6.3% |
9.1 |
2.0% |
70% |
False |
False |
26,240 |
| 20 |
454.0 |
422.0 |
32.0 |
7.2% |
9.3 |
2.1% |
74% |
False |
False |
34,406 |
| 40 |
454.0 |
385.6 |
68.4 |
15.3% |
9.6 |
2.1% |
88% |
False |
False |
33,675 |
| 60 |
454.0 |
385.6 |
68.4 |
15.3% |
8.6 |
1.9% |
88% |
False |
False |
27,012 |
| 80 |
454.0 |
385.6 |
68.4 |
15.3% |
8.9 |
2.0% |
88% |
False |
False |
21,754 |
| 100 |
454.0 |
347.6 |
106.4 |
23.9% |
9.3 |
2.1% |
92% |
False |
False |
18,386 |
| 120 |
454.0 |
347.3 |
106.7 |
23.9% |
9.3 |
2.1% |
92% |
False |
False |
15,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
470.2 |
|
2.618 |
461.2 |
|
1.618 |
455.7 |
|
1.000 |
452.3 |
|
0.618 |
450.2 |
|
HIGH |
446.8 |
|
0.618 |
444.7 |
|
0.500 |
444.1 |
|
0.382 |
443.4 |
|
LOW |
441.3 |
|
0.618 |
437.9 |
|
1.000 |
435.8 |
|
1.618 |
432.4 |
|
2.618 |
426.9 |
|
4.250 |
417.9 |
|
|
| Fisher Pivots for day following 27-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
445.2 |
445.2 |
| PP |
444.6 |
444.7 |
| S1 |
444.1 |
444.2 |
|