CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 07-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2014 |
07-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
424.7 |
429.3 |
4.6 |
1.1% |
443.8 |
| High |
431.7 |
437.2 |
5.5 |
1.3% |
452.5 |
| Low |
424.5 |
426.7 |
2.2 |
0.5% |
420.7 |
| Close |
428.8 |
434.6 |
5.8 |
1.4% |
424.5 |
| Range |
7.2 |
10.5 |
3.3 |
45.8% |
31.8 |
| ATR |
9.7 |
9.8 |
0.1 |
0.6% |
0.0 |
| Volume |
1,636 |
1,711 |
75 |
4.6% |
34,184 |
|
| Daily Pivots for day following 07-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
464.3 |
460.0 |
440.4 |
|
| R3 |
453.8 |
449.5 |
437.5 |
|
| R2 |
443.3 |
443.3 |
436.5 |
|
| R1 |
439.0 |
439.0 |
435.6 |
441.2 |
| PP |
432.8 |
432.8 |
432.8 |
433.9 |
| S1 |
428.5 |
428.5 |
433.6 |
430.7 |
| S2 |
422.3 |
422.3 |
432.7 |
|
| S3 |
411.8 |
418.0 |
431.7 |
|
| S4 |
401.3 |
407.5 |
428.8 |
|
|
| Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
528.0 |
508.0 |
442.0 |
|
| R3 |
496.2 |
476.2 |
433.2 |
|
| R2 |
464.4 |
464.4 |
430.3 |
|
| R1 |
444.4 |
444.4 |
427.4 |
438.5 |
| PP |
432.6 |
432.6 |
432.6 |
429.6 |
| S1 |
412.6 |
412.6 |
421.6 |
406.7 |
| S2 |
400.8 |
400.8 |
418.7 |
|
| S3 |
369.0 |
380.8 |
415.8 |
|
| S4 |
337.2 |
349.0 |
407.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
452.5 |
420.7 |
31.8 |
7.3% |
11.3 |
2.6% |
44% |
False |
False |
3,946 |
| 10 |
452.5 |
420.7 |
31.8 |
7.3% |
9.3 |
2.1% |
44% |
False |
False |
9,868 |
| 20 |
454.0 |
420.7 |
33.3 |
7.7% |
9.7 |
2.2% |
42% |
False |
False |
25,222 |
| 40 |
454.0 |
396.3 |
57.7 |
13.3% |
9.9 |
2.3% |
66% |
False |
False |
31,843 |
| 60 |
454.0 |
385.6 |
68.4 |
15.7% |
9.1 |
2.1% |
72% |
False |
False |
26,210 |
| 80 |
454.0 |
385.6 |
68.4 |
15.7% |
8.8 |
2.0% |
72% |
False |
False |
21,824 |
| 100 |
454.0 |
379.7 |
74.3 |
17.1% |
9.4 |
2.2% |
74% |
False |
False |
18,485 |
| 120 |
454.0 |
347.3 |
106.7 |
24.6% |
9.4 |
2.2% |
82% |
False |
False |
15,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
481.8 |
|
2.618 |
464.7 |
|
1.618 |
454.2 |
|
1.000 |
447.7 |
|
0.618 |
443.7 |
|
HIGH |
437.2 |
|
0.618 |
433.2 |
|
0.500 |
432.0 |
|
0.382 |
430.7 |
|
LOW |
426.7 |
|
0.618 |
420.2 |
|
1.000 |
416.2 |
|
1.618 |
409.7 |
|
2.618 |
399.2 |
|
4.250 |
382.1 |
|
|
| Fisher Pivots for day following 07-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
433.7 |
432.8 |
| PP |
432.8 |
430.9 |
| S1 |
432.0 |
429.1 |
|