CME Soybean Meal Future January 2014
| Trading Metrics calculated at close of trading on 08-Jan-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
| Open |
429.3 |
433.5 |
4.2 |
1.0% |
443.8 |
| High |
437.2 |
435.2 |
-2.0 |
-0.5% |
452.5 |
| Low |
426.7 |
430.0 |
3.3 |
0.8% |
420.7 |
| Close |
434.6 |
430.6 |
-4.0 |
-0.9% |
424.5 |
| Range |
10.5 |
5.2 |
-5.3 |
-50.5% |
31.8 |
| ATR |
9.8 |
9.4 |
-0.3 |
-3.3% |
0.0 |
| Volume |
1,711 |
1,093 |
-618 |
-36.1% |
34,184 |
|
| Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
447.5 |
444.3 |
433.5 |
|
| R3 |
442.3 |
439.1 |
432.0 |
|
| R2 |
437.1 |
437.1 |
431.6 |
|
| R1 |
433.9 |
433.9 |
431.1 |
432.9 |
| PP |
431.9 |
431.9 |
431.9 |
431.5 |
| S1 |
428.7 |
428.7 |
430.1 |
427.7 |
| S2 |
426.7 |
426.7 |
429.6 |
|
| S3 |
421.5 |
423.5 |
429.2 |
|
| S4 |
416.3 |
418.3 |
427.7 |
|
|
| 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 |
437.2 |
420.7 |
16.5 |
3.8% |
9.1 |
2.1% |
60% |
False |
False |
2,573 |
| 10 |
452.5 |
420.7 |
31.8 |
7.4% |
9.1 |
2.1% |
31% |
False |
False |
7,814 |
| 20 |
454.0 |
420.7 |
33.3 |
7.7% |
9.4 |
2.2% |
30% |
False |
False |
22,605 |
| 40 |
454.0 |
399.6 |
54.4 |
12.6% |
9.5 |
2.2% |
57% |
False |
False |
31,001 |
| 60 |
454.0 |
385.6 |
68.4 |
15.9% |
9.0 |
2.1% |
66% |
False |
False |
25,980 |
| 80 |
454.0 |
385.6 |
68.4 |
15.9% |
8.8 |
2.0% |
66% |
False |
False |
21,707 |
| 100 |
454.0 |
383.8 |
70.2 |
16.3% |
9.4 |
2.2% |
67% |
False |
False |
18,443 |
| 120 |
454.0 |
347.3 |
106.7 |
24.8% |
9.4 |
2.2% |
78% |
False |
False |
15,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
457.3 |
|
2.618 |
448.8 |
|
1.618 |
443.6 |
|
1.000 |
440.4 |
|
0.618 |
438.4 |
|
HIGH |
435.2 |
|
0.618 |
433.2 |
|
0.500 |
432.6 |
|
0.382 |
432.0 |
|
LOW |
430.0 |
|
0.618 |
426.8 |
|
1.000 |
424.8 |
|
1.618 |
421.6 |
|
2.618 |
416.4 |
|
4.250 |
407.9 |
|
|
| Fisher Pivots for day following 08-Jan-2014 |
| Pivot |
1 day |
3 day |
| R1 |
432.6 |
430.9 |
| PP |
431.9 |
430.8 |
| S1 |
431.3 |
430.7 |
|