CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
46.02 |
45.96 |
-0.06 |
-0.1% |
44.98 |
High |
46.05 |
46.19 |
0.14 |
0.3% |
46.32 |
Low |
45.63 |
45.50 |
-0.13 |
-0.3% |
44.98 |
Close |
45.91 |
46.00 |
0.09 |
0.2% |
46.03 |
Range |
0.42 |
0.69 |
0.27 |
64.3% |
1.34 |
ATR |
0.65 |
0.66 |
0.00 |
0.4% |
0.00 |
Volume |
2,150 |
3,437 |
1,287 |
59.9% |
9,194 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.97 |
47.67 |
46.38 |
|
R3 |
47.28 |
46.98 |
46.19 |
|
R2 |
46.59 |
46.59 |
46.13 |
|
R1 |
46.29 |
46.29 |
46.06 |
46.44 |
PP |
45.90 |
45.90 |
45.90 |
45.97 |
S1 |
45.60 |
45.60 |
45.94 |
45.75 |
S2 |
45.21 |
45.21 |
45.87 |
|
S3 |
44.52 |
44.91 |
45.81 |
|
S4 |
43.83 |
44.22 |
45.62 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.80 |
49.25 |
46.77 |
|
R3 |
48.46 |
47.91 |
46.40 |
|
R2 |
47.12 |
47.12 |
46.28 |
|
R1 |
46.57 |
46.57 |
46.15 |
46.85 |
PP |
45.78 |
45.78 |
45.78 |
45.91 |
S1 |
45.23 |
45.23 |
45.91 |
45.51 |
S2 |
44.44 |
44.44 |
45.78 |
|
S3 |
43.10 |
43.89 |
45.66 |
|
S4 |
41.76 |
42.55 |
45.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.32 |
45.22 |
1.10 |
2.4% |
0.60 |
1.3% |
71% |
False |
False |
2,511 |
10 |
46.40 |
44.55 |
1.85 |
4.0% |
0.65 |
1.4% |
78% |
False |
False |
2,240 |
20 |
48.27 |
44.55 |
3.72 |
8.1% |
0.66 |
1.4% |
39% |
False |
False |
2,237 |
40 |
49.43 |
44.55 |
4.88 |
10.6% |
0.63 |
1.4% |
30% |
False |
False |
1,754 |
60 |
49.43 |
44.55 |
4.88 |
10.6% |
0.65 |
1.4% |
30% |
False |
False |
1,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.12 |
2.618 |
48.00 |
1.618 |
47.31 |
1.000 |
46.88 |
0.618 |
46.62 |
HIGH |
46.19 |
0.618 |
45.93 |
0.500 |
45.85 |
0.382 |
45.76 |
LOW |
45.50 |
0.618 |
45.07 |
1.000 |
44.81 |
1.618 |
44.38 |
2.618 |
43.69 |
4.250 |
42.57 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
45.95 |
45.97 |
PP |
45.90 |
45.94 |
S1 |
45.85 |
45.91 |
|