CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 10-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
45.96 |
46.03 |
0.07 |
0.2% |
44.98 |
High |
46.19 |
46.27 |
0.08 |
0.2% |
46.32 |
Low |
45.50 |
45.80 |
0.30 |
0.7% |
44.98 |
Close |
46.00 |
46.16 |
0.16 |
0.3% |
46.03 |
Range |
0.69 |
0.47 |
-0.22 |
-31.9% |
1.34 |
ATR |
0.66 |
0.64 |
-0.01 |
-2.0% |
0.00 |
Volume |
3,437 |
4,008 |
571 |
16.6% |
9,194 |
|
Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.49 |
47.29 |
46.42 |
|
R3 |
47.02 |
46.82 |
46.29 |
|
R2 |
46.55 |
46.55 |
46.25 |
|
R1 |
46.35 |
46.35 |
46.20 |
46.45 |
PP |
46.08 |
46.08 |
46.08 |
46.13 |
S1 |
45.88 |
45.88 |
46.12 |
45.98 |
S2 |
45.61 |
45.61 |
46.07 |
|
S3 |
45.14 |
45.41 |
46.03 |
|
S4 |
44.67 |
44.94 |
45.90 |
|
|
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 |
45.50 |
0.82 |
1.8% |
0.55 |
1.2% |
80% |
False |
False |
2,705 |
10 |
46.32 |
44.55 |
1.77 |
3.8% |
0.62 |
1.3% |
91% |
False |
False |
2,310 |
20 |
48.27 |
44.55 |
3.72 |
8.1% |
0.66 |
1.4% |
43% |
False |
False |
2,162 |
40 |
49.43 |
44.55 |
4.88 |
10.6% |
0.62 |
1.4% |
33% |
False |
False |
1,803 |
60 |
49.43 |
44.55 |
4.88 |
10.6% |
0.64 |
1.4% |
33% |
False |
False |
1,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.27 |
2.618 |
47.50 |
1.618 |
47.03 |
1.000 |
46.74 |
0.618 |
46.56 |
HIGH |
46.27 |
0.618 |
46.09 |
0.500 |
46.04 |
0.382 |
45.98 |
LOW |
45.80 |
0.618 |
45.51 |
1.000 |
45.33 |
1.618 |
45.04 |
2.618 |
44.57 |
4.250 |
43.80 |
|
|
Fisher Pivots for day following 10-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
46.12 |
46.07 |
PP |
46.08 |
45.98 |
S1 |
46.04 |
45.89 |
|