CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 11-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
46.03 |
46.04 |
0.01 |
0.0% |
44.98 |
High |
46.27 |
46.53 |
0.26 |
0.6% |
46.32 |
Low |
45.80 |
45.69 |
-0.11 |
-0.2% |
44.98 |
Close |
46.16 |
45.74 |
-0.42 |
-0.9% |
46.03 |
Range |
0.47 |
0.84 |
0.37 |
78.7% |
1.34 |
ATR |
0.64 |
0.66 |
0.01 |
2.2% |
0.00 |
Volume |
4,008 |
2,425 |
-1,583 |
-39.5% |
9,194 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.51 |
47.96 |
46.20 |
|
R3 |
47.67 |
47.12 |
45.97 |
|
R2 |
46.83 |
46.83 |
45.89 |
|
R1 |
46.28 |
46.28 |
45.82 |
46.14 |
PP |
45.99 |
45.99 |
45.99 |
45.91 |
S1 |
45.44 |
45.44 |
45.66 |
45.30 |
S2 |
45.15 |
45.15 |
45.59 |
|
S3 |
44.31 |
44.60 |
45.51 |
|
S4 |
43.47 |
43.76 |
45.28 |
|
|
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 |
46.53 |
45.50 |
1.03 |
2.3% |
0.63 |
1.4% |
23% |
True |
False |
2,780 |
10 |
46.53 |
44.55 |
1.98 |
4.3% |
0.64 |
1.4% |
60% |
True |
False |
2,353 |
20 |
48.27 |
44.55 |
3.72 |
8.1% |
0.68 |
1.5% |
32% |
False |
False |
2,163 |
40 |
49.43 |
44.55 |
4.88 |
10.7% |
0.64 |
1.4% |
24% |
False |
False |
1,837 |
60 |
49.43 |
44.55 |
4.88 |
10.7% |
0.64 |
1.4% |
24% |
False |
False |
1,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
50.10 |
2.618 |
48.73 |
1.618 |
47.89 |
1.000 |
47.37 |
0.618 |
47.05 |
HIGH |
46.53 |
0.618 |
46.21 |
0.500 |
46.11 |
0.382 |
46.01 |
LOW |
45.69 |
0.618 |
45.17 |
1.000 |
44.85 |
1.618 |
44.33 |
2.618 |
43.49 |
4.250 |
42.12 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
46.11 |
46.02 |
PP |
45.99 |
45.92 |
S1 |
45.86 |
45.83 |
|