CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
46.04 |
45.79 |
-0.25 |
-0.5% |
46.02 |
High |
46.53 |
45.89 |
-0.64 |
-1.4% |
46.53 |
Low |
45.69 |
45.46 |
-0.23 |
-0.5% |
45.46 |
Close |
45.74 |
45.83 |
0.09 |
0.2% |
45.83 |
Range |
0.84 |
0.43 |
-0.41 |
-48.8% |
1.07 |
ATR |
0.66 |
0.64 |
-0.02 |
-2.5% |
0.00 |
Volume |
2,425 |
2,917 |
492 |
20.3% |
14,937 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.02 |
46.85 |
46.07 |
|
R3 |
46.59 |
46.42 |
45.95 |
|
R2 |
46.16 |
46.16 |
45.91 |
|
R1 |
45.99 |
45.99 |
45.87 |
46.08 |
PP |
45.73 |
45.73 |
45.73 |
45.77 |
S1 |
45.56 |
45.56 |
45.79 |
45.65 |
S2 |
45.30 |
45.30 |
45.75 |
|
S3 |
44.87 |
45.13 |
45.71 |
|
S4 |
44.44 |
44.70 |
45.59 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.15 |
48.56 |
46.42 |
|
R3 |
48.08 |
47.49 |
46.12 |
|
R2 |
47.01 |
47.01 |
46.03 |
|
R1 |
46.42 |
46.42 |
45.93 |
46.18 |
PP |
45.94 |
45.94 |
45.94 |
45.82 |
S1 |
45.35 |
45.35 |
45.73 |
45.11 |
S2 |
44.87 |
44.87 |
45.63 |
|
S3 |
43.80 |
44.28 |
45.54 |
|
S4 |
42.73 |
43.21 |
45.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.53 |
45.46 |
1.07 |
2.3% |
0.57 |
1.2% |
35% |
False |
True |
2,987 |
10 |
46.53 |
44.55 |
1.98 |
4.3% |
0.62 |
1.4% |
65% |
False |
False |
2,525 |
20 |
48.27 |
44.55 |
3.72 |
8.1% |
0.67 |
1.5% |
34% |
False |
False |
2,193 |
40 |
49.43 |
44.55 |
4.88 |
10.6% |
0.63 |
1.4% |
26% |
False |
False |
1,902 |
60 |
49.43 |
44.55 |
4.88 |
10.6% |
0.64 |
1.4% |
26% |
False |
False |
1,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.72 |
2.618 |
47.02 |
1.618 |
46.59 |
1.000 |
46.32 |
0.618 |
46.16 |
HIGH |
45.89 |
0.618 |
45.73 |
0.500 |
45.68 |
0.382 |
45.62 |
LOW |
45.46 |
0.618 |
45.19 |
1.000 |
45.03 |
1.618 |
44.76 |
2.618 |
44.33 |
4.250 |
43.63 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
45.78 |
46.00 |
PP |
45.73 |
45.94 |
S1 |
45.68 |
45.89 |
|