CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
44.91 |
44.32 |
-0.59 |
-1.3% |
43.48 |
High |
45.23 |
44.32 |
-0.91 |
-2.0% |
45.48 |
Low |
43.98 |
43.78 |
-0.20 |
-0.5% |
43.46 |
Close |
44.33 |
44.08 |
-0.25 |
-0.6% |
44.44 |
Range |
1.25 |
0.54 |
-0.71 |
-56.8% |
2.02 |
ATR |
0.82 |
0.80 |
-0.02 |
-2.4% |
0.00 |
Volume |
4,792 |
6,978 |
2,186 |
45.6% |
25,420 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.68 |
45.42 |
44.38 |
|
R3 |
45.14 |
44.88 |
44.23 |
|
R2 |
44.60 |
44.60 |
44.18 |
|
R1 |
44.34 |
44.34 |
44.13 |
44.20 |
PP |
44.06 |
44.06 |
44.06 |
43.99 |
S1 |
43.80 |
43.80 |
44.03 |
43.66 |
S2 |
43.52 |
43.52 |
43.98 |
|
S3 |
42.98 |
43.26 |
43.93 |
|
S4 |
42.44 |
42.72 |
43.78 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.52 |
49.50 |
45.55 |
|
R3 |
48.50 |
47.48 |
45.00 |
|
R2 |
46.48 |
46.48 |
44.81 |
|
R1 |
45.46 |
45.46 |
44.63 |
45.97 |
PP |
44.46 |
44.46 |
44.46 |
44.72 |
S1 |
43.44 |
43.44 |
44.25 |
43.95 |
S2 |
42.44 |
42.44 |
44.07 |
|
S3 |
40.42 |
41.42 |
43.88 |
|
S4 |
38.40 |
39.40 |
43.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.23 |
43.78 |
1.45 |
3.3% |
0.81 |
1.8% |
21% |
False |
True |
5,133 |
10 |
45.48 |
42.81 |
2.67 |
6.1% |
0.87 |
2.0% |
48% |
False |
False |
4,855 |
20 |
45.48 |
42.08 |
3.40 |
7.7% |
0.77 |
1.7% |
59% |
False |
False |
4,458 |
40 |
46.53 |
42.08 |
4.45 |
10.1% |
0.71 |
1.6% |
45% |
False |
False |
3,627 |
60 |
48.27 |
42.08 |
6.19 |
14.0% |
0.69 |
1.6% |
32% |
False |
False |
3,164 |
80 |
49.43 |
42.08 |
7.35 |
16.7% |
0.67 |
1.5% |
27% |
False |
False |
2,690 |
100 |
49.43 |
42.08 |
7.35 |
16.7% |
0.67 |
1.5% |
27% |
False |
False |
2,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.62 |
2.618 |
45.73 |
1.618 |
45.19 |
1.000 |
44.86 |
0.618 |
44.65 |
HIGH |
44.32 |
0.618 |
44.11 |
0.500 |
44.05 |
0.382 |
43.99 |
LOW |
43.78 |
0.618 |
43.45 |
1.000 |
43.24 |
1.618 |
42.91 |
2.618 |
42.37 |
4.250 |
41.49 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
44.07 |
44.51 |
PP |
44.06 |
44.36 |
S1 |
44.05 |
44.22 |
|