CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
44.32 |
44.21 |
-0.11 |
-0.2% |
43.48 |
High |
44.32 |
44.23 |
-0.09 |
-0.2% |
45.48 |
Low |
43.78 |
43.54 |
-0.24 |
-0.5% |
43.46 |
Close |
44.08 |
43.69 |
-0.39 |
-0.9% |
44.44 |
Range |
0.54 |
0.69 |
0.15 |
27.8% |
2.02 |
ATR |
0.80 |
0.80 |
-0.01 |
-1.0% |
0.00 |
Volume |
6,978 |
5,488 |
-1,490 |
-21.4% |
25,420 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.89 |
45.48 |
44.07 |
|
R3 |
45.20 |
44.79 |
43.88 |
|
R2 |
44.51 |
44.51 |
43.82 |
|
R1 |
44.10 |
44.10 |
43.75 |
43.96 |
PP |
43.82 |
43.82 |
43.82 |
43.75 |
S1 |
43.41 |
43.41 |
43.63 |
43.27 |
S2 |
43.13 |
43.13 |
43.56 |
|
S3 |
42.44 |
42.72 |
43.50 |
|
S4 |
41.75 |
42.03 |
43.31 |
|
|
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 |
43.54 |
1.69 |
3.9% |
0.85 |
2.0% |
9% |
False |
True |
5,193 |
10 |
45.48 |
42.81 |
2.67 |
6.1% |
0.88 |
2.0% |
33% |
False |
False |
5,007 |
20 |
45.48 |
42.08 |
3.40 |
7.8% |
0.77 |
1.8% |
47% |
False |
False |
4,468 |
40 |
46.53 |
42.08 |
4.45 |
10.2% |
0.71 |
1.6% |
36% |
False |
False |
3,664 |
60 |
48.27 |
42.08 |
6.19 |
14.2% |
0.69 |
1.6% |
26% |
False |
False |
3,163 |
80 |
49.43 |
42.08 |
7.35 |
16.8% |
0.67 |
1.5% |
22% |
False |
False |
2,734 |
100 |
49.43 |
42.08 |
7.35 |
16.8% |
0.67 |
1.5% |
22% |
False |
False |
2,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.16 |
2.618 |
46.04 |
1.618 |
45.35 |
1.000 |
44.92 |
0.618 |
44.66 |
HIGH |
44.23 |
0.618 |
43.97 |
0.500 |
43.89 |
0.382 |
43.80 |
LOW |
43.54 |
0.618 |
43.11 |
1.000 |
42.85 |
1.618 |
42.42 |
2.618 |
41.73 |
4.250 |
40.61 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
43.89 |
44.39 |
PP |
43.82 |
44.15 |
S1 |
43.76 |
43.92 |
|