CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
43.69 |
44.20 |
0.51 |
1.2% |
44.91 |
High |
44.63 |
44.33 |
-0.30 |
-0.7% |
45.23 |
Low |
43.66 |
43.30 |
-0.36 |
-0.8% |
43.54 |
Close |
43.92 |
43.36 |
-0.56 |
-1.3% |
43.92 |
Range |
0.97 |
1.03 |
0.06 |
6.2% |
1.69 |
ATR |
0.81 |
0.82 |
0.02 |
2.0% |
0.00 |
Volume |
6,670 |
7,515 |
845 |
12.7% |
23,928 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.75 |
46.09 |
43.93 |
|
R3 |
45.72 |
45.06 |
43.64 |
|
R2 |
44.69 |
44.69 |
43.55 |
|
R1 |
44.03 |
44.03 |
43.45 |
43.85 |
PP |
43.66 |
43.66 |
43.66 |
43.57 |
S1 |
43.00 |
43.00 |
43.27 |
42.82 |
S2 |
42.63 |
42.63 |
43.17 |
|
S3 |
41.60 |
41.97 |
43.08 |
|
S4 |
40.57 |
40.94 |
42.79 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.30 |
48.30 |
44.85 |
|
R3 |
47.61 |
46.61 |
44.38 |
|
R2 |
45.92 |
45.92 |
44.23 |
|
R1 |
44.92 |
44.92 |
44.07 |
44.58 |
PP |
44.23 |
44.23 |
44.23 |
44.06 |
S1 |
43.23 |
43.23 |
43.77 |
42.89 |
S2 |
42.54 |
42.54 |
43.61 |
|
S3 |
40.85 |
41.54 |
43.46 |
|
S4 |
39.16 |
39.85 |
42.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.23 |
43.30 |
1.93 |
4.5% |
0.90 |
2.1% |
3% |
False |
True |
6,288 |
10 |
45.48 |
43.30 |
2.18 |
5.0% |
0.95 |
2.2% |
3% |
False |
True |
5,686 |
20 |
45.48 |
42.17 |
3.31 |
7.6% |
0.82 |
1.9% |
36% |
False |
False |
4,866 |
40 |
45.81 |
42.08 |
3.73 |
8.6% |
0.73 |
1.7% |
34% |
False |
False |
3,885 |
60 |
48.27 |
42.08 |
6.19 |
14.3% |
0.71 |
1.6% |
21% |
False |
False |
3,321 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.68 |
1.6% |
17% |
False |
False |
2,893 |
100 |
49.43 |
42.08 |
7.35 |
17.0% |
0.67 |
1.6% |
17% |
False |
False |
2,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.71 |
2.618 |
47.03 |
1.618 |
46.00 |
1.000 |
45.36 |
0.618 |
44.97 |
HIGH |
44.33 |
0.618 |
43.94 |
0.500 |
43.82 |
0.382 |
43.69 |
LOW |
43.30 |
0.618 |
42.66 |
1.000 |
42.27 |
1.618 |
41.63 |
2.618 |
40.60 |
4.250 |
38.92 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
43.82 |
43.97 |
PP |
43.66 |
43.76 |
S1 |
43.51 |
43.56 |
|