CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
44.20 |
43.25 |
-0.95 |
-2.1% |
44.91 |
High |
44.33 |
43.71 |
-0.62 |
-1.4% |
45.23 |
Low |
43.30 |
43.00 |
-0.30 |
-0.7% |
43.54 |
Close |
43.36 |
43.27 |
-0.09 |
-0.2% |
43.92 |
Range |
1.03 |
0.71 |
-0.32 |
-31.1% |
1.69 |
ATR |
0.82 |
0.82 |
-0.01 |
-1.0% |
0.00 |
Volume |
7,515 |
5,500 |
-2,015 |
-26.8% |
23,928 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.46 |
45.07 |
43.66 |
|
R3 |
44.75 |
44.36 |
43.47 |
|
R2 |
44.04 |
44.04 |
43.40 |
|
R1 |
43.65 |
43.65 |
43.34 |
43.85 |
PP |
43.33 |
43.33 |
43.33 |
43.42 |
S1 |
42.94 |
42.94 |
43.20 |
43.14 |
S2 |
42.62 |
42.62 |
43.14 |
|
S3 |
41.91 |
42.23 |
43.07 |
|
S4 |
41.20 |
41.52 |
42.88 |
|
|
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 |
44.63 |
43.00 |
1.63 |
3.8% |
0.79 |
1.8% |
17% |
False |
True |
6,430 |
10 |
45.28 |
43.00 |
2.28 |
5.3% |
0.82 |
1.9% |
12% |
False |
True |
5,679 |
20 |
45.48 |
42.75 |
2.73 |
6.3% |
0.82 |
1.9% |
19% |
False |
False |
4,948 |
40 |
45.76 |
42.08 |
3.68 |
8.5% |
0.73 |
1.7% |
32% |
False |
False |
3,913 |
60 |
48.27 |
42.08 |
6.19 |
14.3% |
0.71 |
1.6% |
19% |
False |
False |
3,382 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.68 |
1.6% |
16% |
False |
False |
2,946 |
100 |
49.43 |
42.08 |
7.35 |
17.0% |
0.68 |
1.6% |
16% |
False |
False |
2,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.73 |
2.618 |
45.57 |
1.618 |
44.86 |
1.000 |
44.42 |
0.618 |
44.15 |
HIGH |
43.71 |
0.618 |
43.44 |
0.500 |
43.36 |
0.382 |
43.27 |
LOW |
43.00 |
0.618 |
42.56 |
1.000 |
42.29 |
1.618 |
41.85 |
2.618 |
41.14 |
4.250 |
39.98 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
43.36 |
43.82 |
PP |
43.33 |
43.63 |
S1 |
43.30 |
43.45 |
|