CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
43.27 |
43.24 |
-0.03 |
-0.1% |
44.91 |
High |
43.54 |
43.45 |
-0.09 |
-0.2% |
45.23 |
Low |
43.11 |
42.80 |
-0.31 |
-0.7% |
43.54 |
Close |
43.16 |
43.22 |
0.06 |
0.1% |
43.92 |
Range |
0.43 |
0.65 |
0.22 |
51.2% |
1.69 |
ATR |
0.79 |
0.78 |
-0.01 |
-1.3% |
0.00 |
Volume |
8,720 |
6,489 |
-2,231 |
-25.6% |
23,928 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.11 |
44.81 |
43.58 |
|
R3 |
44.46 |
44.16 |
43.40 |
|
R2 |
43.81 |
43.81 |
43.34 |
|
R1 |
43.51 |
43.51 |
43.28 |
43.34 |
PP |
43.16 |
43.16 |
43.16 |
43.07 |
S1 |
42.86 |
42.86 |
43.16 |
42.69 |
S2 |
42.51 |
42.51 |
43.10 |
|
S3 |
41.86 |
42.21 |
43.04 |
|
S4 |
41.21 |
41.56 |
42.86 |
|
|
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 |
42.80 |
1.83 |
4.2% |
0.76 |
1.8% |
23% |
False |
True |
6,978 |
10 |
45.23 |
42.80 |
2.43 |
5.6% |
0.81 |
1.9% |
17% |
False |
True |
6,086 |
20 |
45.48 |
42.80 |
2.68 |
6.2% |
0.81 |
1.9% |
16% |
False |
True |
5,179 |
40 |
45.75 |
42.08 |
3.67 |
8.5% |
0.74 |
1.7% |
31% |
False |
False |
4,198 |
60 |
48.27 |
42.08 |
6.19 |
14.3% |
0.71 |
1.6% |
18% |
False |
False |
3,589 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.68 |
1.6% |
16% |
False |
False |
3,121 |
100 |
49.43 |
42.08 |
7.35 |
17.0% |
0.67 |
1.6% |
16% |
False |
False |
2,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.21 |
2.618 |
45.15 |
1.618 |
44.50 |
1.000 |
44.10 |
0.618 |
43.85 |
HIGH |
43.45 |
0.618 |
43.20 |
0.500 |
43.13 |
0.382 |
43.05 |
LOW |
42.80 |
0.618 |
42.40 |
1.000 |
42.15 |
1.618 |
41.75 |
2.618 |
41.10 |
4.250 |
40.04 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
43.19 |
43.26 |
PP |
43.16 |
43.24 |
S1 |
43.13 |
43.23 |
|