CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
43.24 |
43.28 |
0.04 |
0.1% |
44.20 |
High |
43.45 |
43.46 |
0.01 |
0.0% |
44.33 |
Low |
42.80 |
42.62 |
-0.18 |
-0.4% |
42.62 |
Close |
43.22 |
42.77 |
-0.45 |
-1.0% |
42.77 |
Range |
0.65 |
0.84 |
0.19 |
29.2% |
1.71 |
ATR |
0.78 |
0.78 |
0.00 |
0.6% |
0.00 |
Volume |
6,489 |
8,509 |
2,020 |
31.1% |
36,733 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.47 |
44.96 |
43.23 |
|
R3 |
44.63 |
44.12 |
43.00 |
|
R2 |
43.79 |
43.79 |
42.92 |
|
R1 |
43.28 |
43.28 |
42.85 |
43.12 |
PP |
42.95 |
42.95 |
42.95 |
42.87 |
S1 |
42.44 |
42.44 |
42.69 |
42.28 |
S2 |
42.11 |
42.11 |
42.62 |
|
S3 |
41.27 |
41.60 |
42.54 |
|
S4 |
40.43 |
40.76 |
42.31 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.37 |
47.28 |
43.71 |
|
R3 |
46.66 |
45.57 |
43.24 |
|
R2 |
44.95 |
44.95 |
43.08 |
|
R1 |
43.86 |
43.86 |
42.93 |
43.55 |
PP |
43.24 |
43.24 |
43.24 |
43.09 |
S1 |
42.15 |
42.15 |
42.61 |
41.84 |
S2 |
41.53 |
41.53 |
42.46 |
|
S3 |
39.82 |
40.44 |
42.30 |
|
S4 |
38.11 |
38.73 |
41.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.33 |
42.62 |
1.71 |
4.0% |
0.73 |
1.7% |
9% |
False |
True |
7,346 |
10 |
45.23 |
42.62 |
2.61 |
6.1% |
0.78 |
1.8% |
6% |
False |
True |
6,472 |
20 |
45.48 |
42.62 |
2.86 |
6.7% |
0.81 |
1.9% |
5% |
False |
True |
5,460 |
40 |
45.75 |
42.08 |
3.67 |
8.6% |
0.75 |
1.7% |
19% |
False |
False |
4,345 |
60 |
48.24 |
42.08 |
6.16 |
14.4% |
0.71 |
1.7% |
11% |
False |
False |
3,688 |
80 |
49.43 |
42.08 |
7.35 |
17.2% |
0.69 |
1.6% |
9% |
False |
False |
3,220 |
100 |
49.43 |
42.08 |
7.35 |
17.2% |
0.68 |
1.6% |
9% |
False |
False |
2,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.03 |
2.618 |
45.66 |
1.618 |
44.82 |
1.000 |
44.30 |
0.618 |
43.98 |
HIGH |
43.46 |
0.618 |
43.14 |
0.500 |
43.04 |
0.382 |
42.94 |
LOW |
42.62 |
0.618 |
42.10 |
1.000 |
41.78 |
1.618 |
41.26 |
2.618 |
40.42 |
4.250 |
39.05 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
43.04 |
43.08 |
PP |
42.95 |
42.98 |
S1 |
42.86 |
42.87 |
|