CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
43.28 |
42.48 |
-0.80 |
-1.8% |
44.20 |
High |
43.46 |
42.89 |
-0.57 |
-1.3% |
44.33 |
Low |
42.62 |
42.33 |
-0.29 |
-0.7% |
42.62 |
Close |
42.77 |
42.59 |
-0.18 |
-0.4% |
42.77 |
Range |
0.84 |
0.56 |
-0.28 |
-33.3% |
1.71 |
ATR |
0.78 |
0.77 |
-0.02 |
-2.0% |
0.00 |
Volume |
8,509 |
7,213 |
-1,296 |
-15.2% |
36,733 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.28 |
44.00 |
42.90 |
|
R3 |
43.72 |
43.44 |
42.74 |
|
R2 |
43.16 |
43.16 |
42.69 |
|
R1 |
42.88 |
42.88 |
42.64 |
43.02 |
PP |
42.60 |
42.60 |
42.60 |
42.68 |
S1 |
42.32 |
42.32 |
42.54 |
42.46 |
S2 |
42.04 |
42.04 |
42.49 |
|
S3 |
41.48 |
41.76 |
42.44 |
|
S4 |
40.92 |
41.20 |
42.28 |
|
|
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 |
43.71 |
42.33 |
1.38 |
3.2% |
0.64 |
1.5% |
19% |
False |
True |
7,286 |
10 |
45.23 |
42.33 |
2.90 |
6.8% |
0.77 |
1.8% |
9% |
False |
True |
6,787 |
20 |
45.48 |
42.33 |
3.15 |
7.4% |
0.80 |
1.9% |
8% |
False |
True |
5,654 |
40 |
45.75 |
42.08 |
3.67 |
8.6% |
0.75 |
1.8% |
14% |
False |
False |
4,469 |
60 |
47.18 |
42.08 |
5.10 |
12.0% |
0.70 |
1.6% |
10% |
False |
False |
3,775 |
80 |
49.43 |
42.08 |
7.35 |
17.3% |
0.69 |
1.6% |
7% |
False |
False |
3,306 |
100 |
49.43 |
42.08 |
7.35 |
17.3% |
0.68 |
1.6% |
7% |
False |
False |
2,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.27 |
2.618 |
44.36 |
1.618 |
43.80 |
1.000 |
43.45 |
0.618 |
43.24 |
HIGH |
42.89 |
0.618 |
42.68 |
0.500 |
42.61 |
0.382 |
42.54 |
LOW |
42.33 |
0.618 |
41.98 |
1.000 |
41.77 |
1.618 |
41.42 |
2.618 |
40.86 |
4.250 |
39.95 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.61 |
42.90 |
PP |
42.60 |
42.79 |
S1 |
42.60 |
42.69 |
|