CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
42.48 |
42.61 |
0.13 |
0.3% |
44.20 |
High |
42.89 |
42.87 |
-0.02 |
0.0% |
44.33 |
Low |
42.33 |
42.28 |
-0.05 |
-0.1% |
42.62 |
Close |
42.59 |
42.46 |
-0.13 |
-0.3% |
42.77 |
Range |
0.56 |
0.59 |
0.03 |
5.4% |
1.71 |
ATR |
0.77 |
0.75 |
-0.01 |
-1.6% |
0.00 |
Volume |
7,213 |
5,387 |
-1,826 |
-25.3% |
36,733 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.31 |
43.97 |
42.78 |
|
R3 |
43.72 |
43.38 |
42.62 |
|
R2 |
43.13 |
43.13 |
42.57 |
|
R1 |
42.79 |
42.79 |
42.51 |
42.67 |
PP |
42.54 |
42.54 |
42.54 |
42.47 |
S1 |
42.20 |
42.20 |
42.41 |
42.08 |
S2 |
41.95 |
41.95 |
42.35 |
|
S3 |
41.36 |
41.61 |
42.30 |
|
S4 |
40.77 |
41.02 |
42.14 |
|
|
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 |
43.54 |
42.28 |
1.26 |
3.0% |
0.61 |
1.4% |
14% |
False |
True |
7,263 |
10 |
44.63 |
42.28 |
2.35 |
5.5% |
0.70 |
1.7% |
8% |
False |
True |
6,846 |
20 |
45.48 |
42.28 |
3.20 |
7.5% |
0.80 |
1.9% |
6% |
False |
True |
5,745 |
40 |
45.61 |
42.08 |
3.53 |
8.3% |
0.75 |
1.8% |
11% |
False |
False |
4,550 |
60 |
46.53 |
42.08 |
4.45 |
10.5% |
0.70 |
1.6% |
9% |
False |
False |
3,849 |
80 |
49.11 |
42.08 |
7.03 |
16.6% |
0.68 |
1.6% |
5% |
False |
False |
3,365 |
100 |
49.43 |
42.08 |
7.35 |
17.3% |
0.68 |
1.6% |
5% |
False |
False |
2,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.38 |
2.618 |
44.41 |
1.618 |
43.82 |
1.000 |
43.46 |
0.618 |
43.23 |
HIGH |
42.87 |
0.618 |
42.64 |
0.500 |
42.58 |
0.382 |
42.51 |
LOW |
42.28 |
0.618 |
41.92 |
1.000 |
41.69 |
1.618 |
41.33 |
2.618 |
40.74 |
4.250 |
39.77 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.58 |
42.87 |
PP |
42.54 |
42.73 |
S1 |
42.50 |
42.60 |
|