CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
42.61 |
42.46 |
-0.15 |
-0.4% |
44.20 |
High |
42.87 |
43.02 |
0.15 |
0.3% |
44.33 |
Low |
42.28 |
42.27 |
-0.01 |
0.0% |
42.62 |
Close |
42.46 |
42.95 |
0.49 |
1.2% |
42.77 |
Range |
0.59 |
0.75 |
0.16 |
27.1% |
1.71 |
ATR |
0.75 |
0.75 |
0.00 |
0.0% |
0.00 |
Volume |
5,387 |
4,896 |
-491 |
-9.1% |
36,733 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.00 |
44.72 |
43.36 |
|
R3 |
44.25 |
43.97 |
43.16 |
|
R2 |
43.50 |
43.50 |
43.09 |
|
R1 |
43.22 |
43.22 |
43.02 |
43.36 |
PP |
42.75 |
42.75 |
42.75 |
42.82 |
S1 |
42.47 |
42.47 |
42.88 |
42.61 |
S2 |
42.00 |
42.00 |
42.81 |
|
S3 |
41.25 |
41.72 |
42.74 |
|
S4 |
40.50 |
40.97 |
42.54 |
|
|
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 |
43.46 |
42.27 |
1.19 |
2.8% |
0.68 |
1.6% |
57% |
False |
True |
6,498 |
10 |
44.63 |
42.27 |
2.36 |
5.5% |
0.72 |
1.7% |
29% |
False |
True |
6,638 |
20 |
45.48 |
42.27 |
3.21 |
7.5% |
0.80 |
1.9% |
21% |
False |
True |
5,747 |
40 |
45.48 |
42.08 |
3.40 |
7.9% |
0.75 |
1.7% |
26% |
False |
False |
4,618 |
60 |
46.53 |
42.08 |
4.45 |
10.4% |
0.70 |
1.6% |
20% |
False |
False |
3,898 |
80 |
49.11 |
42.08 |
7.03 |
16.4% |
0.68 |
1.6% |
12% |
False |
False |
3,418 |
100 |
49.43 |
42.08 |
7.35 |
17.1% |
0.68 |
1.6% |
12% |
False |
False |
2,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.21 |
2.618 |
44.98 |
1.618 |
44.23 |
1.000 |
43.77 |
0.618 |
43.48 |
HIGH |
43.02 |
0.618 |
42.73 |
0.500 |
42.65 |
0.382 |
42.56 |
LOW |
42.27 |
0.618 |
41.81 |
1.000 |
41.52 |
1.618 |
41.06 |
2.618 |
40.31 |
4.250 |
39.08 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.85 |
42.85 |
PP |
42.75 |
42.75 |
S1 |
42.65 |
42.65 |
|