CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 23-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
43.21 |
42.58 |
-0.63 |
-1.5% |
42.48 |
High |
43.22 |
42.60 |
-0.62 |
-1.4% |
43.32 |
Low |
42.48 |
42.27 |
-0.21 |
-0.5% |
42.27 |
Close |
42.58 |
42.50 |
-0.08 |
-0.2% |
42.58 |
Range |
0.74 |
0.33 |
-0.41 |
-55.4% |
1.05 |
ATR |
0.74 |
0.72 |
-0.03 |
-4.0% |
0.00 |
Volume |
4,004 |
3,437 |
-567 |
-14.2% |
25,403 |
|
Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.45 |
43.30 |
42.68 |
|
R3 |
43.12 |
42.97 |
42.59 |
|
R2 |
42.79 |
42.79 |
42.56 |
|
R1 |
42.64 |
42.64 |
42.53 |
42.55 |
PP |
42.46 |
42.46 |
42.46 |
42.41 |
S1 |
42.31 |
42.31 |
42.47 |
42.22 |
S2 |
42.13 |
42.13 |
42.44 |
|
S3 |
41.80 |
41.98 |
42.41 |
|
S4 |
41.47 |
41.65 |
42.32 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.87 |
45.28 |
43.16 |
|
R3 |
44.82 |
44.23 |
42.87 |
|
R2 |
43.77 |
43.77 |
42.77 |
|
R1 |
43.18 |
43.18 |
42.68 |
43.48 |
PP |
42.72 |
42.72 |
42.72 |
42.87 |
S1 |
42.13 |
42.13 |
42.48 |
42.43 |
S2 |
41.67 |
41.67 |
42.39 |
|
S3 |
40.62 |
41.08 |
42.29 |
|
S4 |
39.57 |
40.03 |
42.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.32 |
42.27 |
1.05 |
2.5% |
0.61 |
1.4% |
22% |
False |
True |
4,325 |
10 |
43.71 |
42.27 |
1.44 |
3.4% |
0.62 |
1.5% |
16% |
False |
True |
5,805 |
20 |
45.48 |
42.27 |
3.21 |
7.6% |
0.79 |
1.8% |
7% |
False |
True |
5,746 |
40 |
45.48 |
42.08 |
3.40 |
8.0% |
0.73 |
1.7% |
12% |
False |
False |
4,589 |
60 |
46.53 |
42.08 |
4.45 |
10.5% |
0.69 |
1.6% |
9% |
False |
False |
3,978 |
80 |
48.30 |
42.08 |
6.22 |
14.6% |
0.68 |
1.6% |
7% |
False |
False |
3,502 |
100 |
49.43 |
42.08 |
7.35 |
17.3% |
0.67 |
1.6% |
6% |
False |
False |
3,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.00 |
2.618 |
43.46 |
1.618 |
43.13 |
1.000 |
42.93 |
0.618 |
42.80 |
HIGH |
42.60 |
0.618 |
42.47 |
0.500 |
42.44 |
0.382 |
42.40 |
LOW |
42.27 |
0.618 |
42.07 |
1.000 |
41.94 |
1.618 |
41.74 |
2.618 |
41.41 |
4.250 |
40.87 |
|
|
Fisher Pivots for day following 23-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.48 |
42.80 |
PP |
42.46 |
42.70 |
S1 |
42.44 |
42.60 |
|