CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
42.58 |
42.47 |
-0.11 |
-0.3% |
42.48 |
High |
42.60 |
42.75 |
0.15 |
0.4% |
43.32 |
Low |
42.27 |
42.34 |
0.07 |
0.2% |
42.27 |
Close |
42.50 |
42.37 |
-0.13 |
-0.3% |
42.58 |
Range |
0.33 |
0.41 |
0.08 |
24.2% |
1.05 |
ATR |
0.72 |
0.69 |
-0.02 |
-3.0% |
0.00 |
Volume |
3,437 |
8,372 |
4,935 |
143.6% |
25,403 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.72 |
43.45 |
42.60 |
|
R3 |
43.31 |
43.04 |
42.48 |
|
R2 |
42.90 |
42.90 |
42.45 |
|
R1 |
42.63 |
42.63 |
42.41 |
42.56 |
PP |
42.49 |
42.49 |
42.49 |
42.45 |
S1 |
42.22 |
42.22 |
42.33 |
42.15 |
S2 |
42.08 |
42.08 |
42.29 |
|
S3 |
41.67 |
41.81 |
42.26 |
|
S4 |
41.26 |
41.40 |
42.14 |
|
|
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% |
0.57 |
1.4% |
10% |
False |
False |
4,922 |
10 |
43.54 |
42.27 |
1.27 |
3.0% |
0.59 |
1.4% |
8% |
False |
False |
6,093 |
20 |
45.28 |
42.27 |
3.01 |
7.1% |
0.71 |
1.7% |
3% |
False |
False |
5,886 |
40 |
45.48 |
42.08 |
3.40 |
8.0% |
0.72 |
1.7% |
9% |
False |
False |
4,742 |
60 |
46.53 |
42.08 |
4.45 |
10.5% |
0.69 |
1.6% |
7% |
False |
False |
4,099 |
80 |
48.27 |
42.08 |
6.19 |
14.6% |
0.68 |
1.6% |
5% |
False |
False |
3,589 |
100 |
49.43 |
42.08 |
7.35 |
17.3% |
0.67 |
1.6% |
4% |
False |
False |
3,132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.49 |
2.618 |
43.82 |
1.618 |
43.41 |
1.000 |
43.16 |
0.618 |
43.00 |
HIGH |
42.75 |
0.618 |
42.59 |
0.500 |
42.55 |
0.382 |
42.50 |
LOW |
42.34 |
0.618 |
42.09 |
1.000 |
41.93 |
1.618 |
41.68 |
2.618 |
41.27 |
4.250 |
40.60 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.55 |
42.75 |
PP |
42.49 |
42.62 |
S1 |
42.43 |
42.50 |
|