CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
42.47 |
42.39 |
-0.08 |
-0.2% |
42.48 |
High |
42.75 |
42.65 |
-0.10 |
-0.2% |
43.32 |
Low |
42.34 |
42.18 |
-0.16 |
-0.4% |
42.27 |
Close |
42.37 |
42.37 |
0.00 |
0.0% |
42.58 |
Range |
0.41 |
0.47 |
0.06 |
14.6% |
1.05 |
ATR |
0.69 |
0.68 |
-0.02 |
-2.3% |
0.00 |
Volume |
8,372 |
7,403 |
-969 |
-11.6% |
25,403 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.81 |
43.56 |
42.63 |
|
R3 |
43.34 |
43.09 |
42.50 |
|
R2 |
42.87 |
42.87 |
42.46 |
|
R1 |
42.62 |
42.62 |
42.41 |
42.51 |
PP |
42.40 |
42.40 |
42.40 |
42.35 |
S1 |
42.15 |
42.15 |
42.33 |
42.04 |
S2 |
41.93 |
41.93 |
42.28 |
|
S3 |
41.46 |
41.68 |
42.24 |
|
S4 |
40.99 |
41.21 |
42.11 |
|
|
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 |
42.18 |
1.14 |
2.7% |
0.52 |
1.2% |
17% |
False |
True |
5,423 |
10 |
43.46 |
42.18 |
1.28 |
3.0% |
0.60 |
1.4% |
15% |
False |
True |
5,961 |
20 |
45.23 |
42.18 |
3.05 |
7.2% |
0.69 |
1.6% |
6% |
False |
True |
5,958 |
40 |
45.48 |
42.08 |
3.40 |
8.0% |
0.72 |
1.7% |
9% |
False |
False |
4,866 |
60 |
46.53 |
42.08 |
4.45 |
10.5% |
0.68 |
1.6% |
7% |
False |
False |
4,185 |
80 |
48.27 |
42.08 |
6.19 |
14.6% |
0.68 |
1.6% |
5% |
False |
False |
3,668 |
100 |
49.43 |
42.08 |
7.35 |
17.3% |
0.67 |
1.6% |
4% |
False |
False |
3,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.65 |
2.618 |
43.88 |
1.618 |
43.41 |
1.000 |
43.12 |
0.618 |
42.94 |
HIGH |
42.65 |
0.618 |
42.47 |
0.500 |
42.42 |
0.382 |
42.36 |
LOW |
42.18 |
0.618 |
41.89 |
1.000 |
41.71 |
1.618 |
41.42 |
2.618 |
40.95 |
4.250 |
40.18 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
42.42 |
42.47 |
PP |
42.40 |
42.43 |
S1 |
42.39 |
42.40 |
|