CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
42.31 |
42.06 |
-0.25 |
-0.6% |
42.58 |
High |
42.61 |
42.06 |
-0.55 |
-1.3% |
42.75 |
Low |
42.06 |
41.25 |
-0.81 |
-1.9% |
42.00 |
Close |
42.11 |
41.40 |
-0.71 |
-1.7% |
42.11 |
Range |
0.55 |
0.81 |
0.26 |
47.3% |
0.75 |
ATR |
0.65 |
0.67 |
0.01 |
2.3% |
0.00 |
Volume |
8,909 |
8,556 |
-353 |
-4.0% |
34,417 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.00 |
43.51 |
41.85 |
|
R3 |
43.19 |
42.70 |
41.62 |
|
R2 |
42.38 |
42.38 |
41.55 |
|
R1 |
41.89 |
41.89 |
41.47 |
41.73 |
PP |
41.57 |
41.57 |
41.57 |
41.49 |
S1 |
41.08 |
41.08 |
41.33 |
40.92 |
S2 |
40.76 |
40.76 |
41.25 |
|
S3 |
39.95 |
40.27 |
41.18 |
|
S4 |
39.14 |
39.46 |
40.95 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.54 |
44.07 |
42.52 |
|
R3 |
43.79 |
43.32 |
42.32 |
|
R2 |
43.04 |
43.04 |
42.25 |
|
R1 |
42.57 |
42.57 |
42.18 |
42.43 |
PP |
42.29 |
42.29 |
42.29 |
42.22 |
S1 |
41.82 |
41.82 |
42.04 |
41.68 |
S2 |
41.54 |
41.54 |
41.97 |
|
S3 |
40.79 |
41.07 |
41.90 |
|
S4 |
40.04 |
40.32 |
41.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.75 |
41.25 |
1.50 |
3.6% |
0.54 |
1.3% |
10% |
False |
True |
7,907 |
10 |
43.32 |
41.25 |
2.07 |
5.0% |
0.57 |
1.4% |
7% |
False |
True |
6,116 |
20 |
45.23 |
41.25 |
3.98 |
9.6% |
0.67 |
1.6% |
4% |
False |
True |
6,451 |
40 |
45.48 |
41.25 |
4.23 |
10.2% |
0.72 |
1.7% |
4% |
False |
True |
5,266 |
60 |
46.53 |
41.25 |
5.28 |
12.8% |
0.68 |
1.6% |
3% |
False |
True |
4,465 |
80 |
48.27 |
41.25 |
7.02 |
17.0% |
0.68 |
1.6% |
2% |
False |
True |
3,883 |
100 |
49.43 |
41.25 |
8.18 |
19.8% |
0.67 |
1.6% |
2% |
False |
True |
3,355 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.50 |
2.618 |
44.18 |
1.618 |
43.37 |
1.000 |
42.87 |
0.618 |
42.56 |
HIGH |
42.06 |
0.618 |
41.75 |
0.500 |
41.66 |
0.382 |
41.56 |
LOW |
41.25 |
0.618 |
40.75 |
1.000 |
40.44 |
1.618 |
39.94 |
2.618 |
39.13 |
4.250 |
37.81 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
41.66 |
41.93 |
PP |
41.57 |
41.75 |
S1 |
41.49 |
41.58 |
|