CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
42.06 |
41.45 |
-0.61 |
-1.5% |
42.58 |
High |
42.06 |
41.49 |
-0.57 |
-1.4% |
42.75 |
Low |
41.25 |
40.50 |
-0.75 |
-1.8% |
42.00 |
Close |
41.40 |
40.57 |
-0.83 |
-2.0% |
42.11 |
Range |
0.81 |
0.99 |
0.18 |
22.2% |
0.75 |
ATR |
0.67 |
0.69 |
0.02 |
3.4% |
0.00 |
Volume |
8,556 |
10,845 |
2,289 |
26.8% |
34,417 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.82 |
43.19 |
41.11 |
|
R3 |
42.83 |
42.20 |
40.84 |
|
R2 |
41.84 |
41.84 |
40.75 |
|
R1 |
41.21 |
41.21 |
40.66 |
41.03 |
PP |
40.85 |
40.85 |
40.85 |
40.77 |
S1 |
40.22 |
40.22 |
40.48 |
40.04 |
S2 |
39.86 |
39.86 |
40.39 |
|
S3 |
38.87 |
39.23 |
40.30 |
|
S4 |
37.88 |
38.24 |
40.03 |
|
|
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 |
42.65 |
40.50 |
2.15 |
5.3% |
0.65 |
1.6% |
3% |
False |
True |
8,401 |
10 |
43.32 |
40.50 |
2.82 |
7.0% |
0.61 |
1.5% |
2% |
False |
True |
6,662 |
20 |
44.63 |
40.50 |
4.13 |
10.2% |
0.66 |
1.6% |
2% |
False |
True |
6,754 |
40 |
45.48 |
40.50 |
4.98 |
12.3% |
0.72 |
1.8% |
1% |
False |
True |
5,494 |
60 |
46.53 |
40.50 |
6.03 |
14.9% |
0.69 |
1.7% |
1% |
False |
True |
4,610 |
80 |
48.27 |
40.50 |
7.77 |
19.2% |
0.68 |
1.7% |
1% |
False |
True |
4,001 |
100 |
49.43 |
40.50 |
8.93 |
22.0% |
0.67 |
1.6% |
1% |
False |
True |
3,450 |
120 |
49.74 |
40.50 |
9.24 |
22.8% |
0.67 |
1.7% |
1% |
False |
True |
3,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.70 |
2.618 |
44.08 |
1.618 |
43.09 |
1.000 |
42.48 |
0.618 |
42.10 |
HIGH |
41.49 |
0.618 |
41.11 |
0.500 |
41.00 |
0.382 |
40.88 |
LOW |
40.50 |
0.618 |
39.89 |
1.000 |
39.51 |
1.618 |
38.90 |
2.618 |
37.91 |
4.250 |
36.29 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.00 |
41.56 |
PP |
40.85 |
41.23 |
S1 |
40.71 |
40.90 |
|