CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.45 |
40.62 |
-0.83 |
-2.0% |
42.58 |
High |
41.49 |
40.63 |
-0.86 |
-2.1% |
42.75 |
Low |
40.50 |
39.53 |
-0.97 |
-2.4% |
42.00 |
Close |
40.57 |
39.71 |
-0.86 |
-2.1% |
42.11 |
Range |
0.99 |
1.10 |
0.11 |
11.1% |
0.75 |
ATR |
0.69 |
0.72 |
0.03 |
4.2% |
0.00 |
Volume |
10,845 |
7,922 |
-2,923 |
-27.0% |
34,417 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.26 |
42.58 |
40.32 |
|
R3 |
42.16 |
41.48 |
40.01 |
|
R2 |
41.06 |
41.06 |
39.91 |
|
R1 |
40.38 |
40.38 |
39.81 |
40.17 |
PP |
39.96 |
39.96 |
39.96 |
39.85 |
S1 |
39.28 |
39.28 |
39.61 |
39.07 |
S2 |
38.86 |
38.86 |
39.51 |
|
S3 |
37.76 |
38.18 |
39.41 |
|
S4 |
36.66 |
37.08 |
39.11 |
|
|
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 |
42.61 |
39.53 |
3.08 |
7.8% |
0.78 |
2.0% |
6% |
False |
True |
8,505 |
10 |
43.32 |
39.53 |
3.79 |
9.5% |
0.65 |
1.6% |
5% |
False |
True |
6,964 |
20 |
44.63 |
39.53 |
5.10 |
12.8% |
0.69 |
1.7% |
4% |
False |
True |
6,801 |
40 |
45.48 |
39.53 |
5.95 |
15.0% |
0.73 |
1.8% |
3% |
False |
True |
5,630 |
60 |
46.53 |
39.53 |
7.00 |
17.6% |
0.70 |
1.8% |
3% |
False |
True |
4,685 |
80 |
48.27 |
39.53 |
8.74 |
22.0% |
0.69 |
1.7% |
2% |
False |
True |
4,073 |
100 |
49.43 |
39.53 |
9.90 |
24.9% |
0.67 |
1.7% |
2% |
False |
True |
3,512 |
120 |
49.43 |
39.53 |
9.90 |
24.9% |
0.67 |
1.7% |
2% |
False |
True |
3,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.31 |
2.618 |
43.51 |
1.618 |
42.41 |
1.000 |
41.73 |
0.618 |
41.31 |
HIGH |
40.63 |
0.618 |
40.21 |
0.500 |
40.08 |
0.382 |
39.95 |
LOW |
39.53 |
0.618 |
38.85 |
1.000 |
38.43 |
1.618 |
37.75 |
2.618 |
36.65 |
4.250 |
34.86 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.08 |
40.80 |
PP |
39.96 |
40.43 |
S1 |
39.83 |
40.07 |
|