CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
40.62 |
39.73 |
-0.89 |
-2.2% |
42.58 |
High |
40.63 |
40.68 |
0.05 |
0.1% |
42.75 |
Low |
39.53 |
39.71 |
0.18 |
0.5% |
42.00 |
Close |
39.71 |
40.59 |
0.88 |
2.2% |
42.11 |
Range |
1.10 |
0.97 |
-0.13 |
-11.8% |
0.75 |
ATR |
0.72 |
0.74 |
0.02 |
2.5% |
0.00 |
Volume |
7,922 |
16,069 |
8,147 |
102.8% |
34,417 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.24 |
42.88 |
41.12 |
|
R3 |
42.27 |
41.91 |
40.86 |
|
R2 |
41.30 |
41.30 |
40.77 |
|
R1 |
40.94 |
40.94 |
40.68 |
41.12 |
PP |
40.33 |
40.33 |
40.33 |
40.42 |
S1 |
39.97 |
39.97 |
40.50 |
40.15 |
S2 |
39.36 |
39.36 |
40.41 |
|
S3 |
38.39 |
39.00 |
40.32 |
|
S4 |
37.42 |
38.03 |
40.06 |
|
|
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 |
7.6% |
0.88 |
2.2% |
34% |
False |
False |
10,460 |
10 |
43.22 |
39.53 |
3.69 |
9.1% |
0.68 |
1.7% |
29% |
False |
False |
8,181 |
20 |
44.63 |
39.53 |
5.10 |
12.6% |
0.70 |
1.7% |
21% |
False |
False |
7,330 |
40 |
45.48 |
39.53 |
5.95 |
14.7% |
0.73 |
1.8% |
18% |
False |
False |
5,899 |
60 |
46.53 |
39.53 |
7.00 |
17.2% |
0.71 |
1.7% |
15% |
False |
False |
4,886 |
80 |
48.27 |
39.53 |
8.74 |
21.5% |
0.69 |
1.7% |
12% |
False |
False |
4,205 |
100 |
49.43 |
39.53 |
9.90 |
24.4% |
0.67 |
1.7% |
11% |
False |
False |
3,653 |
120 |
49.43 |
39.53 |
9.90 |
24.4% |
0.67 |
1.7% |
11% |
False |
False |
3,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.80 |
2.618 |
43.22 |
1.618 |
42.25 |
1.000 |
41.65 |
0.618 |
41.28 |
HIGH |
40.68 |
0.618 |
40.31 |
0.500 |
40.20 |
0.382 |
40.08 |
LOW |
39.71 |
0.618 |
39.11 |
1.000 |
38.74 |
1.618 |
38.14 |
2.618 |
37.17 |
4.250 |
35.59 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.46 |
40.56 |
PP |
40.33 |
40.54 |
S1 |
40.20 |
40.51 |
|