CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 04-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
39.73 |
40.47 |
0.74 |
1.9% |
42.06 |
High |
40.68 |
40.76 |
0.08 |
0.2% |
42.06 |
Low |
39.71 |
40.23 |
0.52 |
1.3% |
39.53 |
Close |
40.59 |
40.56 |
-0.03 |
-0.1% |
40.56 |
Range |
0.97 |
0.53 |
-0.44 |
-45.4% |
2.53 |
ATR |
0.74 |
0.72 |
-0.01 |
-2.0% |
0.00 |
Volume |
16,069 |
11,585 |
-4,484 |
-27.9% |
54,977 |
|
Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.11 |
41.86 |
40.85 |
|
R3 |
41.58 |
41.33 |
40.71 |
|
R2 |
41.05 |
41.05 |
40.66 |
|
R1 |
40.80 |
40.80 |
40.61 |
40.93 |
PP |
40.52 |
40.52 |
40.52 |
40.58 |
S1 |
40.27 |
40.27 |
40.51 |
40.40 |
S2 |
39.99 |
39.99 |
40.46 |
|
S3 |
39.46 |
39.74 |
40.41 |
|
S4 |
38.93 |
39.21 |
40.27 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.31 |
46.96 |
41.95 |
|
R3 |
45.78 |
44.43 |
41.26 |
|
R2 |
43.25 |
43.25 |
41.02 |
|
R1 |
41.90 |
41.90 |
40.79 |
41.31 |
PP |
40.72 |
40.72 |
40.72 |
40.42 |
S1 |
39.37 |
39.37 |
40.33 |
38.78 |
S2 |
38.19 |
38.19 |
40.10 |
|
S3 |
35.66 |
36.84 |
39.86 |
|
S4 |
33.13 |
34.31 |
39.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.06 |
39.53 |
2.53 |
6.2% |
0.88 |
2.2% |
41% |
False |
False |
10,995 |
10 |
42.75 |
39.53 |
3.22 |
7.9% |
0.66 |
1.6% |
32% |
False |
False |
8,939 |
20 |
44.33 |
39.53 |
4.80 |
11.8% |
0.68 |
1.7% |
21% |
False |
False |
7,576 |
40 |
45.48 |
39.53 |
5.95 |
14.7% |
0.74 |
1.8% |
17% |
False |
False |
6,105 |
60 |
45.89 |
39.53 |
6.36 |
15.7% |
0.70 |
1.7% |
16% |
False |
False |
5,039 |
80 |
48.27 |
39.53 |
8.74 |
21.5% |
0.70 |
1.7% |
12% |
False |
False |
4,320 |
100 |
49.43 |
39.53 |
9.90 |
24.4% |
0.68 |
1.7% |
10% |
False |
False |
3,758 |
120 |
49.43 |
39.53 |
9.90 |
24.4% |
0.67 |
1.7% |
10% |
False |
False |
3,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.01 |
2.618 |
42.15 |
1.618 |
41.62 |
1.000 |
41.29 |
0.618 |
41.09 |
HIGH |
40.76 |
0.618 |
40.56 |
0.500 |
40.50 |
0.382 |
40.43 |
LOW |
40.23 |
0.618 |
39.90 |
1.000 |
39.70 |
1.618 |
39.37 |
2.618 |
38.84 |
4.250 |
37.98 |
|
|
Fisher Pivots for day following 04-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.54 |
40.42 |
PP |
40.52 |
40.28 |
S1 |
40.50 |
40.15 |
|