CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 07-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
40.47 |
40.60 |
0.13 |
0.3% |
42.06 |
High |
40.76 |
40.80 |
0.04 |
0.1% |
42.06 |
Low |
40.23 |
40.13 |
-0.10 |
-0.2% |
39.53 |
Close |
40.56 |
40.22 |
-0.34 |
-0.8% |
40.56 |
Range |
0.53 |
0.67 |
0.14 |
26.4% |
2.53 |
ATR |
0.72 |
0.72 |
0.00 |
-0.5% |
0.00 |
Volume |
11,585 |
11,877 |
292 |
2.5% |
54,977 |
|
Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.39 |
41.98 |
40.59 |
|
R3 |
41.72 |
41.31 |
40.40 |
|
R2 |
41.05 |
41.05 |
40.34 |
|
R1 |
40.64 |
40.64 |
40.28 |
40.51 |
PP |
40.38 |
40.38 |
40.38 |
40.32 |
S1 |
39.97 |
39.97 |
40.16 |
39.84 |
S2 |
39.71 |
39.71 |
40.10 |
|
S3 |
39.04 |
39.30 |
40.04 |
|
S4 |
38.37 |
38.63 |
39.85 |
|
|
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 |
41.49 |
39.53 |
1.96 |
4.9% |
0.85 |
2.1% |
35% |
False |
False |
11,659 |
10 |
42.75 |
39.53 |
3.22 |
8.0% |
0.70 |
1.7% |
21% |
False |
False |
9,783 |
20 |
43.71 |
39.53 |
4.18 |
10.4% |
0.66 |
1.6% |
17% |
False |
False |
7,794 |
40 |
45.48 |
39.53 |
5.95 |
14.8% |
0.74 |
1.8% |
12% |
False |
False |
6,330 |
60 |
45.81 |
39.53 |
6.28 |
15.6% |
0.71 |
1.8% |
11% |
False |
False |
5,188 |
80 |
48.27 |
39.53 |
8.74 |
21.7% |
0.70 |
1.7% |
8% |
False |
False |
4,439 |
100 |
49.43 |
39.53 |
9.90 |
24.6% |
0.68 |
1.7% |
7% |
False |
False |
3,874 |
120 |
49.43 |
39.53 |
9.90 |
24.6% |
0.67 |
1.7% |
7% |
False |
False |
3,428 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.65 |
2.618 |
42.55 |
1.618 |
41.88 |
1.000 |
41.47 |
0.618 |
41.21 |
HIGH |
40.80 |
0.618 |
40.54 |
0.500 |
40.47 |
0.382 |
40.39 |
LOW |
40.13 |
0.618 |
39.72 |
1.000 |
39.46 |
1.618 |
39.05 |
2.618 |
38.38 |
4.250 |
37.28 |
|
|
Fisher Pivots for day following 07-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.47 |
40.26 |
PP |
40.38 |
40.24 |
S1 |
40.30 |
40.23 |
|