CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
40.60 |
40.29 |
-0.31 |
-0.8% |
42.06 |
High |
40.80 |
41.00 |
0.20 |
0.5% |
42.06 |
Low |
40.13 |
40.28 |
0.15 |
0.4% |
39.53 |
Close |
40.22 |
40.75 |
0.53 |
1.3% |
40.56 |
Range |
0.67 |
0.72 |
0.05 |
7.5% |
2.53 |
ATR |
0.72 |
0.72 |
0.00 |
0.6% |
0.00 |
Volume |
11,877 |
20,496 |
8,619 |
72.6% |
54,977 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.84 |
42.51 |
41.15 |
|
R3 |
42.12 |
41.79 |
40.95 |
|
R2 |
41.40 |
41.40 |
40.88 |
|
R1 |
41.07 |
41.07 |
40.82 |
41.24 |
PP |
40.68 |
40.68 |
40.68 |
40.76 |
S1 |
40.35 |
40.35 |
40.68 |
40.52 |
S2 |
39.96 |
39.96 |
40.62 |
|
S3 |
39.24 |
39.63 |
40.55 |
|
S4 |
38.52 |
38.91 |
40.35 |
|
|
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 |
41.00 |
39.53 |
1.47 |
3.6% |
0.80 |
2.0% |
83% |
True |
False |
13,589 |
10 |
42.65 |
39.53 |
3.12 |
7.7% |
0.73 |
1.8% |
39% |
False |
False |
10,995 |
20 |
43.54 |
39.53 |
4.01 |
9.8% |
0.66 |
1.6% |
30% |
False |
False |
8,544 |
40 |
45.48 |
39.53 |
5.95 |
14.6% |
0.74 |
1.8% |
21% |
False |
False |
6,746 |
60 |
45.76 |
39.53 |
6.23 |
15.3% |
0.71 |
1.7% |
20% |
False |
False |
5,457 |
80 |
48.27 |
39.53 |
8.74 |
21.4% |
0.70 |
1.7% |
14% |
False |
False |
4,672 |
100 |
49.43 |
39.53 |
9.90 |
24.3% |
0.68 |
1.7% |
12% |
False |
False |
4,065 |
120 |
49.43 |
39.53 |
9.90 |
24.3% |
0.67 |
1.7% |
12% |
False |
False |
3,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.06 |
2.618 |
42.88 |
1.618 |
42.16 |
1.000 |
41.72 |
0.618 |
41.44 |
HIGH |
41.00 |
0.618 |
40.72 |
0.500 |
40.64 |
0.382 |
40.56 |
LOW |
40.28 |
0.618 |
39.84 |
1.000 |
39.56 |
1.618 |
39.12 |
2.618 |
38.40 |
4.250 |
37.22 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.71 |
40.69 |
PP |
40.68 |
40.63 |
S1 |
40.64 |
40.57 |
|