CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 10-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
40.77 |
41.05 |
0.28 |
0.7% |
42.06 |
High |
41.14 |
41.63 |
0.49 |
1.2% |
42.06 |
Low |
40.68 |
40.97 |
0.29 |
0.7% |
39.53 |
Close |
40.98 |
41.53 |
0.55 |
1.3% |
40.56 |
Range |
0.46 |
0.66 |
0.20 |
43.5% |
2.53 |
ATR |
0.70 |
0.70 |
0.00 |
-0.5% |
0.00 |
Volume |
23,643 |
19,240 |
-4,403 |
-18.6% |
54,977 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.36 |
43.10 |
41.89 |
|
R3 |
42.70 |
42.44 |
41.71 |
|
R2 |
42.04 |
42.04 |
41.65 |
|
R1 |
41.78 |
41.78 |
41.59 |
41.91 |
PP |
41.38 |
41.38 |
41.38 |
41.44 |
S1 |
41.12 |
41.12 |
41.47 |
41.25 |
S2 |
40.72 |
40.72 |
41.41 |
|
S3 |
40.06 |
40.46 |
41.35 |
|
S4 |
39.40 |
39.80 |
41.17 |
|
|
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 |
41.63 |
40.13 |
1.50 |
3.6% |
0.61 |
1.5% |
93% |
True |
False |
17,368 |
10 |
42.61 |
39.53 |
3.08 |
7.4% |
0.75 |
1.8% |
65% |
False |
False |
13,914 |
20 |
43.46 |
39.53 |
3.93 |
9.5% |
0.66 |
1.6% |
51% |
False |
False |
9,928 |
40 |
45.48 |
39.53 |
5.95 |
14.3% |
0.73 |
1.8% |
34% |
False |
False |
7,554 |
60 |
45.75 |
39.53 |
6.22 |
15.0% |
0.71 |
1.7% |
32% |
False |
False |
6,108 |
80 |
48.27 |
39.53 |
8.74 |
21.0% |
0.70 |
1.7% |
23% |
False |
False |
5,173 |
100 |
49.43 |
39.53 |
9.90 |
23.8% |
0.68 |
1.6% |
20% |
False |
False |
4,482 |
120 |
49.43 |
39.53 |
9.90 |
23.8% |
0.67 |
1.6% |
20% |
False |
False |
3,947 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.44 |
2.618 |
43.36 |
1.618 |
42.70 |
1.000 |
42.29 |
0.618 |
42.04 |
HIGH |
41.63 |
0.618 |
41.38 |
0.500 |
41.30 |
0.382 |
41.22 |
LOW |
40.97 |
0.618 |
40.56 |
1.000 |
40.31 |
1.618 |
39.90 |
2.618 |
39.24 |
4.250 |
38.17 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.45 |
41.34 |
PP |
41.38 |
41.15 |
S1 |
41.30 |
40.96 |
|