CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.05 |
41.46 |
0.41 |
1.0% |
40.60 |
High |
41.63 |
41.53 |
-0.10 |
-0.2% |
41.63 |
Low |
40.97 |
40.44 |
-0.53 |
-1.3% |
40.13 |
Close |
41.53 |
40.61 |
-0.92 |
-2.2% |
40.61 |
Range |
0.66 |
1.09 |
0.43 |
65.2% |
1.50 |
ATR |
0.70 |
0.73 |
0.03 |
4.0% |
0.00 |
Volume |
19,240 |
26,702 |
7,462 |
38.8% |
101,958 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.13 |
43.46 |
41.21 |
|
R3 |
43.04 |
42.37 |
40.91 |
|
R2 |
41.95 |
41.95 |
40.81 |
|
R1 |
41.28 |
41.28 |
40.71 |
41.07 |
PP |
40.86 |
40.86 |
40.86 |
40.76 |
S1 |
40.19 |
40.19 |
40.51 |
39.98 |
S2 |
39.77 |
39.77 |
40.41 |
|
S3 |
38.68 |
39.10 |
40.31 |
|
S4 |
37.59 |
38.01 |
40.01 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.29 |
44.45 |
41.44 |
|
R3 |
43.79 |
42.95 |
41.02 |
|
R2 |
42.29 |
42.29 |
40.89 |
|
R1 |
41.45 |
41.45 |
40.75 |
41.87 |
PP |
40.79 |
40.79 |
40.79 |
41.00 |
S1 |
39.95 |
39.95 |
40.47 |
40.37 |
S2 |
39.29 |
39.29 |
40.34 |
|
S3 |
37.79 |
38.45 |
40.20 |
|
S4 |
36.29 |
36.95 |
39.79 |
|
|
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 |
3.7% |
0.72 |
1.8% |
32% |
False |
False |
20,391 |
10 |
42.06 |
39.53 |
2.53 |
6.2% |
0.80 |
2.0% |
43% |
False |
False |
15,693 |
20 |
43.32 |
39.53 |
3.79 |
9.3% |
0.67 |
1.7% |
28% |
False |
False |
10,837 |
40 |
45.48 |
39.53 |
5.95 |
14.7% |
0.74 |
1.8% |
18% |
False |
False |
8,148 |
60 |
45.75 |
39.53 |
6.22 |
15.3% |
0.72 |
1.8% |
17% |
False |
False |
6,509 |
80 |
48.24 |
39.53 |
8.71 |
21.4% |
0.70 |
1.7% |
12% |
False |
False |
5,475 |
100 |
49.43 |
39.53 |
9.90 |
24.4% |
0.68 |
1.7% |
11% |
False |
False |
4,744 |
120 |
49.43 |
39.53 |
9.90 |
24.4% |
0.68 |
1.7% |
11% |
False |
False |
4,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.16 |
2.618 |
44.38 |
1.618 |
43.29 |
1.000 |
42.62 |
0.618 |
42.20 |
HIGH |
41.53 |
0.618 |
41.11 |
0.500 |
40.99 |
0.382 |
40.86 |
LOW |
40.44 |
0.618 |
39.77 |
1.000 |
39.35 |
1.618 |
38.68 |
2.618 |
37.59 |
4.250 |
35.81 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.99 |
41.04 |
PP |
40.86 |
40.89 |
S1 |
40.74 |
40.75 |
|