CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
41.44 |
41.04 |
-0.40 |
-1.0% |
41.91 |
High |
41.50 |
41.10 |
-0.40 |
-1.0% |
42.26 |
Low |
40.58 |
40.40 |
-0.18 |
-0.4% |
40.40 |
Close |
41.05 |
40.55 |
-0.50 |
-1.2% |
40.55 |
Range |
0.92 |
0.70 |
-0.22 |
-23.9% |
1.86 |
ATR |
0.71 |
0.71 |
0.00 |
-0.1% |
0.00 |
Volume |
40,304 |
43,363 |
3,059 |
7.6% |
141,608 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.78 |
42.37 |
40.94 |
|
R3 |
42.08 |
41.67 |
40.74 |
|
R2 |
41.38 |
41.38 |
40.68 |
|
R1 |
40.97 |
40.97 |
40.61 |
40.83 |
PP |
40.68 |
40.68 |
40.68 |
40.61 |
S1 |
40.27 |
40.27 |
40.49 |
40.13 |
S2 |
39.98 |
39.98 |
40.42 |
|
S3 |
39.28 |
39.57 |
40.36 |
|
S4 |
38.58 |
38.87 |
40.17 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.65 |
45.46 |
41.57 |
|
R3 |
44.79 |
43.60 |
41.06 |
|
R2 |
42.93 |
42.93 |
40.89 |
|
R1 |
41.74 |
41.74 |
40.72 |
41.41 |
PP |
41.07 |
41.07 |
41.07 |
40.90 |
S1 |
39.88 |
39.88 |
40.38 |
39.55 |
S2 |
39.21 |
39.21 |
40.21 |
|
S3 |
37.35 |
38.02 |
40.04 |
|
S4 |
35.49 |
36.16 |
39.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.26 |
40.40 |
1.86 |
4.6% |
0.68 |
1.7% |
8% |
False |
True |
28,321 |
10 |
42.40 |
40.40 |
2.00 |
4.9% |
0.76 |
1.9% |
8% |
False |
True |
23,099 |
20 |
42.40 |
40.40 |
2.00 |
4.9% |
0.71 |
1.7% |
8% |
False |
True |
18,512 |
40 |
43.32 |
39.53 |
3.79 |
9.3% |
0.69 |
1.7% |
27% |
False |
False |
14,675 |
60 |
45.48 |
39.53 |
5.95 |
14.7% |
0.73 |
1.8% |
17% |
False |
False |
11,603 |
80 |
45.75 |
39.53 |
6.22 |
15.3% |
0.72 |
1.8% |
16% |
False |
False |
9,510 |
100 |
48.24 |
39.53 |
8.71 |
21.5% |
0.70 |
1.7% |
12% |
False |
False |
8,083 |
120 |
49.43 |
39.53 |
9.90 |
24.4% |
0.69 |
1.7% |
10% |
False |
False |
7,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.08 |
2.618 |
42.93 |
1.618 |
42.23 |
1.000 |
41.80 |
0.618 |
41.53 |
HIGH |
41.10 |
0.618 |
40.83 |
0.500 |
40.75 |
0.382 |
40.67 |
LOW |
40.40 |
0.618 |
39.97 |
1.000 |
39.70 |
1.618 |
39.27 |
2.618 |
38.57 |
4.250 |
37.43 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
40.75 |
41.07 |
PP |
40.68 |
40.89 |
S1 |
40.62 |
40.72 |
|