CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 06-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2014 |
06-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
38.62 |
38.26 |
-0.36 |
-0.9% |
38.98 |
High |
38.82 |
38.26 |
-0.56 |
-1.4% |
39.08 |
Low |
38.30 |
37.82 |
-0.48 |
-1.3% |
38.30 |
Close |
38.34 |
37.87 |
-0.47 |
-1.2% |
38.34 |
Range |
0.52 |
0.44 |
-0.08 |
-15.4% |
0.78 |
ATR |
0.56 |
0.56 |
0.00 |
-0.5% |
0.00 |
Volume |
1,362 |
1,135 |
-227 |
-16.7% |
26,433 |
|
Daily Pivots for day following 06-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39.30 |
39.03 |
38.11 |
|
R3 |
38.86 |
38.59 |
37.99 |
|
R2 |
38.42 |
38.42 |
37.95 |
|
R1 |
38.15 |
38.15 |
37.91 |
38.07 |
PP |
37.98 |
37.98 |
37.98 |
37.94 |
S1 |
37.71 |
37.71 |
37.83 |
37.63 |
S2 |
37.54 |
37.54 |
37.79 |
|
S3 |
37.10 |
37.27 |
37.75 |
|
S4 |
36.66 |
36.83 |
37.63 |
|
|
Weekly Pivots for week ending 03-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.91 |
40.41 |
38.77 |
|
R3 |
40.13 |
39.63 |
38.55 |
|
R2 |
39.35 |
39.35 |
38.48 |
|
R1 |
38.85 |
38.85 |
38.41 |
38.71 |
PP |
38.57 |
38.57 |
38.57 |
38.51 |
S1 |
38.07 |
38.07 |
38.27 |
37.93 |
S2 |
37.79 |
37.79 |
38.20 |
|
S3 |
37.01 |
37.29 |
38.13 |
|
S4 |
36.23 |
36.51 |
37.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
39.08 |
37.82 |
1.26 |
3.3% |
0.49 |
1.3% |
4% |
False |
True |
5,513 |
10 |
39.69 |
37.82 |
1.87 |
4.9% |
0.46 |
1.2% |
3% |
False |
True |
11,580 |
20 |
40.96 |
37.82 |
3.14 |
8.3% |
0.54 |
1.4% |
2% |
False |
True |
30,499 |
40 |
42.05 |
37.82 |
4.23 |
11.2% |
0.62 |
1.6% |
1% |
False |
True |
37,932 |
60 |
42.40 |
37.82 |
4.58 |
12.1% |
0.65 |
1.7% |
1% |
False |
True |
30,830 |
80 |
43.46 |
37.82 |
5.64 |
14.9% |
0.65 |
1.7% |
1% |
False |
True |
25,445 |
100 |
45.48 |
37.82 |
7.66 |
20.2% |
0.68 |
1.8% |
1% |
False |
True |
21,370 |
120 |
45.75 |
37.82 |
7.93 |
20.9% |
0.68 |
1.8% |
1% |
False |
True |
18,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
40.13 |
2.618 |
39.41 |
1.618 |
38.97 |
1.000 |
38.70 |
0.618 |
38.53 |
HIGH |
38.26 |
0.618 |
38.09 |
0.500 |
38.04 |
0.382 |
37.99 |
LOW |
37.82 |
0.618 |
37.55 |
1.000 |
37.38 |
1.618 |
37.11 |
2.618 |
36.67 |
4.250 |
35.95 |
|
|
Fisher Pivots for day following 06-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
38.04 |
38.35 |
PP |
37.98 |
38.19 |
S1 |
37.93 |
38.03 |
|