CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 08-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2014 |
08-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
37.74 |
37.66 |
-0.08 |
-0.2% |
38.98 |
High |
37.94 |
37.66 |
-0.28 |
-0.7% |
39.08 |
Low |
37.46 |
37.24 |
-0.22 |
-0.6% |
38.30 |
Close |
37.70 |
37.43 |
-0.27 |
-0.7% |
38.34 |
Range |
0.48 |
0.42 |
-0.06 |
-12.5% |
0.78 |
ATR |
0.55 |
0.54 |
-0.01 |
-1.2% |
0.00 |
Volume |
831 |
291 |
-540 |
-65.0% |
26,433 |
|
Daily Pivots for day following 08-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.70 |
38.49 |
37.66 |
|
R3 |
38.28 |
38.07 |
37.55 |
|
R2 |
37.86 |
37.86 |
37.51 |
|
R1 |
37.65 |
37.65 |
37.47 |
37.55 |
PP |
37.44 |
37.44 |
37.44 |
37.39 |
S1 |
37.23 |
37.23 |
37.39 |
37.13 |
S2 |
37.02 |
37.02 |
37.35 |
|
S3 |
36.60 |
36.81 |
37.31 |
|
S4 |
36.18 |
36.39 |
37.20 |
|
|
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 |
38.87 |
37.24 |
1.63 |
4.4% |
0.48 |
1.3% |
12% |
False |
True |
1,307 |
10 |
39.40 |
37.24 |
2.16 |
5.8% |
0.46 |
1.2% |
9% |
False |
True |
6,873 |
20 |
40.56 |
37.24 |
3.32 |
8.9% |
0.53 |
1.4% |
6% |
False |
True |
25,179 |
40 |
42.05 |
37.24 |
4.81 |
12.9% |
0.60 |
1.6% |
4% |
False |
True |
35,868 |
60 |
42.40 |
37.24 |
5.16 |
13.8% |
0.63 |
1.7% |
4% |
False |
True |
30,083 |
80 |
43.32 |
37.24 |
6.08 |
16.2% |
0.64 |
1.7% |
3% |
False |
True |
25,272 |
100 |
45.48 |
37.24 |
8.24 |
22.0% |
0.68 |
1.8% |
2% |
False |
True |
21,309 |
120 |
45.75 |
37.24 |
8.51 |
22.7% |
0.68 |
1.8% |
2% |
False |
True |
18,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39.45 |
2.618 |
38.76 |
1.618 |
38.34 |
1.000 |
38.08 |
0.618 |
37.92 |
HIGH |
37.66 |
0.618 |
37.50 |
0.500 |
37.45 |
0.382 |
37.40 |
LOW |
37.24 |
0.618 |
36.98 |
1.000 |
36.82 |
1.618 |
36.56 |
2.618 |
36.14 |
4.250 |
35.46 |
|
|
Fisher Pivots for day following 08-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
37.45 |
37.75 |
PP |
37.44 |
37.64 |
S1 |
37.44 |
37.54 |
|