CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 09-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2014 |
09-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
37.66 |
37.51 |
-0.15 |
-0.4% |
38.98 |
High |
37.66 |
37.74 |
0.08 |
0.2% |
39.08 |
Low |
37.24 |
37.46 |
0.22 |
0.6% |
38.30 |
Close |
37.43 |
37.74 |
0.31 |
0.8% |
38.34 |
Range |
0.42 |
0.28 |
-0.14 |
-33.3% |
0.78 |
ATR |
0.54 |
0.53 |
-0.02 |
-3.1% |
0.00 |
Volume |
291 |
794 |
503 |
172.9% |
26,433 |
|
Daily Pivots for day following 09-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.49 |
38.39 |
37.89 |
|
R3 |
38.21 |
38.11 |
37.82 |
|
R2 |
37.93 |
37.93 |
37.79 |
|
R1 |
37.83 |
37.83 |
37.77 |
37.88 |
PP |
37.65 |
37.65 |
37.65 |
37.67 |
S1 |
37.55 |
37.55 |
37.71 |
37.60 |
S2 |
37.37 |
37.37 |
37.69 |
|
S3 |
37.09 |
37.27 |
37.66 |
|
S4 |
36.81 |
36.99 |
37.59 |
|
|
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 |
38.82 |
37.24 |
1.58 |
4.2% |
0.43 |
1.1% |
32% |
False |
False |
882 |
10 |
39.24 |
37.24 |
2.00 |
5.3% |
0.45 |
1.2% |
25% |
False |
False |
6,226 |
20 |
40.56 |
37.24 |
3.32 |
8.8% |
0.50 |
1.3% |
15% |
False |
False |
22,107 |
40 |
42.05 |
37.24 |
4.81 |
12.7% |
0.59 |
1.6% |
10% |
False |
False |
35,149 |
60 |
42.40 |
37.24 |
5.16 |
13.7% |
0.63 |
1.7% |
10% |
False |
False |
29,743 |
80 |
43.32 |
37.24 |
6.08 |
16.1% |
0.64 |
1.7% |
8% |
False |
False |
25,191 |
100 |
45.48 |
37.24 |
8.24 |
21.8% |
0.67 |
1.8% |
6% |
False |
False |
21,284 |
120 |
45.75 |
37.24 |
8.51 |
22.5% |
0.68 |
1.8% |
6% |
False |
False |
18,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.93 |
2.618 |
38.47 |
1.618 |
38.19 |
1.000 |
38.02 |
0.618 |
37.91 |
HIGH |
37.74 |
0.618 |
37.63 |
0.500 |
37.60 |
0.382 |
37.57 |
LOW |
37.46 |
0.618 |
37.29 |
1.000 |
37.18 |
1.618 |
37.01 |
2.618 |
36.73 |
4.250 |
36.27 |
|
|
Fisher Pivots for day following 09-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
37.69 |
37.69 |
PP |
37.65 |
37.64 |
S1 |
37.60 |
37.59 |
|