CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 14-Jan-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2014 |
14-Jan-2014 |
Change |
Change % |
Previous Week |
Open |
37.74 |
37.62 |
-0.12 |
-0.3% |
38.26 |
High |
37.74 |
37.62 |
-0.12 |
-0.3% |
38.26 |
Low |
37.57 |
37.40 |
-0.17 |
-0.5% |
37.24 |
Close |
37.57 |
37.40 |
-0.17 |
-0.5% |
37.95 |
Range |
0.17 |
0.22 |
0.05 |
29.4% |
1.02 |
ATR |
0.52 |
0.49 |
-0.02 |
-4.1% |
0.00 |
Volume |
54 |
155 |
101 |
187.0% |
3,703 |
|
Daily Pivots for day following 14-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38.13 |
37.99 |
37.52 |
|
R3 |
37.91 |
37.77 |
37.46 |
|
R2 |
37.69 |
37.69 |
37.44 |
|
R1 |
37.55 |
37.55 |
37.42 |
37.51 |
PP |
37.47 |
37.47 |
37.47 |
37.46 |
S1 |
37.33 |
37.33 |
37.38 |
37.29 |
S2 |
37.25 |
37.25 |
37.36 |
|
S3 |
37.03 |
37.11 |
37.34 |
|
S4 |
36.81 |
36.89 |
37.28 |
|
|
Weekly Pivots for week ending 10-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
40.88 |
40.43 |
38.51 |
|
R3 |
39.86 |
39.41 |
38.23 |
|
R2 |
38.84 |
38.84 |
38.14 |
|
R1 |
38.39 |
38.39 |
38.04 |
38.11 |
PP |
37.82 |
37.82 |
37.82 |
37.67 |
S1 |
37.37 |
37.37 |
37.86 |
37.09 |
S2 |
36.80 |
36.80 |
37.76 |
|
S3 |
35.78 |
36.35 |
37.67 |
|
S4 |
34.76 |
35.33 |
37.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37.95 |
37.24 |
0.71 |
1.9% |
0.32 |
0.9% |
23% |
False |
False |
389 |
10 |
38.96 |
37.24 |
1.72 |
4.6% |
0.40 |
1.1% |
9% |
False |
False |
1,466 |
20 |
40.22 |
37.24 |
2.98 |
8.0% |
0.46 |
1.2% |
5% |
False |
False |
15,180 |
40 |
42.05 |
37.24 |
4.81 |
12.9% |
0.56 |
1.5% |
3% |
False |
False |
32,645 |
60 |
42.40 |
37.24 |
5.16 |
13.8% |
0.60 |
1.6% |
3% |
False |
False |
29,139 |
80 |
43.22 |
37.24 |
5.98 |
16.0% |
0.63 |
1.7% |
3% |
False |
False |
25,025 |
100 |
45.48 |
37.24 |
8.24 |
22.0% |
0.66 |
1.8% |
2% |
False |
False |
21,169 |
120 |
45.48 |
37.24 |
8.24 |
22.0% |
0.67 |
1.8% |
2% |
False |
False |
18,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38.56 |
2.618 |
38.20 |
1.618 |
37.98 |
1.000 |
37.84 |
0.618 |
37.76 |
HIGH |
37.62 |
0.618 |
37.54 |
0.500 |
37.51 |
0.382 |
37.48 |
LOW |
37.40 |
0.618 |
37.26 |
1.000 |
37.18 |
1.618 |
37.04 |
2.618 |
36.82 |
4.250 |
36.47 |
|
|
Fisher Pivots for day following 14-Jan-2014 |
Pivot |
1 day |
3 day |
R1 |
37.51 |
37.68 |
PP |
37.47 |
37.58 |
S1 |
37.44 |
37.49 |
|