CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
43.25 |
43.27 |
0.02 |
0.0% |
44.91 |
High |
43.71 |
43.54 |
-0.17 |
-0.4% |
45.23 |
Low |
43.00 |
43.11 |
0.11 |
0.3% |
43.54 |
Close |
43.27 |
43.16 |
-0.11 |
-0.3% |
43.92 |
Range |
0.71 |
0.43 |
-0.28 |
-39.4% |
1.69 |
ATR |
0.82 |
0.79 |
-0.03 |
-3.4% |
0.00 |
Volume |
5,500 |
8,720 |
3,220 |
58.5% |
23,928 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.56 |
44.29 |
43.40 |
|
R3 |
44.13 |
43.86 |
43.28 |
|
R2 |
43.70 |
43.70 |
43.24 |
|
R1 |
43.43 |
43.43 |
43.20 |
43.35 |
PP |
43.27 |
43.27 |
43.27 |
43.23 |
S1 |
43.00 |
43.00 |
43.12 |
42.92 |
S2 |
42.84 |
42.84 |
43.08 |
|
S3 |
42.41 |
42.57 |
43.04 |
|
S4 |
41.98 |
42.14 |
42.92 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.30 |
48.30 |
44.85 |
|
R3 |
47.61 |
46.61 |
44.38 |
|
R2 |
45.92 |
45.92 |
44.23 |
|
R1 |
44.92 |
44.92 |
44.07 |
44.58 |
PP |
44.23 |
44.23 |
44.23 |
44.06 |
S1 |
43.23 |
43.23 |
43.77 |
42.89 |
S2 |
42.54 |
42.54 |
43.61 |
|
S3 |
40.85 |
41.54 |
43.46 |
|
S4 |
39.16 |
39.85 |
42.99 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.63 |
43.00 |
1.63 |
3.8% |
0.77 |
1.8% |
10% |
False |
False |
6,778 |
10 |
45.23 |
43.00 |
2.23 |
5.2% |
0.79 |
1.8% |
7% |
False |
False |
5,955 |
20 |
45.48 |
42.75 |
2.73 |
6.3% |
0.80 |
1.9% |
15% |
False |
False |
5,068 |
40 |
45.75 |
42.08 |
3.67 |
8.5% |
0.73 |
1.7% |
29% |
False |
False |
4,076 |
60 |
48.27 |
42.08 |
6.19 |
14.3% |
0.71 |
1.6% |
17% |
False |
False |
3,502 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.68 |
1.6% |
15% |
False |
False |
3,046 |
100 |
49.43 |
42.08 |
7.35 |
17.0% |
0.67 |
1.6% |
15% |
False |
False |
2,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.37 |
2.618 |
44.67 |
1.618 |
44.24 |
1.000 |
43.97 |
0.618 |
43.81 |
HIGH |
43.54 |
0.618 |
43.38 |
0.500 |
43.33 |
0.382 |
43.27 |
LOW |
43.11 |
0.618 |
42.84 |
1.000 |
42.68 |
1.618 |
42.41 |
2.618 |
41.98 |
4.250 |
41.28 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
43.33 |
43.67 |
PP |
43.27 |
43.50 |
S1 |
43.22 |
43.33 |
|