CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 09-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
40.29 |
40.77 |
0.48 |
1.2% |
42.06 |
High |
41.00 |
41.14 |
0.14 |
0.3% |
42.06 |
Low |
40.28 |
40.68 |
0.40 |
1.0% |
39.53 |
Close |
40.75 |
40.98 |
0.23 |
0.6% |
40.56 |
Range |
0.72 |
0.46 |
-0.26 |
-36.1% |
2.53 |
ATR |
0.72 |
0.70 |
-0.02 |
-2.6% |
0.00 |
Volume |
20,496 |
23,643 |
3,147 |
15.4% |
54,977 |
|
Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.31 |
42.11 |
41.23 |
|
R3 |
41.85 |
41.65 |
41.11 |
|
R2 |
41.39 |
41.39 |
41.06 |
|
R1 |
41.19 |
41.19 |
41.02 |
41.29 |
PP |
40.93 |
40.93 |
40.93 |
40.99 |
S1 |
40.73 |
40.73 |
40.94 |
40.83 |
S2 |
40.47 |
40.47 |
40.90 |
|
S3 |
40.01 |
40.27 |
40.85 |
|
S4 |
39.55 |
39.81 |
40.73 |
|
|
Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48.31 |
46.96 |
41.95 |
|
R3 |
45.78 |
44.43 |
41.26 |
|
R2 |
43.25 |
43.25 |
41.02 |
|
R1 |
41.90 |
41.90 |
40.79 |
41.31 |
PP |
40.72 |
40.72 |
40.72 |
40.42 |
S1 |
39.37 |
39.37 |
40.33 |
38.78 |
S2 |
38.19 |
38.19 |
40.10 |
|
S3 |
35.66 |
36.84 |
39.86 |
|
S4 |
33.13 |
34.31 |
39.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.14 |
39.71 |
1.43 |
3.5% |
0.67 |
1.6% |
89% |
True |
False |
16,734 |
10 |
42.61 |
39.53 |
3.08 |
7.5% |
0.73 |
1.8% |
47% |
False |
False |
12,619 |
20 |
43.46 |
39.53 |
3.93 |
9.6% |
0.66 |
1.6% |
37% |
False |
False |
9,290 |
40 |
45.48 |
39.53 |
5.95 |
14.5% |
0.73 |
1.8% |
24% |
False |
False |
7,179 |
60 |
45.75 |
39.53 |
6.22 |
15.2% |
0.71 |
1.7% |
23% |
False |
False |
5,814 |
80 |
48.27 |
39.53 |
8.74 |
21.3% |
0.70 |
1.7% |
17% |
False |
False |
4,949 |
100 |
49.43 |
39.53 |
9.90 |
24.2% |
0.68 |
1.7% |
15% |
False |
False |
4,295 |
120 |
49.43 |
39.53 |
9.90 |
24.2% |
0.67 |
1.6% |
15% |
False |
False |
3,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.10 |
2.618 |
42.34 |
1.618 |
41.88 |
1.000 |
41.60 |
0.618 |
41.42 |
HIGH |
41.14 |
0.618 |
40.96 |
0.500 |
40.91 |
0.382 |
40.86 |
LOW |
40.68 |
0.618 |
40.40 |
1.000 |
40.22 |
1.618 |
39.94 |
2.618 |
39.48 |
4.250 |
38.73 |
|
|
Fisher Pivots for day following 09-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.96 |
40.87 |
PP |
40.93 |
40.75 |
S1 |
40.91 |
40.64 |
|