CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
45.60 |
45.51 |
-0.09 |
-0.2% |
46.02 |
High |
45.76 |
45.68 |
-0.08 |
-0.2% |
46.53 |
Low |
45.33 |
45.28 |
-0.05 |
-0.1% |
45.46 |
Close |
45.36 |
45.55 |
0.19 |
0.4% |
45.83 |
Range |
0.43 |
0.40 |
-0.03 |
-7.0% |
1.07 |
ATR |
0.62 |
0.61 |
-0.02 |
-2.6% |
0.00 |
Volume |
2,227 |
1,578 |
-649 |
-29.1% |
14,937 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.70 |
46.53 |
45.77 |
|
R3 |
46.30 |
46.13 |
45.66 |
|
R2 |
45.90 |
45.90 |
45.62 |
|
R1 |
45.73 |
45.73 |
45.59 |
45.82 |
PP |
45.50 |
45.50 |
45.50 |
45.55 |
S1 |
45.33 |
45.33 |
45.51 |
45.42 |
S2 |
45.10 |
45.10 |
45.48 |
|
S3 |
44.70 |
44.93 |
45.44 |
|
S4 |
44.30 |
44.53 |
45.33 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.15 |
48.56 |
46.42 |
|
R3 |
48.08 |
47.49 |
46.12 |
|
R2 |
47.01 |
47.01 |
46.03 |
|
R1 |
46.42 |
46.42 |
45.93 |
46.18 |
PP |
45.94 |
45.94 |
45.94 |
45.82 |
S1 |
45.35 |
45.35 |
45.73 |
45.11 |
S2 |
44.87 |
44.87 |
45.63 |
|
S3 |
43.80 |
44.28 |
45.54 |
|
S4 |
42.73 |
43.21 |
45.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.53 |
45.24 |
1.29 |
2.8% |
0.53 |
1.2% |
24% |
False |
False |
2,702 |
10 |
46.53 |
45.24 |
1.29 |
2.8% |
0.54 |
1.2% |
24% |
False |
False |
2,704 |
20 |
48.27 |
44.55 |
3.72 |
8.2% |
0.65 |
1.4% |
27% |
False |
False |
2,370 |
40 |
49.43 |
44.55 |
4.88 |
10.7% |
0.62 |
1.4% |
20% |
False |
False |
2,044 |
60 |
49.43 |
44.55 |
4.88 |
10.7% |
0.63 |
1.4% |
20% |
False |
False |
1,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.38 |
2.618 |
46.73 |
1.618 |
46.33 |
1.000 |
46.08 |
0.618 |
45.93 |
HIGH |
45.68 |
0.618 |
45.53 |
0.500 |
45.48 |
0.382 |
45.43 |
LOW |
45.28 |
0.618 |
45.03 |
1.000 |
44.88 |
1.618 |
44.63 |
2.618 |
44.23 |
4.250 |
43.58 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
45.53 |
45.54 |
PP |
45.50 |
45.53 |
S1 |
45.48 |
45.53 |
|