CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 05-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
43.13 |
42.92 |
-0.21 |
-0.5% |
43.84 |
High |
43.38 |
43.44 |
0.06 |
0.1% |
43.84 |
Low |
42.62 |
42.61 |
-0.01 |
0.0% |
42.62 |
Close |
42.95 |
43.39 |
0.44 |
1.0% |
42.95 |
Range |
0.76 |
0.83 |
0.07 |
9.2% |
1.22 |
ATR |
0.65 |
0.66 |
0.01 |
2.0% |
0.00 |
Volume |
2,716 |
1,728 |
-988 |
-36.4% |
12,455 |
|
Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.64 |
45.34 |
43.85 |
|
R3 |
44.81 |
44.51 |
43.62 |
|
R2 |
43.98 |
43.98 |
43.54 |
|
R1 |
43.68 |
43.68 |
43.47 |
43.83 |
PP |
43.15 |
43.15 |
43.15 |
43.22 |
S1 |
42.85 |
42.85 |
43.31 |
43.00 |
S2 |
42.32 |
42.32 |
43.24 |
|
S3 |
41.49 |
42.02 |
43.16 |
|
S4 |
40.66 |
41.19 |
42.93 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.80 |
46.09 |
43.62 |
|
R3 |
45.58 |
44.87 |
43.29 |
|
R2 |
44.36 |
44.36 |
43.17 |
|
R1 |
43.65 |
43.65 |
43.06 |
43.40 |
PP |
43.14 |
43.14 |
43.14 |
43.01 |
S1 |
42.43 |
42.43 |
42.84 |
42.18 |
S2 |
41.92 |
41.92 |
42.73 |
|
S3 |
40.70 |
41.21 |
42.61 |
|
S4 |
39.48 |
39.99 |
42.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.44 |
42.61 |
0.83 |
1.9% |
0.64 |
1.5% |
94% |
True |
True |
2,384 |
10 |
45.61 |
42.61 |
3.00 |
6.9% |
0.74 |
1.7% |
26% |
False |
True |
2,886 |
20 |
46.53 |
42.61 |
3.92 |
9.0% |
0.63 |
1.5% |
20% |
False |
True |
2,843 |
40 |
48.27 |
42.61 |
5.66 |
13.0% |
0.64 |
1.5% |
14% |
False |
True |
2,508 |
60 |
49.43 |
42.61 |
6.82 |
15.7% |
0.63 |
1.5% |
11% |
False |
True |
2,087 |
80 |
49.74 |
42.61 |
7.13 |
16.4% |
0.65 |
1.5% |
11% |
False |
True |
1,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.97 |
2.618 |
45.61 |
1.618 |
44.78 |
1.000 |
44.27 |
0.618 |
43.95 |
HIGH |
43.44 |
0.618 |
43.12 |
0.500 |
43.03 |
0.382 |
42.93 |
LOW |
42.61 |
0.618 |
42.10 |
1.000 |
41.78 |
1.618 |
41.27 |
2.618 |
40.44 |
4.250 |
39.08 |
|
|
Fisher Pivots for day following 05-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.27 |
43.27 |
PP |
43.15 |
43.15 |
S1 |
43.03 |
43.03 |
|