CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 08-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
42.88 |
42.33 |
-0.55 |
-1.3% |
43.84 |
High |
42.99 |
42.55 |
-0.44 |
-1.0% |
43.84 |
Low |
42.25 |
42.23 |
-0.02 |
0.0% |
42.62 |
Close |
42.29 |
42.29 |
0.00 |
0.0% |
42.95 |
Range |
0.74 |
0.32 |
-0.42 |
-56.8% |
1.22 |
ATR |
0.68 |
0.65 |
-0.03 |
-3.8% |
0.00 |
Volume |
5,296 |
3,339 |
-1,957 |
-37.0% |
12,455 |
|
Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.32 |
43.12 |
42.47 |
|
R3 |
43.00 |
42.80 |
42.38 |
|
R2 |
42.68 |
42.68 |
42.35 |
|
R1 |
42.48 |
42.48 |
42.32 |
42.42 |
PP |
42.36 |
42.36 |
42.36 |
42.33 |
S1 |
42.16 |
42.16 |
42.26 |
42.10 |
S2 |
42.04 |
42.04 |
42.23 |
|
S3 |
41.72 |
41.84 |
42.20 |
|
S4 |
41.40 |
41.52 |
42.11 |
|
|
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 |
42.23 |
1.21 |
2.9% |
0.70 |
1.7% |
5% |
False |
True |
3,114 |
10 |
44.09 |
42.23 |
1.86 |
4.4% |
0.67 |
1.6% |
3% |
False |
True |
2,927 |
20 |
45.89 |
42.23 |
3.66 |
8.7% |
0.63 |
1.5% |
2% |
False |
True |
2,906 |
40 |
48.27 |
42.23 |
6.04 |
14.3% |
0.66 |
1.6% |
1% |
False |
True |
2,534 |
60 |
49.43 |
42.23 |
7.20 |
17.0% |
0.63 |
1.5% |
1% |
False |
True |
2,194 |
80 |
49.43 |
42.23 |
7.20 |
17.0% |
0.64 |
1.5% |
1% |
False |
True |
1,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.91 |
2.618 |
43.39 |
1.618 |
43.07 |
1.000 |
42.87 |
0.618 |
42.75 |
HIGH |
42.55 |
0.618 |
42.43 |
0.500 |
42.39 |
0.382 |
42.35 |
LOW |
42.23 |
0.618 |
42.03 |
1.000 |
41.91 |
1.618 |
41.71 |
2.618 |
41.39 |
4.250 |
40.87 |
|
|
Fisher Pivots for day following 08-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
42.39 |
42.83 |
PP |
42.36 |
42.65 |
S1 |
42.32 |
42.47 |
|