CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
43.14 |
42.93 |
-0.21 |
-0.5% |
42.92 |
High |
43.30 |
43.76 |
0.46 |
1.1% |
43.44 |
Low |
42.75 |
42.93 |
0.18 |
0.4% |
42.08 |
Close |
42.86 |
43.66 |
0.80 |
1.9% |
42.11 |
Range |
0.55 |
0.83 |
0.28 |
50.9% |
1.36 |
ATR |
0.66 |
0.68 |
0.02 |
2.6% |
0.00 |
Volume |
4,253 |
2,908 |
-1,345 |
-31.6% |
15,740 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.94 |
45.63 |
44.12 |
|
R3 |
45.11 |
44.80 |
43.89 |
|
R2 |
44.28 |
44.28 |
43.81 |
|
R1 |
43.97 |
43.97 |
43.74 |
44.13 |
PP |
43.45 |
43.45 |
43.45 |
43.53 |
S1 |
43.14 |
43.14 |
43.58 |
43.30 |
S2 |
42.62 |
42.62 |
43.51 |
|
S3 |
41.79 |
42.31 |
43.43 |
|
S4 |
40.96 |
41.48 |
43.20 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.62 |
45.73 |
42.86 |
|
R3 |
45.26 |
44.37 |
42.48 |
|
R2 |
43.90 |
43.90 |
42.36 |
|
R1 |
43.01 |
43.01 |
42.23 |
42.78 |
PP |
42.54 |
42.54 |
42.54 |
42.43 |
S1 |
41.65 |
41.65 |
41.99 |
41.42 |
S2 |
41.18 |
41.18 |
41.86 |
|
S3 |
39.82 |
40.29 |
41.74 |
|
S4 |
38.46 |
38.93 |
41.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.76 |
42.08 |
1.68 |
3.8% |
0.70 |
1.6% |
94% |
True |
False |
4,046 |
10 |
43.76 |
42.08 |
1.68 |
3.8% |
0.70 |
1.6% |
94% |
True |
False |
3,580 |
20 |
45.75 |
42.08 |
3.67 |
8.4% |
0.68 |
1.6% |
43% |
False |
False |
3,230 |
40 |
48.24 |
42.08 |
6.16 |
14.1% |
0.66 |
1.5% |
26% |
False |
False |
2,802 |
60 |
49.43 |
42.08 |
7.35 |
16.8% |
0.65 |
1.5% |
21% |
False |
False |
2,474 |
80 |
49.43 |
42.08 |
7.35 |
16.8% |
0.64 |
1.5% |
21% |
False |
False |
2,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.29 |
2.618 |
45.93 |
1.618 |
45.10 |
1.000 |
44.59 |
0.618 |
44.27 |
HIGH |
43.76 |
0.618 |
43.44 |
0.500 |
43.35 |
0.382 |
43.25 |
LOW |
42.93 |
0.618 |
42.42 |
1.000 |
42.10 |
1.618 |
41.59 |
2.618 |
40.76 |
4.250 |
39.40 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.56 |
43.53 |
PP |
43.45 |
43.39 |
S1 |
43.35 |
43.26 |
|