CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
44.04 |
43.97 |
-0.07 |
-0.2% |
42.26 |
High |
44.15 |
43.97 |
-0.18 |
-0.4% |
44.11 |
Low |
43.61 |
43.17 |
-0.44 |
-1.0% |
42.17 |
Close |
43.94 |
43.32 |
-0.62 |
-1.4% |
43.36 |
Range |
0.54 |
0.80 |
0.26 |
48.1% |
1.94 |
ATR |
0.69 |
0.70 |
0.01 |
1.1% |
0.00 |
Volume |
3,574 |
4,859 |
1,285 |
36.0% |
20,661 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.89 |
45.40 |
43.76 |
|
R3 |
45.09 |
44.60 |
43.54 |
|
R2 |
44.29 |
44.29 |
43.47 |
|
R1 |
43.80 |
43.80 |
43.39 |
43.65 |
PP |
43.49 |
43.49 |
43.49 |
43.41 |
S1 |
43.00 |
43.00 |
43.25 |
42.85 |
S2 |
42.69 |
42.69 |
43.17 |
|
S3 |
41.89 |
42.20 |
43.10 |
|
S4 |
41.09 |
41.40 |
42.88 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.03 |
48.14 |
44.43 |
|
R3 |
47.09 |
46.20 |
43.89 |
|
R2 |
45.15 |
45.15 |
43.72 |
|
R1 |
44.26 |
44.26 |
43.54 |
44.71 |
PP |
43.21 |
43.21 |
43.21 |
43.44 |
S1 |
42.32 |
42.32 |
43.18 |
42.77 |
S2 |
41.27 |
41.27 |
43.00 |
|
S3 |
39.33 |
40.38 |
42.83 |
|
S4 |
37.39 |
38.44 |
42.29 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.15 |
42.75 |
1.40 |
3.2% |
0.71 |
1.6% |
41% |
False |
False |
3,782 |
10 |
44.15 |
42.08 |
2.07 |
4.8% |
0.67 |
1.5% |
60% |
False |
False |
4,061 |
20 |
45.03 |
42.08 |
2.95 |
6.8% |
0.70 |
1.6% |
42% |
False |
False |
3,488 |
40 |
46.53 |
42.08 |
4.45 |
10.3% |
0.65 |
1.5% |
28% |
False |
False |
2,973 |
60 |
49.11 |
42.08 |
7.03 |
16.2% |
0.65 |
1.5% |
18% |
False |
False |
2,641 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.65 |
1.5% |
17% |
False |
False |
2,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.37 |
2.618 |
46.06 |
1.618 |
45.26 |
1.000 |
44.77 |
0.618 |
44.46 |
HIGH |
43.97 |
0.618 |
43.66 |
0.500 |
43.57 |
0.382 |
43.48 |
LOW |
43.17 |
0.618 |
42.68 |
1.000 |
42.37 |
1.618 |
41.88 |
2.618 |
41.08 |
4.250 |
39.77 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.57 |
43.66 |
PP |
43.49 |
43.55 |
S1 |
43.40 |
43.43 |
|