CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
43.97 |
43.22 |
-0.75 |
-1.7% |
42.26 |
High |
43.97 |
43.77 |
-0.20 |
-0.5% |
44.11 |
Low |
43.17 |
43.22 |
0.05 |
0.1% |
42.17 |
Close |
43.32 |
43.30 |
-0.02 |
0.0% |
43.36 |
Range |
0.80 |
0.55 |
-0.25 |
-31.3% |
1.94 |
ATR |
0.70 |
0.69 |
-0.01 |
-1.5% |
0.00 |
Volume |
4,859 |
3,975 |
-884 |
-18.2% |
20,661 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.08 |
44.74 |
43.60 |
|
R3 |
44.53 |
44.19 |
43.45 |
|
R2 |
43.98 |
43.98 |
43.40 |
|
R1 |
43.64 |
43.64 |
43.35 |
43.81 |
PP |
43.43 |
43.43 |
43.43 |
43.52 |
S1 |
43.09 |
43.09 |
43.25 |
43.26 |
S2 |
42.88 |
42.88 |
43.20 |
|
S3 |
42.33 |
42.54 |
43.15 |
|
S4 |
41.78 |
41.99 |
43.00 |
|
|
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 |
42.93 |
1.22 |
2.8% |
0.71 |
1.6% |
30% |
False |
False |
3,726 |
10 |
44.15 |
42.08 |
2.07 |
4.8% |
0.65 |
1.5% |
59% |
False |
False |
3,929 |
20 |
44.48 |
42.08 |
2.40 |
5.5% |
0.68 |
1.6% |
51% |
False |
False |
3,491 |
40 |
46.53 |
42.08 |
4.45 |
10.3% |
0.65 |
1.5% |
27% |
False |
False |
2,990 |
60 |
48.94 |
42.08 |
6.86 |
15.8% |
0.65 |
1.5% |
18% |
False |
False |
2,692 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.64 |
1.5% |
17% |
False |
False |
2,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.11 |
2.618 |
45.21 |
1.618 |
44.66 |
1.000 |
44.32 |
0.618 |
44.11 |
HIGH |
43.77 |
0.618 |
43.56 |
0.500 |
43.50 |
0.382 |
43.43 |
LOW |
43.22 |
0.618 |
42.88 |
1.000 |
42.67 |
1.618 |
42.33 |
2.618 |
41.78 |
4.250 |
40.88 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.50 |
43.66 |
PP |
43.43 |
43.54 |
S1 |
43.37 |
43.42 |
|