CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
43.20 |
42.90 |
-0.30 |
-0.7% |
44.04 |
High |
43.54 |
43.50 |
-0.04 |
-0.1% |
44.15 |
Low |
42.81 |
42.90 |
0.09 |
0.2% |
42.81 |
Close |
42.90 |
43.15 |
0.25 |
0.6% |
43.15 |
Range |
0.73 |
0.60 |
-0.13 |
-17.8% |
1.34 |
ATR |
0.69 |
0.69 |
-0.01 |
-1.0% |
0.00 |
Volume |
4,124 |
3,270 |
-854 |
-20.7% |
19,802 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.98 |
44.67 |
43.48 |
|
R3 |
44.38 |
44.07 |
43.32 |
|
R2 |
43.78 |
43.78 |
43.26 |
|
R1 |
43.47 |
43.47 |
43.21 |
43.63 |
PP |
43.18 |
43.18 |
43.18 |
43.26 |
S1 |
42.87 |
42.87 |
43.10 |
43.03 |
S2 |
42.58 |
42.58 |
43.04 |
|
S3 |
41.98 |
42.27 |
42.99 |
|
S4 |
41.38 |
41.67 |
42.82 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.39 |
46.61 |
43.89 |
|
R3 |
46.05 |
45.27 |
43.52 |
|
R2 |
44.71 |
44.71 |
43.40 |
|
R1 |
43.93 |
43.93 |
43.27 |
43.65 |
PP |
43.37 |
43.37 |
43.37 |
43.23 |
S1 |
42.59 |
42.59 |
43.03 |
42.31 |
S2 |
42.03 |
42.03 |
42.90 |
|
S3 |
40.69 |
41.25 |
42.78 |
|
S4 |
39.35 |
39.91 |
42.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
44.15 |
42.81 |
1.34 |
3.1% |
0.64 |
1.5% |
25% |
False |
False |
3,960 |
10 |
44.15 |
42.17 |
1.98 |
4.6% |
0.70 |
1.6% |
49% |
False |
False |
4,046 |
20 |
44.15 |
42.08 |
2.07 |
4.8% |
0.68 |
1.6% |
52% |
False |
False |
3,432 |
40 |
46.53 |
42.08 |
4.45 |
10.3% |
0.65 |
1.5% |
24% |
False |
False |
3,095 |
60 |
48.30 |
42.08 |
6.22 |
14.4% |
0.64 |
1.5% |
17% |
False |
False |
2,754 |
80 |
49.43 |
42.08 |
7.35 |
17.0% |
0.64 |
1.5% |
15% |
False |
False |
2,396 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.05 |
2.618 |
45.07 |
1.618 |
44.47 |
1.000 |
44.10 |
0.618 |
43.87 |
HIGH |
43.50 |
0.618 |
43.27 |
0.500 |
43.20 |
0.382 |
43.13 |
LOW |
42.90 |
0.618 |
42.53 |
1.000 |
42.30 |
1.618 |
41.93 |
2.618 |
41.33 |
4.250 |
40.35 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
43.20 |
43.29 |
PP |
43.18 |
43.24 |
S1 |
43.17 |
43.20 |
|