CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 26-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
42.90 |
43.48 |
0.58 |
1.4% |
44.04 |
High |
43.50 |
45.48 |
1.98 |
4.6% |
44.15 |
Low |
42.90 |
43.46 |
0.56 |
1.3% |
42.81 |
Close |
43.15 |
45.01 |
1.86 |
4.3% |
43.15 |
Range |
0.60 |
2.02 |
1.42 |
236.7% |
1.34 |
ATR |
0.69 |
0.80 |
0.12 |
17.1% |
0.00 |
Volume |
3,270 |
5,570 |
2,300 |
70.3% |
19,802 |
|
Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.71 |
49.88 |
46.12 |
|
R3 |
48.69 |
47.86 |
45.57 |
|
R2 |
46.67 |
46.67 |
45.38 |
|
R1 |
45.84 |
45.84 |
45.20 |
46.26 |
PP |
44.65 |
44.65 |
44.65 |
44.86 |
S1 |
43.82 |
43.82 |
44.82 |
44.24 |
S2 |
42.63 |
42.63 |
44.64 |
|
S3 |
40.61 |
41.80 |
44.45 |
|
S4 |
38.59 |
39.78 |
43.90 |
|
|
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 |
45.48 |
42.81 |
2.67 |
5.9% |
0.94 |
2.1% |
82% |
True |
False |
4,359 |
10 |
45.48 |
42.75 |
2.73 |
6.1% |
0.81 |
1.8% |
83% |
True |
False |
4,218 |
20 |
45.48 |
42.08 |
3.40 |
7.6% |
0.73 |
1.6% |
86% |
True |
False |
3,598 |
40 |
46.53 |
42.08 |
4.45 |
9.9% |
0.68 |
1.5% |
66% |
False |
False |
3,206 |
60 |
48.27 |
42.08 |
6.19 |
13.8% |
0.67 |
1.5% |
47% |
False |
False |
2,823 |
80 |
49.43 |
42.08 |
7.35 |
16.3% |
0.66 |
1.5% |
40% |
False |
False |
2,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
54.07 |
2.618 |
50.77 |
1.618 |
48.75 |
1.000 |
47.50 |
0.618 |
46.73 |
HIGH |
45.48 |
0.618 |
44.71 |
0.500 |
44.47 |
0.382 |
44.23 |
LOW |
43.46 |
0.618 |
42.21 |
1.000 |
41.44 |
1.618 |
40.19 |
2.618 |
38.17 |
4.250 |
34.88 |
|
|
Fisher Pivots for day following 26-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
44.83 |
44.72 |
PP |
44.65 |
44.43 |
S1 |
44.47 |
44.15 |
|