CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
43.48 |
45.07 |
1.59 |
3.7% |
44.04 |
High |
45.48 |
45.28 |
-0.20 |
-0.4% |
44.15 |
Low |
43.46 |
44.56 |
1.10 |
2.5% |
42.81 |
Close |
45.01 |
44.66 |
-0.35 |
-0.8% |
43.15 |
Range |
2.02 |
0.72 |
-1.30 |
-64.4% |
1.34 |
ATR |
0.80 |
0.80 |
-0.01 |
-0.7% |
0.00 |
Volume |
5,570 |
5,954 |
384 |
6.9% |
19,802 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.99 |
46.55 |
45.06 |
|
R3 |
46.27 |
45.83 |
44.86 |
|
R2 |
45.55 |
45.55 |
44.79 |
|
R1 |
45.11 |
45.11 |
44.73 |
44.97 |
PP |
44.83 |
44.83 |
44.83 |
44.77 |
S1 |
44.39 |
44.39 |
44.59 |
44.25 |
S2 |
44.11 |
44.11 |
44.53 |
|
S3 |
43.39 |
43.67 |
44.46 |
|
S4 |
42.67 |
42.95 |
44.26 |
|
|
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 |
6.0% |
0.92 |
2.1% |
69% |
False |
False |
4,578 |
10 |
45.48 |
42.75 |
2.73 |
6.1% |
0.82 |
1.8% |
70% |
False |
False |
4,180 |
20 |
45.48 |
42.08 |
3.40 |
7.6% |
0.74 |
1.7% |
76% |
False |
False |
3,774 |
40 |
46.53 |
42.08 |
4.45 |
10.0% |
0.68 |
1.5% |
58% |
False |
False |
3,299 |
60 |
48.27 |
42.08 |
6.19 |
13.9% |
0.67 |
1.5% |
42% |
False |
False |
2,905 |
80 |
49.43 |
42.08 |
7.35 |
16.5% |
0.66 |
1.5% |
35% |
False |
False |
2,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
48.34 |
2.618 |
47.16 |
1.618 |
46.44 |
1.000 |
46.00 |
0.618 |
45.72 |
HIGH |
45.28 |
0.618 |
45.00 |
0.500 |
44.92 |
0.382 |
44.84 |
LOW |
44.56 |
0.618 |
44.12 |
1.000 |
43.84 |
1.618 |
43.40 |
2.618 |
42.68 |
4.250 |
41.50 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
44.92 |
44.50 |
PP |
44.83 |
44.35 |
S1 |
44.75 |
44.19 |
|