CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
45.07 |
44.70 |
-0.37 |
-0.8% |
44.04 |
High |
45.28 |
45.05 |
-0.23 |
-0.5% |
44.15 |
Low |
44.56 |
44.56 |
0.00 |
0.0% |
42.81 |
Close |
44.66 |
44.92 |
0.26 |
0.6% |
43.15 |
Range |
0.72 |
0.49 |
-0.23 |
-31.9% |
1.34 |
ATR |
0.80 |
0.78 |
-0.02 |
-2.8% |
0.00 |
Volume |
5,954 |
5,188 |
-766 |
-12.9% |
19,802 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.31 |
46.11 |
45.19 |
|
R3 |
45.82 |
45.62 |
45.05 |
|
R2 |
45.33 |
45.33 |
45.01 |
|
R1 |
45.13 |
45.13 |
44.96 |
45.23 |
PP |
44.84 |
44.84 |
44.84 |
44.90 |
S1 |
44.64 |
44.64 |
44.88 |
44.74 |
S2 |
44.35 |
44.35 |
44.83 |
|
S3 |
43.86 |
44.15 |
44.79 |
|
S4 |
43.37 |
43.66 |
44.65 |
|
|
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% |
0.91 |
2.0% |
79% |
False |
False |
4,821 |
10 |
45.48 |
42.81 |
2.67 |
5.9% |
0.81 |
1.8% |
79% |
False |
False |
4,273 |
20 |
45.48 |
42.08 |
3.40 |
7.6% |
0.74 |
1.7% |
84% |
False |
False |
3,873 |
40 |
46.53 |
42.08 |
4.45 |
9.9% |
0.67 |
1.5% |
64% |
False |
False |
3,353 |
60 |
48.27 |
42.08 |
6.19 |
13.8% |
0.67 |
1.5% |
46% |
False |
False |
2,953 |
80 |
49.43 |
42.08 |
7.35 |
16.4% |
0.66 |
1.5% |
39% |
False |
False |
2,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.13 |
2.618 |
46.33 |
1.618 |
45.84 |
1.000 |
45.54 |
0.618 |
45.35 |
HIGH |
45.05 |
0.618 |
44.86 |
0.500 |
44.81 |
0.382 |
44.75 |
LOW |
44.56 |
0.618 |
44.26 |
1.000 |
44.07 |
1.618 |
43.77 |
2.618 |
43.28 |
4.250 |
42.48 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
44.88 |
44.77 |
PP |
44.84 |
44.62 |
S1 |
44.81 |
44.47 |
|