CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 29-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
44.70 |
44.93 |
0.23 |
0.5% |
44.04 |
High |
45.05 |
45.03 |
-0.02 |
0.0% |
44.15 |
Low |
44.56 |
43.94 |
-0.62 |
-1.4% |
42.81 |
Close |
44.92 |
44.33 |
-0.59 |
-1.3% |
43.15 |
Range |
0.49 |
1.09 |
0.60 |
122.4% |
1.34 |
ATR |
0.78 |
0.80 |
0.02 |
2.9% |
0.00 |
Volume |
5,188 |
4,642 |
-546 |
-10.5% |
19,802 |
|
Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.70 |
47.11 |
44.93 |
|
R3 |
46.61 |
46.02 |
44.63 |
|
R2 |
45.52 |
45.52 |
44.53 |
|
R1 |
44.93 |
44.93 |
44.43 |
44.68 |
PP |
44.43 |
44.43 |
44.43 |
44.31 |
S1 |
43.84 |
43.84 |
44.23 |
43.59 |
S2 |
43.34 |
43.34 |
44.13 |
|
S3 |
42.25 |
42.75 |
44.03 |
|
S4 |
41.16 |
41.66 |
43.73 |
|
|
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 |
42.90 |
2.58 |
5.8% |
0.98 |
2.2% |
55% |
False |
False |
4,924 |
10 |
45.48 |
42.81 |
2.67 |
6.0% |
0.84 |
1.9% |
57% |
False |
False |
4,447 |
20 |
45.48 |
42.08 |
3.40 |
7.7% |
0.77 |
1.7% |
66% |
False |
False |
4,013 |
40 |
46.53 |
42.08 |
4.45 |
10.0% |
0.69 |
1.6% |
51% |
False |
False |
3,418 |
60 |
48.27 |
42.08 |
6.19 |
14.0% |
0.68 |
1.5% |
36% |
False |
False |
3,011 |
80 |
49.43 |
42.08 |
7.35 |
16.6% |
0.66 |
1.5% |
31% |
False |
False |
2,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.66 |
2.618 |
47.88 |
1.618 |
46.79 |
1.000 |
46.12 |
0.618 |
45.70 |
HIGH |
45.03 |
0.618 |
44.61 |
0.500 |
44.49 |
0.382 |
44.36 |
LOW |
43.94 |
0.618 |
43.27 |
1.000 |
42.85 |
1.618 |
42.18 |
2.618 |
41.09 |
4.250 |
39.31 |
|
|
Fisher Pivots for day following 29-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
44.49 |
44.61 |
PP |
44.43 |
44.52 |
S1 |
44.38 |
44.42 |
|