CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 30-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
44.93 |
44.39 |
-0.54 |
-1.2% |
43.48 |
High |
45.03 |
44.51 |
-0.52 |
-1.2% |
45.48 |
Low |
43.94 |
43.82 |
-0.12 |
-0.3% |
43.46 |
Close |
44.33 |
44.44 |
0.11 |
0.2% |
44.44 |
Range |
1.09 |
0.69 |
-0.40 |
-36.7% |
2.02 |
ATR |
0.80 |
0.79 |
-0.01 |
-1.0% |
0.00 |
Volume |
4,642 |
4,066 |
-576 |
-12.4% |
25,420 |
|
Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.33 |
46.07 |
44.82 |
|
R3 |
45.64 |
45.38 |
44.63 |
|
R2 |
44.95 |
44.95 |
44.57 |
|
R1 |
44.69 |
44.69 |
44.50 |
44.82 |
PP |
44.26 |
44.26 |
44.26 |
44.32 |
S1 |
44.00 |
44.00 |
44.38 |
44.13 |
S2 |
43.57 |
43.57 |
44.31 |
|
S3 |
42.88 |
43.31 |
44.25 |
|
S4 |
42.19 |
42.62 |
44.06 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
50.52 |
49.50 |
45.55 |
|
R3 |
48.50 |
47.48 |
45.00 |
|
R2 |
46.48 |
46.48 |
44.81 |
|
R1 |
45.46 |
45.46 |
44.63 |
45.97 |
PP |
44.46 |
44.46 |
44.46 |
44.72 |
S1 |
43.44 |
43.44 |
44.25 |
43.95 |
S2 |
42.44 |
42.44 |
44.07 |
|
S3 |
40.42 |
41.42 |
43.88 |
|
S4 |
38.40 |
39.40 |
43.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45.48 |
43.46 |
2.02 |
4.5% |
1.00 |
2.3% |
49% |
False |
False |
5,084 |
10 |
45.48 |
42.81 |
2.67 |
6.0% |
0.82 |
1.9% |
61% |
False |
False |
4,522 |
20 |
45.48 |
42.08 |
3.40 |
7.7% |
0.76 |
1.7% |
69% |
False |
False |
4,081 |
40 |
46.53 |
42.08 |
4.45 |
10.0% |
0.69 |
1.6% |
53% |
False |
False |
3,472 |
60 |
48.27 |
42.08 |
6.19 |
13.9% |
0.68 |
1.5% |
38% |
False |
False |
3,027 |
80 |
49.43 |
42.08 |
7.35 |
16.5% |
0.66 |
1.5% |
32% |
False |
False |
2,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
47.44 |
2.618 |
46.32 |
1.618 |
45.63 |
1.000 |
45.20 |
0.618 |
44.94 |
HIGH |
44.51 |
0.618 |
44.25 |
0.500 |
44.17 |
0.382 |
44.08 |
LOW |
43.82 |
0.618 |
43.39 |
1.000 |
43.13 |
1.618 |
42.70 |
2.618 |
42.01 |
4.250 |
40.89 |
|
|
Fisher Pivots for day following 30-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
44.35 |
44.44 |
PP |
44.26 |
44.44 |
S1 |
44.17 |
44.44 |
|