CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 14-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.46 |
40.55 |
-0.91 |
-2.2% |
40.60 |
High |
41.53 |
41.02 |
-0.51 |
-1.2% |
41.63 |
Low |
40.44 |
40.43 |
-0.01 |
0.0% |
40.13 |
Close |
40.61 |
40.70 |
0.09 |
0.2% |
40.61 |
Range |
1.09 |
0.59 |
-0.50 |
-45.9% |
1.50 |
ATR |
0.73 |
0.72 |
-0.01 |
-1.4% |
0.00 |
Volume |
26,702 |
21,223 |
-5,479 |
-20.5% |
101,958 |
|
Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.49 |
42.18 |
41.02 |
|
R3 |
41.90 |
41.59 |
40.86 |
|
R2 |
41.31 |
41.31 |
40.81 |
|
R1 |
41.00 |
41.00 |
40.75 |
41.16 |
PP |
40.72 |
40.72 |
40.72 |
40.79 |
S1 |
40.41 |
40.41 |
40.65 |
40.57 |
S2 |
40.13 |
40.13 |
40.59 |
|
S3 |
39.54 |
39.82 |
40.54 |
|
S4 |
38.95 |
39.23 |
40.38 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.29 |
44.45 |
41.44 |
|
R3 |
43.79 |
42.95 |
41.02 |
|
R2 |
42.29 |
42.29 |
40.89 |
|
R1 |
41.45 |
41.45 |
40.75 |
41.87 |
PP |
40.79 |
40.79 |
40.79 |
41.00 |
S1 |
39.95 |
39.95 |
40.47 |
40.37 |
S2 |
39.29 |
39.29 |
40.34 |
|
S3 |
37.79 |
38.45 |
40.20 |
|
S4 |
36.29 |
36.95 |
39.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
41.63 |
40.28 |
1.35 |
3.3% |
0.70 |
1.7% |
31% |
False |
False |
22,260 |
10 |
41.63 |
39.53 |
2.10 |
5.2% |
0.78 |
1.9% |
56% |
False |
False |
16,960 |
20 |
43.32 |
39.53 |
3.79 |
9.3% |
0.68 |
1.7% |
31% |
False |
False |
11,538 |
40 |
45.48 |
39.53 |
5.95 |
14.6% |
0.74 |
1.8% |
20% |
False |
False |
8,596 |
60 |
45.75 |
39.53 |
6.22 |
15.3% |
0.73 |
1.8% |
19% |
False |
False |
6,825 |
80 |
47.18 |
39.53 |
7.65 |
18.8% |
0.69 |
1.7% |
15% |
False |
False |
5,716 |
100 |
49.43 |
39.53 |
9.90 |
24.3% |
0.69 |
1.7% |
12% |
False |
False |
4,952 |
120 |
49.43 |
39.53 |
9.90 |
24.3% |
0.68 |
1.7% |
12% |
False |
False |
4,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.53 |
2.618 |
42.56 |
1.618 |
41.97 |
1.000 |
41.61 |
0.618 |
41.38 |
HIGH |
41.02 |
0.618 |
40.79 |
0.500 |
40.73 |
0.382 |
40.66 |
LOW |
40.43 |
0.618 |
40.07 |
1.000 |
39.84 |
1.618 |
39.48 |
2.618 |
38.89 |
4.250 |
37.92 |
|
|
Fisher Pivots for day following 14-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.73 |
41.03 |
PP |
40.72 |
40.92 |
S1 |
40.71 |
40.81 |
|