CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 15-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
40.55 |
40.70 |
0.15 |
0.4% |
40.60 |
High |
41.02 |
41.26 |
0.24 |
0.6% |
41.63 |
Low |
40.43 |
40.68 |
0.25 |
0.6% |
40.13 |
Close |
40.70 |
40.96 |
0.26 |
0.6% |
40.61 |
Range |
0.59 |
0.58 |
-0.01 |
-1.7% |
1.50 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.4% |
0.00 |
Volume |
21,223 |
10,800 |
-10,423 |
-49.1% |
101,958 |
|
Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
42.71 |
42.41 |
41.28 |
|
R3 |
42.13 |
41.83 |
41.12 |
|
R2 |
41.55 |
41.55 |
41.07 |
|
R1 |
41.25 |
41.25 |
41.01 |
41.40 |
PP |
40.97 |
40.97 |
40.97 |
41.04 |
S1 |
40.67 |
40.67 |
40.91 |
40.82 |
S2 |
40.39 |
40.39 |
40.85 |
|
S3 |
39.81 |
40.09 |
40.80 |
|
S4 |
39.23 |
39.51 |
40.64 |
|
|
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 |
40.43 |
1.20 |
2.9% |
0.68 |
1.7% |
44% |
False |
False |
20,321 |
10 |
41.63 |
39.53 |
2.10 |
5.1% |
0.74 |
1.8% |
68% |
False |
False |
16,955 |
20 |
43.32 |
39.53 |
3.79 |
9.3% |
0.68 |
1.6% |
38% |
False |
False |
11,808 |
40 |
45.48 |
39.53 |
5.95 |
14.5% |
0.74 |
1.8% |
24% |
False |
False |
8,777 |
60 |
45.61 |
39.53 |
6.08 |
14.8% |
0.73 |
1.8% |
24% |
False |
False |
6,969 |
80 |
46.53 |
39.53 |
7.00 |
17.1% |
0.69 |
1.7% |
20% |
False |
False |
5,839 |
100 |
49.11 |
39.53 |
9.58 |
23.4% |
0.68 |
1.7% |
15% |
False |
False |
5,054 |
120 |
49.43 |
39.53 |
9.90 |
24.2% |
0.68 |
1.7% |
14% |
False |
False |
4,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
43.73 |
2.618 |
42.78 |
1.618 |
42.20 |
1.000 |
41.84 |
0.618 |
41.62 |
HIGH |
41.26 |
0.618 |
41.04 |
0.500 |
40.97 |
0.382 |
40.90 |
LOW |
40.68 |
0.618 |
40.32 |
1.000 |
40.10 |
1.618 |
39.74 |
2.618 |
39.16 |
4.250 |
38.22 |
|
|
Fisher Pivots for day following 15-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
40.97 |
40.98 |
PP |
40.97 |
40.97 |
S1 |
40.96 |
40.97 |
|