CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 16-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
40.70 |
40.92 |
0.22 |
0.5% |
40.60 |
High |
41.26 |
42.03 |
0.77 |
1.9% |
41.63 |
Low |
40.68 |
40.90 |
0.22 |
0.5% |
40.13 |
Close |
40.96 |
41.67 |
0.71 |
1.7% |
40.61 |
Range |
0.58 |
1.13 |
0.55 |
94.8% |
1.50 |
ATR |
0.71 |
0.74 |
0.03 |
4.2% |
0.00 |
Volume |
10,800 |
14,747 |
3,947 |
36.5% |
101,958 |
|
Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.92 |
44.43 |
42.29 |
|
R3 |
43.79 |
43.30 |
41.98 |
|
R2 |
42.66 |
42.66 |
41.88 |
|
R1 |
42.17 |
42.17 |
41.77 |
42.42 |
PP |
41.53 |
41.53 |
41.53 |
41.66 |
S1 |
41.04 |
41.04 |
41.57 |
41.29 |
S2 |
40.40 |
40.40 |
41.46 |
|
S3 |
39.27 |
39.91 |
41.36 |
|
S4 |
38.14 |
38.78 |
41.05 |
|
|
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 |
42.03 |
40.43 |
1.60 |
3.8% |
0.81 |
1.9% |
78% |
True |
False |
18,542 |
10 |
42.03 |
39.71 |
2.32 |
5.6% |
0.74 |
1.8% |
84% |
True |
False |
17,638 |
20 |
43.32 |
39.53 |
3.79 |
9.1% |
0.69 |
1.7% |
56% |
False |
False |
12,301 |
40 |
45.48 |
39.53 |
5.95 |
14.3% |
0.74 |
1.8% |
36% |
False |
False |
9,024 |
60 |
45.48 |
39.53 |
5.95 |
14.3% |
0.73 |
1.8% |
36% |
False |
False |
7,179 |
80 |
46.53 |
39.53 |
7.00 |
16.8% |
0.70 |
1.7% |
31% |
False |
False |
5,999 |
100 |
49.11 |
39.53 |
9.58 |
23.0% |
0.69 |
1.6% |
22% |
False |
False |
5,194 |
120 |
49.43 |
39.53 |
9.90 |
23.8% |
0.68 |
1.6% |
22% |
False |
False |
4,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.83 |
2.618 |
44.99 |
1.618 |
43.86 |
1.000 |
43.16 |
0.618 |
42.73 |
HIGH |
42.03 |
0.618 |
41.60 |
0.500 |
41.47 |
0.382 |
41.33 |
LOW |
40.90 |
0.618 |
40.20 |
1.000 |
39.77 |
1.618 |
39.07 |
2.618 |
37.94 |
4.250 |
36.10 |
|
|
Fisher Pivots for day following 16-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.60 |
41.52 |
PP |
41.53 |
41.38 |
S1 |
41.47 |
41.23 |
|