CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.62 |
41.39 |
-0.23 |
-0.6% |
40.55 |
High |
42.14 |
42.05 |
-0.09 |
-0.2% |
42.14 |
Low |
41.34 |
41.36 |
0.02 |
0.0% |
40.43 |
Close |
41.43 |
41.99 |
0.56 |
1.4% |
41.99 |
Range |
0.80 |
0.69 |
-0.11 |
-13.8% |
1.71 |
ATR |
0.74 |
0.74 |
0.00 |
-0.5% |
0.00 |
Volume |
11,538 |
13,404 |
1,866 |
16.2% |
71,712 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.87 |
43.62 |
42.37 |
|
R3 |
43.18 |
42.93 |
42.18 |
|
R2 |
42.49 |
42.49 |
42.12 |
|
R1 |
42.24 |
42.24 |
42.05 |
42.37 |
PP |
41.80 |
41.80 |
41.80 |
41.86 |
S1 |
41.55 |
41.55 |
41.93 |
41.68 |
S2 |
41.11 |
41.11 |
41.86 |
|
S3 |
40.42 |
40.86 |
41.80 |
|
S4 |
39.73 |
40.17 |
41.61 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.65 |
46.03 |
42.93 |
|
R3 |
44.94 |
44.32 |
42.46 |
|
R2 |
43.23 |
43.23 |
42.30 |
|
R1 |
42.61 |
42.61 |
42.15 |
42.92 |
PP |
41.52 |
41.52 |
41.52 |
41.68 |
S1 |
40.90 |
40.90 |
41.83 |
41.21 |
S2 |
39.81 |
39.81 |
41.68 |
|
S3 |
38.10 |
39.19 |
41.52 |
|
S4 |
36.39 |
37.48 |
41.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.14 |
40.43 |
1.71 |
4.1% |
0.76 |
1.8% |
91% |
False |
False |
14,342 |
10 |
42.14 |
40.13 |
2.01 |
4.8% |
0.74 |
1.8% |
93% |
False |
False |
17,367 |
20 |
42.75 |
39.53 |
3.22 |
7.7% |
0.70 |
1.7% |
76% |
False |
False |
13,153 |
40 |
45.48 |
39.53 |
5.95 |
14.2% |
0.75 |
1.8% |
41% |
False |
False |
9,445 |
60 |
45.48 |
39.53 |
5.95 |
14.2% |
0.73 |
1.7% |
41% |
False |
False |
7,452 |
80 |
46.53 |
39.53 |
7.00 |
16.7% |
0.70 |
1.7% |
35% |
False |
False |
6,244 |
100 |
48.30 |
39.53 |
8.77 |
20.9% |
0.69 |
1.6% |
28% |
False |
False |
5,415 |
120 |
49.43 |
39.53 |
9.90 |
23.6% |
0.68 |
1.6% |
25% |
False |
False |
4,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.98 |
2.618 |
43.86 |
1.618 |
43.17 |
1.000 |
42.74 |
0.618 |
42.48 |
HIGH |
42.05 |
0.618 |
41.79 |
0.500 |
41.71 |
0.382 |
41.62 |
LOW |
41.36 |
0.618 |
40.93 |
1.000 |
40.67 |
1.618 |
40.24 |
2.618 |
39.55 |
4.250 |
38.43 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.90 |
41.83 |
PP |
41.80 |
41.68 |
S1 |
41.71 |
41.52 |
|