CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
42.01 |
41.98 |
-0.03 |
-0.1% |
40.55 |
High |
42.34 |
42.11 |
-0.23 |
-0.5% |
42.14 |
Low |
41.90 |
41.50 |
-0.40 |
-1.0% |
40.43 |
Close |
41.95 |
41.83 |
-0.12 |
-0.3% |
41.99 |
Range |
0.44 |
0.61 |
0.17 |
38.6% |
1.71 |
ATR |
0.72 |
0.71 |
-0.01 |
-1.1% |
0.00 |
Volume |
16,323 |
11,644 |
-4,679 |
-28.7% |
71,712 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.64 |
43.35 |
42.17 |
|
R3 |
43.03 |
42.74 |
42.00 |
|
R2 |
42.42 |
42.42 |
41.94 |
|
R1 |
42.13 |
42.13 |
41.89 |
41.97 |
PP |
41.81 |
41.81 |
41.81 |
41.74 |
S1 |
41.52 |
41.52 |
41.77 |
41.36 |
S2 |
41.20 |
41.20 |
41.72 |
|
S3 |
40.59 |
40.91 |
41.66 |
|
S4 |
39.98 |
40.30 |
41.49 |
|
|
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 |
42.34 |
40.90 |
1.44 |
3.4% |
0.73 |
1.8% |
65% |
False |
False |
13,531 |
10 |
42.34 |
40.43 |
1.91 |
4.6% |
0.71 |
1.7% |
73% |
False |
False |
16,926 |
20 |
42.65 |
39.53 |
3.12 |
7.5% |
0.72 |
1.7% |
74% |
False |
False |
13,961 |
40 |
45.28 |
39.53 |
5.75 |
13.7% |
0.71 |
1.7% |
40% |
False |
False |
9,923 |
60 |
45.48 |
39.53 |
5.95 |
14.2% |
0.72 |
1.7% |
39% |
False |
False |
7,815 |
80 |
46.53 |
39.53 |
7.00 |
16.7% |
0.69 |
1.7% |
33% |
False |
False |
6,565 |
100 |
48.27 |
39.53 |
8.74 |
20.9% |
0.68 |
1.6% |
26% |
False |
False |
5,663 |
120 |
49.43 |
39.53 |
9.90 |
23.7% |
0.68 |
1.6% |
23% |
False |
False |
4,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.70 |
2.618 |
43.71 |
1.618 |
43.10 |
1.000 |
42.72 |
0.618 |
42.49 |
HIGH |
42.11 |
0.618 |
41.88 |
0.500 |
41.81 |
0.382 |
41.73 |
LOW |
41.50 |
0.618 |
41.12 |
1.000 |
40.89 |
1.618 |
40.51 |
2.618 |
39.90 |
4.250 |
38.91 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.82 |
41.85 |
PP |
41.81 |
41.84 |
S1 |
41.81 |
41.84 |
|