CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 24-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.90 |
41.83 |
-0.07 |
-0.2% |
40.55 |
High |
42.05 |
41.90 |
-0.15 |
-0.4% |
42.14 |
Low |
41.58 |
41.40 |
-0.18 |
-0.4% |
40.43 |
Close |
41.80 |
41.43 |
-0.37 |
-0.9% |
41.99 |
Range |
0.47 |
0.50 |
0.03 |
6.4% |
1.71 |
ATR |
0.69 |
0.68 |
-0.01 |
-2.0% |
0.00 |
Volume |
14,940 |
14,464 |
-476 |
-3.2% |
71,712 |
|
Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.08 |
42.75 |
41.71 |
|
R3 |
42.58 |
42.25 |
41.57 |
|
R2 |
42.08 |
42.08 |
41.52 |
|
R1 |
41.75 |
41.75 |
41.48 |
41.67 |
PP |
41.58 |
41.58 |
41.58 |
41.53 |
S1 |
41.25 |
41.25 |
41.38 |
41.17 |
S2 |
41.08 |
41.08 |
41.34 |
|
S3 |
40.58 |
40.75 |
41.29 |
|
S4 |
40.08 |
40.25 |
41.16 |
|
|
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 |
41.36 |
0.98 |
2.4% |
0.54 |
1.3% |
7% |
False |
False |
14,155 |
10 |
42.34 |
40.43 |
1.91 |
4.6% |
0.69 |
1.7% |
52% |
False |
False |
15,578 |
20 |
42.61 |
39.53 |
3.08 |
7.4% |
0.72 |
1.7% |
62% |
False |
False |
14,746 |
40 |
45.23 |
39.53 |
5.70 |
13.8% |
0.70 |
1.7% |
33% |
False |
False |
10,380 |
60 |
45.48 |
39.53 |
5.95 |
14.4% |
0.72 |
1.7% |
32% |
False |
False |
8,211 |
80 |
46.53 |
39.53 |
7.00 |
16.9% |
0.69 |
1.7% |
27% |
False |
False |
6,866 |
100 |
48.27 |
39.53 |
8.74 |
21.1% |
0.69 |
1.7% |
22% |
False |
False |
5,924 |
120 |
49.43 |
39.53 |
9.90 |
23.9% |
0.67 |
1.6% |
19% |
False |
False |
5,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.03 |
2.618 |
43.21 |
1.618 |
42.71 |
1.000 |
42.40 |
0.618 |
42.21 |
HIGH |
41.90 |
0.618 |
41.71 |
0.500 |
41.65 |
0.382 |
41.59 |
LOW |
41.40 |
0.618 |
41.09 |
1.000 |
40.90 |
1.618 |
40.59 |
2.618 |
40.09 |
4.250 |
39.28 |
|
|
Fisher Pivots for day following 24-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.65 |
41.76 |
PP |
41.58 |
41.65 |
S1 |
41.50 |
41.54 |
|