CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 25-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.83 |
41.47 |
-0.36 |
-0.9% |
42.01 |
High |
41.90 |
41.67 |
-0.23 |
-0.5% |
42.34 |
Low |
41.40 |
40.95 |
-0.45 |
-1.1% |
40.95 |
Close |
41.43 |
41.03 |
-0.40 |
-1.0% |
41.03 |
Range |
0.50 |
0.72 |
0.22 |
44.0% |
1.39 |
ATR |
0.68 |
0.68 |
0.00 |
0.4% |
0.00 |
Volume |
14,464 |
10,180 |
-4,284 |
-29.6% |
67,551 |
|
Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.38 |
42.92 |
41.43 |
|
R3 |
42.66 |
42.20 |
41.23 |
|
R2 |
41.94 |
41.94 |
41.16 |
|
R1 |
41.48 |
41.48 |
41.10 |
41.35 |
PP |
41.22 |
41.22 |
41.22 |
41.15 |
S1 |
40.76 |
40.76 |
40.96 |
40.63 |
S2 |
40.50 |
40.50 |
40.90 |
|
S3 |
39.78 |
40.04 |
40.83 |
|
S4 |
39.06 |
39.32 |
40.63 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
45.61 |
44.71 |
41.79 |
|
R3 |
44.22 |
43.32 |
41.41 |
|
R2 |
42.83 |
42.83 |
41.28 |
|
R1 |
41.93 |
41.93 |
41.16 |
41.69 |
PP |
41.44 |
41.44 |
41.44 |
41.32 |
S1 |
40.54 |
40.54 |
40.90 |
40.30 |
S2 |
40.05 |
40.05 |
40.78 |
|
S3 |
38.66 |
39.15 |
40.65 |
|
S4 |
37.27 |
37.76 |
40.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
42.34 |
40.95 |
1.39 |
3.4% |
0.55 |
1.3% |
6% |
False |
True |
13,510 |
10 |
42.34 |
40.43 |
1.91 |
4.7% |
0.65 |
1.6% |
31% |
False |
False |
13,926 |
20 |
42.34 |
39.53 |
2.81 |
6.8% |
0.73 |
1.8% |
53% |
False |
False |
14,809 |
40 |
45.23 |
39.53 |
5.70 |
13.9% |
0.70 |
1.7% |
26% |
False |
False |
10,518 |
60 |
45.48 |
39.53 |
5.95 |
14.5% |
0.72 |
1.8% |
25% |
False |
False |
8,350 |
80 |
46.53 |
39.53 |
7.00 |
17.1% |
0.69 |
1.7% |
21% |
False |
False |
6,968 |
100 |
48.27 |
39.53 |
8.74 |
21.3% |
0.69 |
1.7% |
17% |
False |
False |
6,014 |
120 |
49.43 |
39.53 |
9.90 |
24.1% |
0.67 |
1.6% |
15% |
False |
False |
5,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.73 |
2.618 |
43.55 |
1.618 |
42.83 |
1.000 |
42.39 |
0.618 |
42.11 |
HIGH |
41.67 |
0.618 |
41.39 |
0.500 |
41.31 |
0.382 |
41.23 |
LOW |
40.95 |
0.618 |
40.51 |
1.000 |
40.23 |
1.618 |
39.79 |
2.618 |
39.07 |
4.250 |
37.89 |
|
|
Fisher Pivots for day following 25-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.31 |
41.50 |
PP |
41.22 |
41.34 |
S1 |
41.12 |
41.19 |
|