CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.07 |
40.67 |
-0.40 |
-1.0% |
42.01 |
High |
41.49 |
41.39 |
-0.10 |
-0.2% |
42.34 |
Low |
40.60 |
40.63 |
0.03 |
0.1% |
40.95 |
Close |
40.65 |
41.26 |
0.61 |
1.5% |
41.03 |
Range |
0.89 |
0.76 |
-0.13 |
-14.6% |
1.39 |
ATR |
0.70 |
0.70 |
0.00 |
0.6% |
0.00 |
Volume |
12,488 |
18,063 |
5,575 |
44.6% |
67,551 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.37 |
43.08 |
41.68 |
|
R3 |
42.61 |
42.32 |
41.47 |
|
R2 |
41.85 |
41.85 |
41.40 |
|
R1 |
41.56 |
41.56 |
41.33 |
41.71 |
PP |
41.09 |
41.09 |
41.09 |
41.17 |
S1 |
40.80 |
40.80 |
41.19 |
40.95 |
S2 |
40.33 |
40.33 |
41.12 |
|
S3 |
39.57 |
40.04 |
41.05 |
|
S4 |
38.81 |
39.28 |
40.84 |
|
|
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 |
42.05 |
40.60 |
1.45 |
3.5% |
0.67 |
1.6% |
46% |
False |
False |
14,027 |
10 |
42.34 |
40.60 |
1.74 |
4.2% |
0.70 |
1.7% |
38% |
False |
False |
13,779 |
20 |
42.34 |
39.53 |
2.81 |
6.8% |
0.72 |
1.7% |
62% |
False |
False |
15,367 |
40 |
44.63 |
39.53 |
5.10 |
12.4% |
0.69 |
1.7% |
34% |
False |
False |
11,060 |
60 |
45.48 |
39.53 |
5.95 |
14.4% |
0.72 |
1.7% |
29% |
False |
False |
8,785 |
80 |
46.53 |
39.53 |
7.00 |
17.0% |
0.70 |
1.7% |
25% |
False |
False |
7,299 |
100 |
48.27 |
39.53 |
8.74 |
21.2% |
0.69 |
1.7% |
20% |
False |
False |
6,274 |
120 |
49.43 |
39.53 |
9.90 |
24.0% |
0.68 |
1.6% |
17% |
False |
False |
5,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
44.62 |
2.618 |
43.38 |
1.618 |
42.62 |
1.000 |
42.15 |
0.618 |
41.86 |
HIGH |
41.39 |
0.618 |
41.10 |
0.500 |
41.01 |
0.382 |
40.92 |
LOW |
40.63 |
0.618 |
40.16 |
1.000 |
39.87 |
1.618 |
39.40 |
2.618 |
38.64 |
4.250 |
37.40 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.18 |
41.22 |
PP |
41.09 |
41.18 |
S1 |
41.01 |
41.14 |
|