CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 30-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
40.67 |
41.29 |
0.62 |
1.5% |
42.01 |
High |
41.39 |
42.22 |
0.83 |
2.0% |
42.34 |
Low |
40.63 |
41.18 |
0.55 |
1.4% |
40.95 |
Close |
41.26 |
41.90 |
0.64 |
1.6% |
41.03 |
Range |
0.76 |
1.04 |
0.28 |
36.8% |
1.39 |
ATR |
0.70 |
0.73 |
0.02 |
3.4% |
0.00 |
Volume |
18,063 |
15,226 |
-2,837 |
-15.7% |
67,551 |
|
Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.89 |
44.43 |
42.47 |
|
R3 |
43.85 |
43.39 |
42.19 |
|
R2 |
42.81 |
42.81 |
42.09 |
|
R1 |
42.35 |
42.35 |
42.00 |
42.58 |
PP |
41.77 |
41.77 |
41.77 |
41.88 |
S1 |
41.31 |
41.31 |
41.80 |
41.54 |
S2 |
40.73 |
40.73 |
41.71 |
|
S3 |
39.69 |
40.27 |
41.61 |
|
S4 |
38.65 |
39.23 |
41.33 |
|
|
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 |
42.22 |
40.60 |
1.62 |
3.9% |
0.78 |
1.9% |
80% |
True |
False |
14,084 |
10 |
42.34 |
40.60 |
1.74 |
4.2% |
0.69 |
1.7% |
75% |
False |
False |
13,827 |
20 |
42.34 |
39.71 |
2.63 |
6.3% |
0.72 |
1.7% |
83% |
False |
False |
15,732 |
40 |
44.63 |
39.53 |
5.10 |
12.2% |
0.70 |
1.7% |
46% |
False |
False |
11,267 |
60 |
45.48 |
39.53 |
5.95 |
14.2% |
0.72 |
1.7% |
40% |
False |
False |
8,997 |
80 |
46.53 |
39.53 |
7.00 |
16.7% |
0.70 |
1.7% |
34% |
False |
False |
7,447 |
100 |
48.27 |
39.53 |
8.74 |
20.9% |
0.70 |
1.7% |
27% |
False |
False |
6,405 |
120 |
49.43 |
39.53 |
9.90 |
23.6% |
0.68 |
1.6% |
24% |
False |
False |
5,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
46.64 |
2.618 |
44.94 |
1.618 |
43.90 |
1.000 |
43.26 |
0.618 |
42.86 |
HIGH |
42.22 |
0.618 |
41.82 |
0.500 |
41.70 |
0.382 |
41.58 |
LOW |
41.18 |
0.618 |
40.54 |
1.000 |
40.14 |
1.618 |
39.50 |
2.618 |
38.46 |
4.250 |
36.76 |
|
|
Fisher Pivots for day following 30-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.83 |
41.74 |
PP |
41.77 |
41.57 |
S1 |
41.70 |
41.41 |
|