CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.29 |
41.87 |
0.58 |
1.4% |
42.01 |
High |
42.22 |
42.40 |
0.18 |
0.4% |
42.34 |
Low |
41.18 |
41.59 |
0.41 |
1.0% |
40.95 |
Close |
41.90 |
41.63 |
-0.27 |
-0.6% |
41.03 |
Range |
1.04 |
0.81 |
-0.23 |
-22.1% |
1.39 |
ATR |
0.73 |
0.73 |
0.01 |
0.8% |
0.00 |
Volume |
15,226 |
20,920 |
5,694 |
37.4% |
67,551 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
44.30 |
43.78 |
42.08 |
|
R3 |
43.49 |
42.97 |
41.85 |
|
R2 |
42.68 |
42.68 |
41.78 |
|
R1 |
42.16 |
42.16 |
41.70 |
42.02 |
PP |
41.87 |
41.87 |
41.87 |
41.80 |
S1 |
41.35 |
41.35 |
41.56 |
41.21 |
S2 |
41.06 |
41.06 |
41.48 |
|
S3 |
40.25 |
40.54 |
41.41 |
|
S4 |
39.44 |
39.73 |
41.18 |
|
|
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 |
42.40 |
40.60 |
1.80 |
4.3% |
0.84 |
2.0% |
57% |
True |
False |
15,375 |
10 |
42.40 |
40.60 |
1.80 |
4.3% |
0.69 |
1.7% |
57% |
True |
False |
14,765 |
20 |
42.40 |
40.13 |
2.27 |
5.5% |
0.71 |
1.7% |
66% |
True |
False |
15,975 |
40 |
44.63 |
39.53 |
5.10 |
12.3% |
0.70 |
1.7% |
41% |
False |
False |
11,652 |
60 |
45.48 |
39.53 |
5.95 |
14.3% |
0.72 |
1.7% |
35% |
False |
False |
9,258 |
80 |
46.53 |
39.53 |
7.00 |
16.8% |
0.71 |
1.7% |
30% |
False |
False |
7,658 |
100 |
48.27 |
39.53 |
8.74 |
21.0% |
0.70 |
1.7% |
24% |
False |
False |
6,559 |
120 |
49.43 |
39.53 |
9.90 |
23.8% |
0.68 |
1.6% |
21% |
False |
False |
5,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.84 |
2.618 |
44.52 |
1.618 |
43.71 |
1.000 |
43.21 |
0.618 |
42.90 |
HIGH |
42.40 |
0.618 |
42.09 |
0.500 |
42.00 |
0.382 |
41.90 |
LOW |
41.59 |
0.618 |
41.09 |
1.000 |
40.78 |
1.618 |
40.28 |
2.618 |
39.47 |
4.250 |
38.15 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
42.00 |
41.59 |
PP |
41.87 |
41.55 |
S1 |
41.75 |
41.52 |
|