CME Soybean Oil Future January 2014
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
43.22 |
43.20 |
-0.02 |
0.0% |
42.26 |
| High |
43.77 |
43.54 |
-0.23 |
-0.5% |
44.11 |
| Low |
43.22 |
42.81 |
-0.41 |
-0.9% |
42.17 |
| Close |
43.30 |
42.90 |
-0.40 |
-0.9% |
43.36 |
| Range |
0.55 |
0.73 |
0.18 |
32.7% |
1.94 |
| ATR |
0.69 |
0.69 |
0.00 |
0.4% |
0.00 |
| Volume |
3,975 |
4,124 |
149 |
3.7% |
20,661 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.27 |
44.82 |
43.30 |
|
| R3 |
44.54 |
44.09 |
43.10 |
|
| R2 |
43.81 |
43.81 |
43.03 |
|
| R1 |
43.36 |
43.36 |
42.97 |
43.22 |
| PP |
43.08 |
43.08 |
43.08 |
43.02 |
| S1 |
42.63 |
42.63 |
42.83 |
42.49 |
| S2 |
42.35 |
42.35 |
42.77 |
|
| S3 |
41.62 |
41.90 |
42.70 |
|
| S4 |
40.89 |
41.17 |
42.50 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
49.03 |
48.14 |
44.43 |
|
| R3 |
47.09 |
46.20 |
43.89 |
|
| R2 |
45.15 |
45.15 |
43.72 |
|
| R1 |
44.26 |
44.26 |
43.54 |
44.71 |
| PP |
43.21 |
43.21 |
43.21 |
43.44 |
| S1 |
42.32 |
42.32 |
43.18 |
42.77 |
| S2 |
41.27 |
41.27 |
43.00 |
|
| S3 |
39.33 |
40.38 |
42.83 |
|
| S4 |
37.39 |
38.44 |
42.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
44.15 |
42.81 |
1.34 |
3.1% |
0.69 |
1.6% |
7% |
False |
True |
3,969 |
| 10 |
44.15 |
42.08 |
2.07 |
4.8% |
0.69 |
1.6% |
40% |
False |
False |
4,007 |
| 20 |
44.15 |
42.08 |
2.07 |
4.8% |
0.68 |
1.6% |
40% |
False |
False |
3,467 |
| 40 |
46.53 |
42.08 |
4.45 |
10.4% |
0.65 |
1.5% |
18% |
False |
False |
3,043 |
| 60 |
48.30 |
42.08 |
6.22 |
14.5% |
0.64 |
1.5% |
13% |
False |
False |
2,729 |
| 80 |
49.43 |
42.08 |
7.35 |
17.1% |
0.65 |
1.5% |
11% |
False |
False |
2,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
46.64 |
|
2.618 |
45.45 |
|
1.618 |
44.72 |
|
1.000 |
44.27 |
|
0.618 |
43.99 |
|
HIGH |
43.54 |
|
0.618 |
43.26 |
|
0.500 |
43.18 |
|
0.382 |
43.09 |
|
LOW |
42.81 |
|
0.618 |
42.36 |
|
1.000 |
42.08 |
|
1.618 |
41.63 |
|
2.618 |
40.90 |
|
4.250 |
39.71 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
43.18 |
43.39 |
| PP |
43.08 |
43.23 |
| S1 |
42.99 |
43.06 |
|