CME Soybean Oil Future January 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
40.92 |
41.62 |
0.70 |
1.7% |
40.60 |
| High |
42.03 |
42.14 |
0.11 |
0.3% |
41.63 |
| Low |
40.90 |
41.34 |
0.44 |
1.1% |
40.13 |
| Close |
41.67 |
41.43 |
-0.24 |
-0.6% |
40.61 |
| Range |
1.13 |
0.80 |
-0.33 |
-29.2% |
1.50 |
| ATR |
0.74 |
0.74 |
0.00 |
0.6% |
0.00 |
| Volume |
14,747 |
11,538 |
-3,209 |
-21.8% |
101,958 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
44.04 |
43.53 |
41.87 |
|
| R3 |
43.24 |
42.73 |
41.65 |
|
| R2 |
42.44 |
42.44 |
41.58 |
|
| R1 |
41.93 |
41.93 |
41.50 |
41.79 |
| PP |
41.64 |
41.64 |
41.64 |
41.56 |
| S1 |
41.13 |
41.13 |
41.36 |
40.99 |
| S2 |
40.84 |
40.84 |
41.28 |
|
| S3 |
40.04 |
40.33 |
41.21 |
|
| S4 |
39.24 |
39.53 |
40.99 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
45.29 |
44.45 |
41.44 |
|
| R3 |
43.79 |
42.95 |
41.02 |
|
| R2 |
42.29 |
42.29 |
40.89 |
|
| R1 |
41.45 |
41.45 |
40.75 |
41.87 |
| PP |
40.79 |
40.79 |
40.79 |
41.00 |
| S1 |
39.95 |
39.95 |
40.47 |
40.37 |
| S2 |
39.29 |
39.29 |
40.34 |
|
| S3 |
37.79 |
38.45 |
40.20 |
|
| S4 |
36.29 |
36.95 |
39.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.14 |
40.43 |
1.71 |
4.1% |
0.84 |
2.0% |
58% |
True |
False |
17,002 |
| 10 |
42.14 |
40.13 |
2.01 |
4.9% |
0.72 |
1.7% |
65% |
True |
False |
17,185 |
| 20 |
43.22 |
39.53 |
3.69 |
8.9% |
0.70 |
1.7% |
51% |
False |
False |
12,683 |
| 40 |
45.48 |
39.53 |
5.95 |
14.4% |
0.75 |
1.8% |
32% |
False |
False |
9,213 |
| 60 |
45.48 |
39.53 |
5.95 |
14.4% |
0.73 |
1.8% |
32% |
False |
False |
7,306 |
| 80 |
46.53 |
39.53 |
7.00 |
16.9% |
0.70 |
1.7% |
27% |
False |
False |
6,101 |
| 100 |
48.94 |
39.53 |
9.41 |
22.7% |
0.69 |
1.7% |
20% |
False |
False |
5,300 |
| 120 |
49.43 |
39.53 |
9.90 |
23.9% |
0.68 |
1.6% |
19% |
False |
False |
4,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45.54 |
|
2.618 |
44.23 |
|
1.618 |
43.43 |
|
1.000 |
42.94 |
|
0.618 |
42.63 |
|
HIGH |
42.14 |
|
0.618 |
41.83 |
|
0.500 |
41.74 |
|
0.382 |
41.65 |
|
LOW |
41.34 |
|
0.618 |
40.85 |
|
1.000 |
40.54 |
|
1.618 |
40.05 |
|
2.618 |
39.25 |
|
4.250 |
37.94 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
41.74 |
41.42 |
| PP |
41.64 |
41.42 |
| S1 |
41.53 |
41.41 |
|