CME Soybean Oil Future January 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
41.39 |
42.01 |
0.62 |
1.5% |
40.55 |
| High |
42.05 |
42.34 |
0.29 |
0.7% |
42.14 |
| Low |
41.36 |
41.90 |
0.54 |
1.3% |
40.43 |
| Close |
41.99 |
41.95 |
-0.04 |
-0.1% |
41.99 |
| Range |
0.69 |
0.44 |
-0.25 |
-36.2% |
1.71 |
| ATR |
0.74 |
0.72 |
-0.02 |
-2.9% |
0.00 |
| Volume |
13,404 |
16,323 |
2,919 |
21.8% |
71,712 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
43.38 |
43.11 |
42.19 |
|
| R3 |
42.94 |
42.67 |
42.07 |
|
| R2 |
42.50 |
42.50 |
42.03 |
|
| R1 |
42.23 |
42.23 |
41.99 |
42.15 |
| PP |
42.06 |
42.06 |
42.06 |
42.02 |
| S1 |
41.79 |
41.79 |
41.91 |
41.71 |
| S2 |
41.62 |
41.62 |
41.87 |
|
| S3 |
41.18 |
41.35 |
41.83 |
|
| S4 |
40.74 |
40.91 |
41.71 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
46.65 |
46.03 |
42.93 |
|
| R3 |
44.94 |
44.32 |
42.46 |
|
| R2 |
43.23 |
43.23 |
42.30 |
|
| R1 |
42.61 |
42.61 |
42.15 |
42.92 |
| PP |
41.52 |
41.52 |
41.52 |
41.68 |
| S1 |
40.90 |
40.90 |
41.83 |
41.21 |
| S2 |
39.81 |
39.81 |
41.68 |
|
| S3 |
38.10 |
39.19 |
41.52 |
|
| S4 |
36.39 |
37.48 |
41.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
42.34 |
40.68 |
1.66 |
4.0% |
0.73 |
1.7% |
77% |
True |
False |
13,362 |
| 10 |
42.34 |
40.28 |
2.06 |
4.9% |
0.72 |
1.7% |
81% |
True |
False |
17,811 |
| 20 |
42.75 |
39.53 |
3.22 |
7.7% |
0.71 |
1.7% |
75% |
False |
False |
13,797 |
| 40 |
45.48 |
39.53 |
5.95 |
14.2% |
0.75 |
1.8% |
41% |
False |
False |
9,771 |
| 60 |
45.48 |
39.53 |
5.95 |
14.2% |
0.72 |
1.7% |
41% |
False |
False |
7,658 |
| 80 |
46.53 |
39.53 |
7.00 |
16.7% |
0.70 |
1.7% |
35% |
False |
False |
6,433 |
| 100 |
48.30 |
39.53 |
8.77 |
20.9% |
0.69 |
1.6% |
28% |
False |
False |
5,561 |
| 120 |
49.43 |
39.53 |
9.90 |
23.6% |
0.68 |
1.6% |
24% |
False |
False |
4,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
44.21 |
|
2.618 |
43.49 |
|
1.618 |
43.05 |
|
1.000 |
42.78 |
|
0.618 |
42.61 |
|
HIGH |
42.34 |
|
0.618 |
42.17 |
|
0.500 |
42.12 |
|
0.382 |
42.07 |
|
LOW |
41.90 |
|
0.618 |
41.63 |
|
1.000 |
41.46 |
|
1.618 |
41.19 |
|
2.618 |
40.75 |
|
4.250 |
40.03 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
42.12 |
41.91 |
| PP |
42.06 |
41.88 |
| S1 |
42.01 |
41.84 |
|