CME Soybean Oil Future January 2014
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Oct-2013 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Oct-2013 | 
                    24-Oct-2013 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        41.90 | 
                        41.83 | 
                        -0.07 | 
                        -0.2% | 
                        40.55 | 
                     
                    
                        | High | 
                        42.05 | 
                        41.90 | 
                        -0.15 | 
                        -0.4% | 
                        42.14 | 
                     
                    
                        | Low | 
                        41.58 | 
                        41.40 | 
                        -0.18 | 
                        -0.4% | 
                        40.43 | 
                     
                    
                        | Close | 
                        41.80 | 
                        41.43 | 
                        -0.37 | 
                        -0.9% | 
                        41.99 | 
                     
                    
                        | Range | 
                        0.47 | 
                        0.50 | 
                        0.03 | 
                        6.4% | 
                        1.71 | 
                     
                    
                        | ATR | 
                        0.69 | 
                        0.68 | 
                        -0.01 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        14,940 | 
                        14,464 | 
                        -476 | 
                        -3.2% | 
                        71,712 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Oct-2013 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.08 | 
                42.75 | 
                41.71 | 
                 | 
             
            
                | R3 | 
                42.58 | 
                42.25 | 
                41.57 | 
                 | 
             
            
                | R2 | 
                42.08 | 
                42.08 | 
                41.52 | 
                 | 
             
            
                | R1 | 
                41.75 | 
                41.75 | 
                41.48 | 
                41.67 | 
             
            
                | PP | 
                41.58 | 
                41.58 | 
                41.58 | 
                41.53 | 
             
            
                | S1 | 
                41.25 | 
                41.25 | 
                41.38 | 
                41.17 | 
             
            
                | S2 | 
                41.08 | 
                41.08 | 
                41.34 | 
                 | 
             
            
                | S3 | 
                40.58 | 
                40.75 | 
                41.29 | 
                 | 
             
            
                | S4 | 
                40.08 | 
                40.25 | 
                41.16 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                41.36 | 
                0.98 | 
                2.4% | 
                0.54 | 
                1.3% | 
                7% | 
                False | 
                False | 
                14,155 | 
                 
                
                | 10 | 
                42.34 | 
                40.43 | 
                1.91 | 
                4.6% | 
                0.69 | 
                1.7% | 
                52% | 
                False | 
                False | 
                15,578 | 
                 
                
                | 20 | 
                42.61 | 
                39.53 | 
                3.08 | 
                7.4% | 
                0.72 | 
                1.7% | 
                62% | 
                False | 
                False | 
                14,746 | 
                 
                
                | 40 | 
                45.23 | 
                39.53 | 
                5.70 | 
                13.8% | 
                0.70 | 
                1.7% | 
                33% | 
                False | 
                False | 
                10,380 | 
                 
                
                | 60 | 
                45.48 | 
                39.53 | 
                5.95 | 
                14.4% | 
                0.72 | 
                1.7% | 
                32% | 
                False | 
                False | 
                8,211 | 
                 
                
                | 80 | 
                46.53 | 
                39.53 | 
                7.00 | 
                16.9% | 
                0.69 | 
                1.7% | 
                27% | 
                False | 
                False | 
                6,866 | 
                 
                
                | 100 | 
                48.27 | 
                39.53 | 
                8.74 | 
                21.1% | 
                0.69 | 
                1.7% | 
                22% | 
                False | 
                False | 
                5,924 | 
                 
                
                | 120 | 
                49.43 | 
                39.53 | 
                9.90 | 
                23.9% | 
                0.67 | 
                1.6% | 
                19% | 
                False | 
                False | 
                5,137 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            44.03 | 
         
        
            | 
2.618             | 
            43.21 | 
         
        
            | 
1.618             | 
            42.71 | 
         
        
            | 
1.000             | 
            42.40 | 
         
        
            | 
0.618             | 
            42.21 | 
         
        
            | 
HIGH             | 
            41.90 | 
         
        
            | 
0.618             | 
            41.71 | 
         
        
            | 
0.500             | 
            41.65 | 
         
        
            | 
0.382             | 
            41.59 | 
         
        
            | 
LOW             | 
            41.40 | 
         
        
            | 
0.618             | 
            41.09 | 
         
        
            | 
1.000             | 
            40.90 | 
         
        
            | 
1.618             | 
            40.59 | 
         
        
            | 
2.618             | 
            40.09 | 
         
        
            | 
4.250             | 
            39.28 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Oct-2013 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                41.65 | 
                                41.76 | 
                             
                            
                                | PP | 
                                41.58 | 
                                41.65 | 
                             
                            
                                | S1 | 
                                41.50 | 
                                41.54 | 
                             
             
         |