CME Soybean Oil Future January 2014
Trading Metrics calculated at close of trading on 28-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
41.47 |
41.07 |
-0.40 |
-1.0% |
42.01 |
High |
41.67 |
41.49 |
-0.18 |
-0.4% |
42.34 |
Low |
40.95 |
40.60 |
-0.35 |
-0.9% |
40.95 |
Close |
41.03 |
40.65 |
-0.38 |
-0.9% |
41.03 |
Range |
0.72 |
0.89 |
0.17 |
23.6% |
1.39 |
ATR |
0.68 |
0.70 |
0.01 |
2.2% |
0.00 |
Volume |
10,180 |
12,488 |
2,308 |
22.7% |
67,551 |
|
Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
43.58 |
43.01 |
41.14 |
|
R3 |
42.69 |
42.12 |
40.89 |
|
R2 |
41.80 |
41.80 |
40.81 |
|
R1 |
41.23 |
41.23 |
40.73 |
41.07 |
PP |
40.91 |
40.91 |
40.91 |
40.84 |
S1 |
40.34 |
40.34 |
40.57 |
40.18 |
S2 |
40.02 |
40.02 |
40.49 |
|
S3 |
39.13 |
39.45 |
40.41 |
|
S4 |
38.24 |
38.56 |
40.16 |
|
|
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 |
42.11 |
40.60 |
1.51 |
3.7% |
0.64 |
1.6% |
3% |
False |
True |
12,743 |
10 |
42.34 |
40.60 |
1.74 |
4.3% |
0.68 |
1.7% |
3% |
False |
True |
13,052 |
20 |
42.34 |
39.53 |
2.81 |
6.9% |
0.73 |
1.8% |
40% |
False |
False |
15,006 |
40 |
45.23 |
39.53 |
5.70 |
14.0% |
0.70 |
1.7% |
20% |
False |
False |
10,729 |
60 |
45.48 |
39.53 |
5.95 |
14.6% |
0.72 |
1.8% |
19% |
False |
False |
8,513 |
80 |
46.53 |
39.53 |
7.00 |
17.2% |
0.69 |
1.7% |
16% |
False |
False |
7,101 |
100 |
48.27 |
39.53 |
8.74 |
21.5% |
0.69 |
1.7% |
13% |
False |
False |
6,108 |
120 |
49.43 |
39.53 |
9.90 |
24.4% |
0.68 |
1.7% |
11% |
False |
False |
5,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
45.27 |
2.618 |
43.82 |
1.618 |
42.93 |
1.000 |
42.38 |
0.618 |
42.04 |
HIGH |
41.49 |
0.618 |
41.15 |
0.500 |
41.05 |
0.382 |
40.94 |
LOW |
40.60 |
0.618 |
40.05 |
1.000 |
39.71 |
1.618 |
39.16 |
2.618 |
38.27 |
4.250 |
36.82 |
|
|
Fisher Pivots for day following 28-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
41.05 |
41.25 |
PP |
40.91 |
41.05 |
S1 |
40.78 |
40.85 |
|