CME Corn Future December 2013
Trading Metrics calculated at close of trading on 12-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
459-4 |
453-4 |
-6-0 |
-1.3% |
462-2 |
High |
462-6 |
469-2 |
6-4 |
1.4% |
465-0 |
Low |
452-0 |
446-4 |
-5-4 |
-1.2% |
452-0 |
Close |
453-2 |
464-0 |
10-6 |
2.4% |
453-2 |
Range |
10-6 |
22-6 |
12-0 |
111.6% |
13-0 |
ATR |
10-4 |
11-3 |
0-7 |
8.4% |
0-0 |
Volume |
139,628 |
144,582 |
4,954 |
3.5% |
665,068 |
|
Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
528-1 |
518-7 |
476-4 |
|
R3 |
505-3 |
496-1 |
470-2 |
|
R2 |
482-5 |
482-5 |
468-1 |
|
R1 |
473-3 |
473-3 |
466-1 |
478-0 |
PP |
459-7 |
459-7 |
459-7 |
462-2 |
S1 |
450-5 |
450-5 |
461-7 |
455-2 |
S2 |
437-1 |
437-1 |
459-7 |
|
S3 |
414-3 |
427-7 |
457-6 |
|
S4 |
391-5 |
405-1 |
451-4 |
|
|
Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
495-6 |
487-4 |
460-3 |
|
R3 |
482-6 |
474-4 |
456-7 |
|
R2 |
469-6 |
469-6 |
455-5 |
|
R1 |
461-4 |
461-4 |
454-4 |
459-1 |
PP |
456-6 |
456-6 |
456-6 |
455-4 |
S1 |
448-4 |
448-4 |
452-0 |
446-1 |
S2 |
443-6 |
443-6 |
450-7 |
|
S3 |
430-6 |
435-4 |
449-5 |
|
S4 |
417-6 |
422-4 |
446-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
469-2 |
446-4 |
22-6 |
4.9% |
11-2 |
2.4% |
77% |
True |
True |
135,679 |
10 |
480-4 |
446-4 |
34-0 |
7.3% |
10-0 |
2.2% |
51% |
False |
True |
128,302 |
20 |
518-4 |
446-4 |
72-0 |
15.5% |
10-0 |
2.2% |
24% |
False |
True |
122,695 |
40 |
571-0 |
446-4 |
124-4 |
26.8% |
12-1 |
2.6% |
14% |
False |
True |
122,093 |
60 |
573-4 |
446-4 |
127-0 |
27.4% |
12-2 |
2.6% |
14% |
False |
True |
108,860 |
80 |
573-4 |
446-4 |
127-0 |
27.4% |
12-3 |
2.7% |
14% |
False |
True |
98,685 |
100 |
573-6 |
446-4 |
127-2 |
27.4% |
12-2 |
2.6% |
14% |
False |
True |
90,185 |
120 |
573-6 |
446-4 |
127-2 |
27.4% |
11-4 |
2.5% |
14% |
False |
True |
80,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
566-0 |
2.618 |
528-6 |
1.618 |
506-0 |
1.000 |
492-0 |
0.618 |
483-2 |
HIGH |
469-2 |
0.618 |
460-4 |
0.500 |
457-7 |
0.382 |
455-2 |
LOW |
446-4 |
0.618 |
432-4 |
1.000 |
423-6 |
1.618 |
409-6 |
2.618 |
387-0 |
4.250 |
349-6 |
|
|
Fisher Pivots for day following 12-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
462-0 |
462-0 |
PP |
459-7 |
459-7 |
S1 |
457-7 |
457-7 |
|