CME Corn Future December 2013
Trading Metrics calculated at close of trading on 13-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
453-4 |
464-4 |
11-0 |
2.4% |
462-2 |
High |
469-2 |
468-6 |
-0-4 |
-0.1% |
465-0 |
Low |
446-4 |
445-6 |
-0-6 |
-0.2% |
452-0 |
Close |
464-0 |
447-2 |
-16-6 |
-3.6% |
453-2 |
Range |
22-6 |
23-0 |
0-2 |
1.1% |
13-0 |
ATR |
11-3 |
12-1 |
0-7 |
7.3% |
0-0 |
Volume |
144,582 |
264,324 |
119,742 |
82.8% |
665,068 |
|
Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
522-7 |
508-1 |
459-7 |
|
R3 |
499-7 |
485-1 |
453-5 |
|
R2 |
476-7 |
476-7 |
451-4 |
|
R1 |
462-1 |
462-1 |
449-3 |
458-0 |
PP |
453-7 |
453-7 |
453-7 |
451-7 |
S1 |
439-1 |
439-1 |
445-1 |
435-0 |
S2 |
430-7 |
430-7 |
443-0 |
|
S3 |
407-7 |
416-1 |
440-7 |
|
S4 |
384-7 |
393-1 |
434-5 |
|
|
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 |
445-6 |
23-4 |
5.3% |
14-3 |
3.2% |
6% |
False |
True |
163,208 |
10 |
480-4 |
445-6 |
34-6 |
7.8% |
11-6 |
2.6% |
4% |
False |
True |
144,831 |
20 |
515-0 |
445-6 |
69-2 |
15.5% |
10-4 |
2.4% |
2% |
False |
True |
131,628 |
40 |
571-0 |
445-6 |
125-2 |
28.0% |
12-2 |
2.8% |
1% |
False |
True |
126,951 |
60 |
573-4 |
445-6 |
127-6 |
28.6% |
12-4 |
2.8% |
1% |
False |
True |
112,286 |
80 |
573-4 |
445-6 |
127-6 |
28.6% |
12-4 |
2.8% |
1% |
False |
True |
101,323 |
100 |
573-6 |
445-6 |
128-0 |
28.6% |
12-3 |
2.8% |
1% |
False |
True |
92,411 |
120 |
573-6 |
445-6 |
128-0 |
28.6% |
11-5 |
2.6% |
1% |
False |
True |
82,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
566-4 |
2.618 |
529-0 |
1.618 |
506-0 |
1.000 |
491-6 |
0.618 |
483-0 |
HIGH |
468-6 |
0.618 |
460-0 |
0.500 |
457-2 |
0.382 |
454-4 |
LOW |
445-6 |
0.618 |
431-4 |
1.000 |
422-6 |
1.618 |
408-4 |
2.618 |
385-4 |
4.250 |
348-0 |
|
|
Fisher Pivots for day following 13-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
457-2 |
457-4 |
PP |
453-7 |
454-1 |
S1 |
450-5 |
450-5 |
|