CME Corn Future December 2013
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
447-0 |
457-2 |
10-2 |
2.3% |
462-2 |
High |
456-0 |
475-4 |
19-4 |
4.3% |
465-0 |
Low |
446-4 |
453-4 |
7-0 |
1.6% |
452-0 |
Close |
455-2 |
472-2 |
17-0 |
3.7% |
453-2 |
Range |
9-4 |
22-0 |
12-4 |
131.6% |
13-0 |
ATR |
12-0 |
12-6 |
0-6 |
6.0% |
0-0 |
Volume |
211,493 |
148,248 |
-63,245 |
-29.9% |
665,068 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
533-1 |
524-5 |
484-3 |
|
R3 |
511-1 |
502-5 |
478-2 |
|
R2 |
489-1 |
489-1 |
476-2 |
|
R1 |
480-5 |
480-5 |
474-2 |
484-7 |
PP |
467-1 |
467-1 |
467-1 |
469-2 |
S1 |
458-5 |
458-5 |
470-2 |
462-7 |
S2 |
445-1 |
445-1 |
468-2 |
|
S3 |
423-1 |
436-5 |
466-2 |
|
S4 |
401-1 |
414-5 |
460-1 |
|
|
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 |
475-4 |
445-6 |
29-6 |
6.3% |
17-5 |
3.7% |
89% |
True |
False |
181,655 |
10 |
475-4 |
445-6 |
29-6 |
6.3% |
12-6 |
2.7% |
89% |
True |
False |
158,081 |
20 |
502-6 |
445-6 |
57-0 |
12.1% |
11-0 |
2.3% |
46% |
False |
False |
138,892 |
40 |
568-4 |
445-6 |
122-6 |
26.0% |
12-1 |
2.6% |
22% |
False |
False |
130,218 |
60 |
573-4 |
445-6 |
127-6 |
27.1% |
12-5 |
2.7% |
21% |
False |
False |
115,679 |
80 |
573-4 |
445-6 |
127-6 |
27.1% |
12-5 |
2.7% |
21% |
False |
False |
104,693 |
100 |
573-6 |
445-6 |
128-0 |
27.1% |
12-4 |
2.7% |
21% |
False |
False |
95,242 |
120 |
573-6 |
445-6 |
128-0 |
27.1% |
11-6 |
2.5% |
21% |
False |
False |
84,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
569-0 |
2.618 |
533-1 |
1.618 |
511-1 |
1.000 |
497-4 |
0.618 |
489-1 |
HIGH |
475-4 |
0.618 |
467-1 |
0.500 |
464-4 |
0.382 |
461-7 |
LOW |
453-4 |
0.618 |
439-7 |
1.000 |
431-4 |
1.618 |
417-7 |
2.618 |
395-7 |
4.250 |
360-0 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
469-5 |
468-3 |
PP |
467-1 |
464-4 |
S1 |
464-4 |
460-5 |
|