CME Corn Future December 2013
Trading Metrics calculated at close of trading on 19-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
472-6 |
472-2 |
-0-4 |
-0.1% |
453-4 |
High |
475-6 |
486-2 |
10-4 |
2.2% |
475-6 |
Low |
461-0 |
468-0 |
7-0 |
1.5% |
445-6 |
Close |
463-4 |
485-4 |
22-0 |
4.7% |
463-4 |
Range |
14-6 |
18-2 |
3-4 |
23.7% |
30-0 |
ATR |
12-7 |
13-4 |
0-6 |
5.5% |
0-0 |
Volume |
247,971 |
133,845 |
-114,126 |
-46.0% |
1,016,618 |
|
Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
534-5 |
528-3 |
495-4 |
|
R3 |
516-3 |
510-1 |
490-4 |
|
R2 |
498-1 |
498-1 |
488-7 |
|
R1 |
491-7 |
491-7 |
487-1 |
495-0 |
PP |
479-7 |
479-7 |
479-7 |
481-4 |
S1 |
473-5 |
473-5 |
483-7 |
476-6 |
S2 |
461-5 |
461-5 |
482-1 |
|
S3 |
443-3 |
455-3 |
480-4 |
|
S4 |
425-1 |
437-1 |
475-4 |
|
|
Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
551-5 |
537-5 |
480-0 |
|
R3 |
521-5 |
507-5 |
471-6 |
|
R2 |
491-5 |
491-5 |
469-0 |
|
R1 |
477-5 |
477-5 |
466-2 |
484-5 |
PP |
461-5 |
461-5 |
461-5 |
465-2 |
S1 |
447-5 |
447-5 |
460-6 |
454-5 |
S2 |
431-5 |
431-5 |
458-0 |
|
S3 |
401-5 |
417-5 |
455-2 |
|
S4 |
371-5 |
387-5 |
447-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
486-2 |
445-6 |
40-4 |
8.3% |
17-4 |
3.6% |
98% |
True |
False |
201,176 |
10 |
486-2 |
445-6 |
40-4 |
8.3% |
14-3 |
3.0% |
98% |
True |
False |
168,428 |
20 |
496-4 |
445-6 |
50-6 |
10.5% |
11-6 |
2.4% |
78% |
False |
False |
145,380 |
40 |
551-0 |
445-6 |
105-2 |
21.7% |
12-2 |
2.5% |
38% |
False |
False |
132,782 |
60 |
573-4 |
445-6 |
127-6 |
26.3% |
12-7 |
2.6% |
31% |
False |
False |
119,213 |
80 |
573-4 |
445-6 |
127-6 |
26.3% |
12-6 |
2.6% |
31% |
False |
False |
107,883 |
100 |
573-4 |
445-6 |
127-6 |
26.3% |
12-6 |
2.6% |
31% |
False |
False |
98,234 |
120 |
573-6 |
445-6 |
128-0 |
26.4% |
12-0 |
2.5% |
31% |
False |
False |
87,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
563-6 |
2.618 |
534-0 |
1.618 |
515-6 |
1.000 |
504-4 |
0.618 |
497-4 |
HIGH |
486-2 |
0.618 |
479-2 |
0.500 |
477-1 |
0.382 |
475-0 |
LOW |
468-0 |
0.618 |
456-6 |
1.000 |
449-6 |
1.618 |
438-4 |
2.618 |
420-2 |
4.250 |
390-4 |
|
|
Fisher Pivots for day following 19-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
482-6 |
480-2 |
PP |
479-7 |
475-1 |
S1 |
477-1 |
469-7 |
|