CME Corn Future December 2013
Trading Metrics calculated at close of trading on 20-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
472-2 |
485-0 |
12-6 |
2.7% |
453-4 |
High |
486-2 |
486-6 |
0-4 |
0.1% |
475-6 |
Low |
468-0 |
473-6 |
5-6 |
1.2% |
445-6 |
Close |
485-4 |
475-4 |
-10-0 |
-2.1% |
463-4 |
Range |
18-2 |
13-0 |
-5-2 |
-28.8% |
30-0 |
ATR |
13-4 |
13-4 |
0-0 |
-0.3% |
0-0 |
Volume |
133,845 |
186,862 |
53,017 |
39.6% |
1,016,618 |
|
Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
517-5 |
509-5 |
482-5 |
|
R3 |
504-5 |
496-5 |
479-1 |
|
R2 |
491-5 |
491-5 |
477-7 |
|
R1 |
483-5 |
483-5 |
476-6 |
481-1 |
PP |
478-5 |
478-5 |
478-5 |
477-4 |
S1 |
470-5 |
470-5 |
474-2 |
468-1 |
S2 |
465-5 |
465-5 |
473-1 |
|
S3 |
452-5 |
457-5 |
471-7 |
|
S4 |
439-5 |
444-5 |
468-3 |
|
|
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 |
486-6 |
446-4 |
40-2 |
8.5% |
15-4 |
3.3% |
72% |
True |
False |
185,683 |
10 |
486-6 |
445-6 |
41-0 |
8.6% |
15-0 |
3.1% |
73% |
True |
False |
174,445 |
20 |
489-0 |
445-6 |
43-2 |
9.1% |
11-5 |
2.4% |
69% |
False |
False |
150,327 |
40 |
551-0 |
445-6 |
105-2 |
22.1% |
12-3 |
2.6% |
28% |
False |
False |
135,141 |
60 |
573-4 |
445-6 |
127-6 |
26.9% |
12-7 |
2.7% |
23% |
False |
False |
121,268 |
80 |
573-4 |
445-6 |
127-6 |
26.9% |
12-6 |
2.7% |
23% |
False |
False |
109,646 |
100 |
573-4 |
445-6 |
127-6 |
26.9% |
12-4 |
2.6% |
23% |
False |
False |
99,726 |
120 |
573-6 |
445-6 |
128-0 |
26.9% |
12-0 |
2.5% |
23% |
False |
False |
88,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
542-0 |
2.618 |
520-6 |
1.618 |
507-6 |
1.000 |
499-6 |
0.618 |
494-6 |
HIGH |
486-6 |
0.618 |
481-6 |
0.500 |
480-2 |
0.382 |
478-6 |
LOW |
473-6 |
0.618 |
465-6 |
1.000 |
460-6 |
1.618 |
452-6 |
2.618 |
439-6 |
4.250 |
418-4 |
|
|
Fisher Pivots for day following 20-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
480-2 |
475-0 |
PP |
478-5 |
474-3 |
S1 |
477-1 |
473-7 |
|