CME Corn Future December 2013
Trading Metrics calculated at close of trading on 21-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
485-0 |
475-0 |
-10-0 |
-2.1% |
453-4 |
High |
486-6 |
485-2 |
-1-4 |
-0.3% |
475-6 |
Low |
473-6 |
473-4 |
-0-2 |
-0.1% |
445-6 |
Close |
475-4 |
483-2 |
7-6 |
1.6% |
463-4 |
Range |
13-0 |
11-6 |
-1-2 |
-9.6% |
30-0 |
ATR |
13-4 |
13-3 |
-0-1 |
-0.9% |
0-0 |
Volume |
186,862 |
135,038 |
-51,824 |
-27.7% |
1,016,618 |
|
Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
515-7 |
511-3 |
489-6 |
|
R3 |
504-1 |
499-5 |
486-4 |
|
R2 |
492-3 |
492-3 |
485-3 |
|
R1 |
487-7 |
487-7 |
484-3 |
490-1 |
PP |
480-5 |
480-5 |
480-5 |
481-6 |
S1 |
476-1 |
476-1 |
482-1 |
478-3 |
S2 |
468-7 |
468-7 |
481-1 |
|
S3 |
457-1 |
464-3 |
480-0 |
|
S4 |
445-3 |
452-5 |
476-6 |
|
|
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 |
453-4 |
33-2 |
6.9% |
16-0 |
3.3% |
89% |
False |
False |
170,392 |
10 |
486-6 |
445-6 |
41-0 |
8.5% |
15-2 |
3.2% |
91% |
False |
False |
175,970 |
20 |
486-6 |
445-6 |
41-0 |
8.5% |
11-6 |
2.4% |
91% |
False |
False |
148,601 |
40 |
550-0 |
445-6 |
104-2 |
21.6% |
12-4 |
2.6% |
36% |
False |
False |
136,269 |
60 |
573-4 |
445-6 |
127-6 |
26.4% |
12-7 |
2.7% |
29% |
False |
False |
122,821 |
80 |
573-4 |
445-6 |
127-6 |
26.4% |
12-5 |
2.6% |
29% |
False |
False |
110,816 |
100 |
573-4 |
445-6 |
127-6 |
26.4% |
12-4 |
2.6% |
29% |
False |
False |
99,107 |
120 |
573-6 |
445-6 |
128-0 |
26.5% |
12-0 |
2.5% |
29% |
False |
False |
89,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
535-2 |
2.618 |
516-0 |
1.618 |
504-2 |
1.000 |
497-0 |
0.618 |
492-4 |
HIGH |
485-2 |
0.618 |
480-6 |
0.500 |
479-3 |
0.382 |
478-0 |
LOW |
473-4 |
0.618 |
466-2 |
1.000 |
461-6 |
1.618 |
454-4 |
2.618 |
442-6 |
4.250 |
423-4 |
|
|
Fisher Pivots for day following 21-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
482-0 |
481-2 |
PP |
480-5 |
479-3 |
S1 |
479-3 |
477-3 |
|