CME Corn Future December 2013
Trading Metrics calculated at close of trading on 22-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
475-0 |
481-2 |
6-2 |
1.3% |
453-4 |
High |
485-2 |
482-2 |
-3-0 |
-0.6% |
475-6 |
Low |
473-4 |
464-2 |
-9-2 |
-2.0% |
445-6 |
Close |
483-2 |
464-4 |
-18-6 |
-3.9% |
463-4 |
Range |
11-6 |
18-0 |
6-2 |
53.2% |
30-0 |
ATR |
13-3 |
13-6 |
0-3 |
3.0% |
0-0 |
Volume |
135,038 |
145,559 |
10,521 |
7.8% |
1,016,618 |
|
Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
524-3 |
512-3 |
474-3 |
|
R3 |
506-3 |
494-3 |
469-4 |
|
R2 |
488-3 |
488-3 |
467-6 |
|
R1 |
476-3 |
476-3 |
466-1 |
473-3 |
PP |
470-3 |
470-3 |
470-3 |
468-6 |
S1 |
458-3 |
458-3 |
462-7 |
455-3 |
S2 |
452-3 |
452-3 |
461-2 |
|
S3 |
434-3 |
440-3 |
459-4 |
|
S4 |
416-3 |
422-3 |
454-5 |
|
|
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 |
461-0 |
25-6 |
5.5% |
15-1 |
3.3% |
14% |
False |
False |
169,855 |
10 |
486-6 |
445-6 |
41-0 |
8.8% |
16-3 |
3.5% |
46% |
False |
False |
175,755 |
20 |
486-6 |
445-6 |
41-0 |
8.8% |
12-2 |
2.6% |
46% |
False |
False |
150,016 |
40 |
544-4 |
445-6 |
98-6 |
21.3% |
12-6 |
2.7% |
19% |
False |
False |
138,002 |
60 |
573-4 |
445-6 |
127-6 |
27.5% |
12-7 |
2.8% |
15% |
False |
False |
123,468 |
80 |
573-4 |
445-6 |
127-6 |
27.5% |
12-5 |
2.7% |
15% |
False |
False |
111,007 |
100 |
573-4 |
445-6 |
127-6 |
27.5% |
12-5 |
2.7% |
15% |
False |
False |
99,544 |
120 |
573-6 |
445-6 |
128-0 |
27.6% |
12-1 |
2.6% |
15% |
False |
False |
90,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
558-6 |
2.618 |
529-3 |
1.618 |
511-3 |
1.000 |
500-2 |
0.618 |
493-3 |
HIGH |
482-2 |
0.618 |
475-3 |
0.500 |
473-2 |
0.382 |
471-1 |
LOW |
464-2 |
0.618 |
453-1 |
1.000 |
446-2 |
1.618 |
435-1 |
2.618 |
417-1 |
4.250 |
387-6 |
|
|
Fisher Pivots for day following 22-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
473-2 |
475-4 |
PP |
470-3 |
471-7 |
S1 |
467-3 |
468-1 |
|