CME Corn Future December 2013
Trading Metrics calculated at close of trading on 23-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
481-2 |
464-4 |
-16-6 |
-3.5% |
472-2 |
High |
482-2 |
474-4 |
-7-6 |
-1.6% |
486-6 |
Low |
464-2 |
463-4 |
-0-6 |
-0.2% |
463-4 |
Close |
464-4 |
470-0 |
5-4 |
1.2% |
470-0 |
Range |
18-0 |
11-0 |
-7-0 |
-38.9% |
23-2 |
ATR |
13-6 |
13-5 |
-0-2 |
-1.4% |
0-0 |
Volume |
145,559 |
171,434 |
25,875 |
17.8% |
772,738 |
|
Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
502-3 |
497-1 |
476-0 |
|
R3 |
491-3 |
486-1 |
473-0 |
|
R2 |
480-3 |
480-3 |
472-0 |
|
R1 |
475-1 |
475-1 |
471-0 |
477-6 |
PP |
469-3 |
469-3 |
469-3 |
470-5 |
S1 |
464-1 |
464-1 |
469-0 |
466-6 |
S2 |
458-3 |
458-3 |
468-0 |
|
S3 |
447-3 |
453-1 |
467-0 |
|
S4 |
436-3 |
442-1 |
464-0 |
|
|
Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
543-1 |
529-7 |
482-6 |
|
R3 |
519-7 |
506-5 |
476-3 |
|
R2 |
496-5 |
496-5 |
474-2 |
|
R1 |
483-3 |
483-3 |
472-1 |
478-3 |
PP |
473-3 |
473-3 |
473-3 |
471-0 |
S1 |
460-1 |
460-1 |
467-7 |
455-1 |
S2 |
450-1 |
450-1 |
465-6 |
|
S3 |
426-7 |
436-7 |
463-5 |
|
S4 |
403-5 |
413-5 |
457-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
486-6 |
463-4 |
23-2 |
4.9% |
14-3 |
3.1% |
28% |
False |
True |
154,547 |
10 |
486-6 |
445-6 |
41-0 |
8.7% |
16-3 |
3.5% |
59% |
False |
False |
178,935 |
20 |
486-6 |
445-6 |
41-0 |
8.7% |
12-4 |
2.7% |
59% |
False |
False |
150,875 |
40 |
541-0 |
445-6 |
95-2 |
20.3% |
12-6 |
2.7% |
25% |
False |
False |
140,328 |
60 |
573-4 |
445-6 |
127-6 |
27.2% |
12-7 |
2.7% |
19% |
False |
False |
123,902 |
80 |
573-4 |
445-6 |
127-6 |
27.2% |
12-5 |
2.7% |
19% |
False |
False |
111,832 |
100 |
573-4 |
445-6 |
127-6 |
27.2% |
12-5 |
2.7% |
19% |
False |
False |
100,646 |
120 |
573-6 |
445-6 |
128-0 |
27.2% |
12-1 |
2.6% |
19% |
False |
False |
91,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
521-2 |
2.618 |
503-2 |
1.618 |
492-2 |
1.000 |
485-4 |
0.618 |
481-2 |
HIGH |
474-4 |
0.618 |
470-2 |
0.500 |
469-0 |
0.382 |
467-6 |
LOW |
463-4 |
0.618 |
456-6 |
1.000 |
452-4 |
1.618 |
445-6 |
2.618 |
434-6 |
4.250 |
416-6 |
|
|
Fisher Pivots for day following 23-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
469-5 |
474-3 |
PP |
469-3 |
472-7 |
S1 |
469-0 |
471-4 |
|