CME Corn Future December 2013
Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
480-0 |
499-6 |
19-6 |
4.1% |
472-2 |
High |
508-2 |
504-2 |
-4-0 |
-0.8% |
486-6 |
Low |
479-0 |
485-4 |
6-4 |
1.4% |
463-4 |
Close |
500-4 |
486-2 |
-14-2 |
-2.8% |
470-0 |
Range |
29-2 |
18-6 |
-10-4 |
-35.9% |
23-2 |
ATR |
15-3 |
15-5 |
0-2 |
1.6% |
0-0 |
Volume |
121,543 |
289,110 |
167,567 |
137.9% |
772,738 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
548-2 |
536-0 |
496-4 |
|
R3 |
529-4 |
517-2 |
491-3 |
|
R2 |
510-6 |
510-6 |
489-6 |
|
R1 |
498-4 |
498-4 |
488-0 |
495-2 |
PP |
492-0 |
492-0 |
492-0 |
490-3 |
S1 |
479-6 |
479-6 |
484-4 |
476-4 |
S2 |
473-2 |
473-2 |
482-6 |
|
S3 |
454-4 |
461-0 |
481-1 |
|
S4 |
435-6 |
442-2 |
476-0 |
|
|
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 |
508-2 |
463-4 |
44-6 |
9.2% |
17-6 |
3.7% |
51% |
False |
False |
172,536 |
10 |
508-2 |
446-4 |
61-6 |
12.7% |
16-5 |
3.4% |
64% |
False |
False |
179,110 |
20 |
508-2 |
445-6 |
62-4 |
12.9% |
14-2 |
2.9% |
65% |
False |
False |
161,970 |
40 |
528-2 |
445-6 |
82-4 |
17.0% |
13-0 |
2.7% |
49% |
False |
False |
142,356 |
60 |
571-0 |
445-6 |
125-2 |
25.8% |
13-0 |
2.7% |
32% |
False |
False |
127,901 |
80 |
573-4 |
445-6 |
127-6 |
26.3% |
12-7 |
2.7% |
32% |
False |
False |
115,350 |
100 |
573-4 |
445-6 |
127-6 |
26.3% |
12-7 |
2.7% |
32% |
False |
False |
103,664 |
120 |
573-6 |
445-6 |
128-0 |
26.3% |
12-3 |
2.5% |
32% |
False |
False |
94,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
584-0 |
2.618 |
553-3 |
1.618 |
534-5 |
1.000 |
523-0 |
0.618 |
515-7 |
HIGH |
504-2 |
0.618 |
497-1 |
0.500 |
494-7 |
0.382 |
492-5 |
LOW |
485-4 |
0.618 |
473-7 |
1.000 |
466-6 |
1.618 |
455-1 |
2.618 |
436-3 |
4.250 |
405-6 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
494-7 |
486-1 |
PP |
492-0 |
486-0 |
S1 |
489-1 |
485-7 |
|