CME Corn Future December 2013
Trading Metrics calculated at close of trading on 28-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
499-6 |
486-0 |
-13-6 |
-2.8% |
472-2 |
High |
504-2 |
492-0 |
-12-2 |
-2.4% |
486-6 |
Low |
485-4 |
479-0 |
-6-4 |
-1.3% |
463-4 |
Close |
486-2 |
480-6 |
-5-4 |
-1.1% |
470-0 |
Range |
18-6 |
13-0 |
-5-6 |
-30.7% |
23-2 |
ATR |
15-5 |
15-3 |
-0-1 |
-1.2% |
0-0 |
Volume |
289,110 |
184,350 |
-104,760 |
-36.2% |
772,738 |
|
Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
522-7 |
514-7 |
487-7 |
|
R3 |
509-7 |
501-7 |
484-3 |
|
R2 |
496-7 |
496-7 |
483-1 |
|
R1 |
488-7 |
488-7 |
482-0 |
486-3 |
PP |
483-7 |
483-7 |
483-7 |
482-6 |
S1 |
475-7 |
475-7 |
479-4 |
473-3 |
S2 |
470-7 |
470-7 |
478-3 |
|
S3 |
457-7 |
462-7 |
477-1 |
|
S4 |
444-7 |
449-7 |
473-5 |
|
|
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 |
9.3% |
18-0 |
3.7% |
39% |
False |
False |
182,399 |
10 |
508-2 |
453-4 |
54-6 |
11.4% |
17-0 |
3.5% |
50% |
False |
False |
176,396 |
20 |
508-2 |
445-6 |
62-4 |
13.0% |
14-4 |
3.0% |
56% |
False |
False |
165,853 |
40 |
528-2 |
445-6 |
82-4 |
17.2% |
13-0 |
2.7% |
42% |
False |
False |
143,064 |
60 |
571-0 |
445-6 |
125-2 |
26.1% |
13-0 |
2.7% |
28% |
False |
False |
129,278 |
80 |
573-4 |
445-6 |
127-6 |
26.6% |
13-0 |
2.7% |
27% |
False |
False |
116,838 |
100 |
573-4 |
445-6 |
127-6 |
26.6% |
13-0 |
2.7% |
27% |
False |
False |
105,049 |
120 |
573-6 |
445-6 |
128-0 |
26.6% |
12-3 |
2.6% |
27% |
False |
False |
95,865 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
547-2 |
2.618 |
526-0 |
1.618 |
513-0 |
1.000 |
505-0 |
0.618 |
500-0 |
HIGH |
492-0 |
0.618 |
487-0 |
0.500 |
485-4 |
0.382 |
484-0 |
LOW |
479-0 |
0.618 |
471-0 |
1.000 |
466-0 |
1.618 |
458-0 |
2.618 |
445-0 |
4.250 |
423-6 |
|
|
Fisher Pivots for day following 28-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
485-4 |
493-5 |
PP |
483-7 |
489-3 |
S1 |
482-3 |
485-0 |
|