CME Corn Future December 2013
Trading Metrics calculated at close of trading on 04-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
491-0 |
475-2 |
-15-6 |
-3.2% |
480-0 |
High |
493-6 |
475-2 |
-18-4 |
-3.7% |
508-2 |
Low |
470-2 |
466-2 |
-4-0 |
-0.9% |
476-2 |
Close |
475-2 |
469-4 |
-5-6 |
-1.2% |
482-0 |
Range |
23-4 |
9-0 |
-14-4 |
-61.7% |
32-0 |
ATR |
15-0 |
14-4 |
-0-3 |
-2.8% |
0-0 |
Volume |
102,569 |
170,017 |
67,448 |
65.8% |
854,762 |
|
Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
497-3 |
492-3 |
474-4 |
|
R3 |
488-3 |
483-3 |
472-0 |
|
R2 |
479-3 |
479-3 |
471-1 |
|
R1 |
474-3 |
474-3 |
470-3 |
472-3 |
PP |
470-3 |
470-3 |
470-3 |
469-2 |
S1 |
465-3 |
465-3 |
468-5 |
463-3 |
S2 |
461-3 |
461-3 |
467-7 |
|
S3 |
452-3 |
456-3 |
467-0 |
|
S4 |
443-3 |
447-3 |
464-4 |
|
|
Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
584-7 |
565-3 |
499-5 |
|
R3 |
552-7 |
533-3 |
490-6 |
|
R2 |
520-7 |
520-7 |
487-7 |
|
R1 |
501-3 |
501-3 |
484-7 |
511-1 |
PP |
488-7 |
488-7 |
488-7 |
493-6 |
S1 |
469-3 |
469-3 |
479-1 |
479-1 |
S2 |
456-7 |
456-7 |
476-1 |
|
S3 |
424-7 |
437-3 |
473-2 |
|
S4 |
392-7 |
405-3 |
464-3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
493-6 |
466-2 |
27-4 |
5.9% |
12-0 |
2.6% |
12% |
False |
True |
143,339 |
10 |
508-2 |
463-4 |
44-6 |
9.5% |
14-7 |
3.2% |
13% |
False |
False |
157,937 |
20 |
508-2 |
445-6 |
62-4 |
13.3% |
14-7 |
3.2% |
38% |
False |
False |
166,191 |
40 |
528-2 |
445-6 |
82-4 |
17.6% |
12-6 |
2.7% |
29% |
False |
False |
145,797 |
60 |
571-0 |
445-6 |
125-2 |
26.7% |
13-0 |
2.8% |
19% |
False |
False |
133,194 |
80 |
573-4 |
445-6 |
127-6 |
27.2% |
12-7 |
2.7% |
19% |
False |
False |
120,119 |
100 |
573-4 |
445-6 |
127-6 |
27.2% |
13-0 |
2.8% |
19% |
False |
False |
108,450 |
120 |
573-6 |
445-6 |
128-0 |
27.3% |
12-4 |
2.7% |
19% |
False |
False |
99,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
513-4 |
2.618 |
498-6 |
1.618 |
489-6 |
1.000 |
484-2 |
0.618 |
480-6 |
HIGH |
475-2 |
0.618 |
471-6 |
0.500 |
470-6 |
0.382 |
469-6 |
LOW |
466-2 |
0.618 |
460-6 |
1.000 |
457-2 |
1.618 |
451-6 |
2.618 |
442-6 |
4.250 |
428-0 |
|
|
Fisher Pivots for day following 04-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
470-6 |
480-0 |
PP |
470-3 |
476-4 |
S1 |
469-7 |
473-0 |
|