CME Corn Future December 2013
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
475-2 |
469-0 |
-6-2 |
-1.3% |
480-0 |
High |
475-2 |
469-2 |
-6-0 |
-1.3% |
508-2 |
Low |
466-2 |
457-0 |
-9-2 |
-2.0% |
476-2 |
Close |
469-4 |
461-0 |
-8-4 |
-1.8% |
482-0 |
Range |
9-0 |
12-2 |
3-2 |
36.1% |
32-0 |
ATR |
14-4 |
14-3 |
-0-1 |
-1.0% |
0-0 |
Volume |
170,017 |
116,675 |
-53,342 |
-31.4% |
854,762 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
499-1 |
492-3 |
467-6 |
|
R3 |
486-7 |
480-1 |
464-3 |
|
R2 |
474-5 |
474-5 |
463-2 |
|
R1 |
467-7 |
467-7 |
462-1 |
465-1 |
PP |
462-3 |
462-3 |
462-3 |
461-0 |
S1 |
455-5 |
455-5 |
459-7 |
452-7 |
S2 |
450-1 |
450-1 |
458-6 |
|
S3 |
437-7 |
443-3 |
457-5 |
|
S4 |
425-5 |
431-1 |
454-2 |
|
|
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 |
457-0 |
36-6 |
8.0% |
11-7 |
2.6% |
11% |
False |
True |
129,804 |
10 |
508-2 |
457-0 |
51-2 |
11.1% |
14-7 |
3.2% |
8% |
False |
True |
156,101 |
20 |
508-2 |
445-6 |
62-4 |
13.6% |
15-1 |
3.3% |
24% |
False |
False |
166,035 |
40 |
528-2 |
445-6 |
82-4 |
17.9% |
12-6 |
2.8% |
18% |
False |
False |
144,365 |
60 |
571-0 |
445-6 |
125-2 |
27.2% |
13-0 |
2.8% |
12% |
False |
False |
133,871 |
80 |
573-4 |
445-6 |
127-6 |
27.7% |
12-6 |
2.8% |
12% |
False |
False |
120,411 |
100 |
573-4 |
445-6 |
127-6 |
27.7% |
12-7 |
2.8% |
12% |
False |
False |
109,213 |
120 |
573-6 |
445-6 |
128-0 |
27.8% |
12-4 |
2.7% |
12% |
False |
False |
99,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
521-2 |
2.618 |
501-3 |
1.618 |
489-1 |
1.000 |
481-4 |
0.618 |
476-7 |
HIGH |
469-2 |
0.618 |
464-5 |
0.500 |
463-1 |
0.382 |
461-5 |
LOW |
457-0 |
0.618 |
449-3 |
1.000 |
444-6 |
1.618 |
437-1 |
2.618 |
424-7 |
4.250 |
405-0 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
463-1 |
475-3 |
PP |
462-3 |
470-5 |
S1 |
461-6 |
465-6 |
|