CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
469-0 |
461-0 |
-8-0 |
-1.7% |
491-0 |
| High |
469-2 |
469-0 |
-0-2 |
-0.1% |
493-6 |
| Low |
457-0 |
460-2 |
3-2 |
0.7% |
457-0 |
| Close |
461-0 |
468-2 |
7-2 |
1.6% |
468-2 |
| Range |
12-2 |
8-6 |
-3-4 |
-28.6% |
36-6 |
| ATR |
14-3 |
14-0 |
-0-3 |
-2.8% |
0-0 |
| Volume |
116,675 |
128,939 |
12,264 |
10.5% |
518,200 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
492-1 |
488-7 |
473-0 |
|
| R3 |
483-3 |
480-1 |
470-5 |
|
| R2 |
474-5 |
474-5 |
469-7 |
|
| R1 |
471-3 |
471-3 |
469-0 |
473-0 |
| PP |
465-7 |
465-7 |
465-7 |
466-5 |
| S1 |
462-5 |
462-5 |
467-4 |
464-2 |
| S2 |
457-1 |
457-1 |
466-5 |
|
| S3 |
448-3 |
453-7 |
465-7 |
|
| S4 |
439-5 |
445-1 |
463-4 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
583-2 |
562-4 |
488-4 |
|
| R3 |
546-4 |
525-6 |
478-3 |
|
| R2 |
509-6 |
509-6 |
475-0 |
|
| R1 |
489-0 |
489-0 |
471-5 |
481-0 |
| PP |
473-0 |
473-0 |
473-0 |
469-0 |
| S1 |
452-2 |
452-2 |
464-7 |
444-2 |
| S2 |
436-2 |
436-2 |
461-4 |
|
| S3 |
399-4 |
415-4 |
458-1 |
|
| S4 |
362-6 |
378-6 |
448-0 |
|
|
| 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 |
7.8% |
12-2 |
2.6% |
31% |
False |
False |
128,489 |
| 10 |
508-2 |
457-0 |
51-2 |
10.9% |
14-0 |
3.0% |
22% |
False |
False |
154,439 |
| 20 |
508-2 |
445-6 |
62-4 |
13.3% |
15-2 |
3.2% |
36% |
False |
False |
165,097 |
| 40 |
527-0 |
445-6 |
81-2 |
17.4% |
12-4 |
2.7% |
28% |
False |
False |
143,908 |
| 60 |
571-0 |
445-6 |
125-2 |
26.7% |
12-7 |
2.7% |
18% |
False |
False |
134,843 |
| 80 |
573-4 |
445-6 |
127-6 |
27.3% |
12-6 |
2.7% |
18% |
False |
False |
120,759 |
| 100 |
573-4 |
445-6 |
127-6 |
27.3% |
12-7 |
2.7% |
18% |
False |
False |
110,030 |
| 120 |
573-6 |
445-6 |
128-0 |
27.3% |
12-4 |
2.7% |
18% |
False |
False |
100,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
506-2 |
|
2.618 |
491-7 |
|
1.618 |
483-1 |
|
1.000 |
477-6 |
|
0.618 |
474-3 |
|
HIGH |
469-0 |
|
0.618 |
465-5 |
|
0.500 |
464-5 |
|
0.382 |
463-5 |
|
LOW |
460-2 |
|
0.618 |
454-7 |
|
1.000 |
451-4 |
|
1.618 |
446-1 |
|
2.618 |
437-3 |
|
4.250 |
423-0 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
467-0 |
467-4 |
| PP |
465-7 |
466-7 |
| S1 |
464-5 |
466-1 |
|