CME Corn Future December 2013
Trading Metrics calculated at close of trading on 10-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
468-4 |
462-2 |
-6-2 |
-1.3% |
491-0 |
High |
471-0 |
469-4 |
-1-4 |
-0.3% |
493-6 |
Low |
461-6 |
460-6 |
-1-0 |
-0.2% |
457-0 |
Close |
463-4 |
469-0 |
5-4 |
1.2% |
468-2 |
Range |
9-2 |
8-6 |
-0-4 |
-5.4% |
36-6 |
ATR |
13-5 |
13-2 |
-0-3 |
-2.6% |
0-0 |
Volume |
96,575 |
93,541 |
-3,034 |
-3.1% |
518,200 |
|
Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
492-5 |
489-5 |
473-6 |
|
R3 |
483-7 |
480-7 |
471-3 |
|
R2 |
475-1 |
475-1 |
470-5 |
|
R1 |
472-1 |
472-1 |
469-6 |
473-5 |
PP |
466-3 |
466-3 |
466-3 |
467-2 |
S1 |
463-3 |
463-3 |
468-2 |
464-7 |
S2 |
457-5 |
457-5 |
467-3 |
|
S3 |
448-7 |
454-5 |
466-5 |
|
S4 |
440-1 |
445-7 |
464-2 |
|
|
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 |
475-2 |
457-0 |
18-2 |
3.9% |
9-5 |
2.0% |
66% |
False |
False |
121,149 |
10 |
504-2 |
457-0 |
47-2 |
10.1% |
11-6 |
2.5% |
25% |
False |
False |
144,153 |
20 |
508-2 |
445-6 |
62-4 |
13.3% |
14-3 |
3.1% |
37% |
False |
False |
160,392 |
40 |
518-4 |
445-6 |
72-6 |
15.5% |
12-2 |
2.6% |
32% |
False |
False |
141,544 |
60 |
571-0 |
445-6 |
125-2 |
26.7% |
12-7 |
2.7% |
19% |
False |
False |
134,859 |
80 |
573-4 |
445-6 |
127-6 |
27.2% |
12-6 |
2.7% |
18% |
False |
False |
121,743 |
100 |
573-4 |
445-6 |
127-6 |
27.2% |
12-6 |
2.7% |
18% |
False |
False |
111,026 |
120 |
573-6 |
445-6 |
128-0 |
27.3% |
12-5 |
2.7% |
18% |
False |
False |
101,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
506-6 |
2.618 |
492-3 |
1.618 |
483-5 |
1.000 |
478-2 |
0.618 |
474-7 |
HIGH |
469-4 |
0.618 |
466-1 |
0.500 |
465-1 |
0.382 |
464-1 |
LOW |
460-6 |
0.618 |
455-3 |
1.000 |
452-0 |
1.618 |
446-5 |
2.618 |
437-7 |
4.250 |
423-4 |
|
|
Fisher Pivots for day following 10-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
467-6 |
467-7 |
PP |
466-3 |
466-6 |
S1 |
465-1 |
465-5 |
|