CME Corn Future December 2013
Trading Metrics calculated at close of trading on 11-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
462-2 |
468-6 |
6-4 |
1.4% |
491-0 |
High |
469-4 |
473-4 |
4-0 |
0.9% |
493-6 |
Low |
460-6 |
466-2 |
5-4 |
1.2% |
457-0 |
Close |
469-0 |
472-4 |
3-4 |
0.7% |
468-2 |
Range |
8-6 |
7-2 |
-1-4 |
-17.1% |
36-6 |
ATR |
13-2 |
12-7 |
-0-3 |
-3.2% |
0-0 |
Volume |
93,541 |
112,857 |
19,316 |
20.6% |
518,200 |
|
Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
492-4 |
489-6 |
476-4 |
|
R3 |
485-2 |
482-4 |
474-4 |
|
R2 |
478-0 |
478-0 |
473-7 |
|
R1 |
475-2 |
475-2 |
473-1 |
476-5 |
PP |
470-6 |
470-6 |
470-6 |
471-4 |
S1 |
468-0 |
468-0 |
471-7 |
469-3 |
S2 |
463-4 |
463-4 |
471-1 |
|
S3 |
456-2 |
460-6 |
470-4 |
|
S4 |
449-0 |
453-4 |
468-4 |
|
|
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 |
473-4 |
457-0 |
16-4 |
3.5% |
9-2 |
2.0% |
94% |
True |
False |
109,717 |
10 |
493-6 |
457-0 |
36-6 |
7.8% |
10-5 |
2.2% |
42% |
False |
False |
126,528 |
20 |
508-2 |
446-4 |
61-6 |
13.1% |
13-5 |
2.9% |
42% |
False |
False |
152,819 |
40 |
515-0 |
445-6 |
69-2 |
14.7% |
12-1 |
2.6% |
39% |
False |
False |
142,223 |
60 |
571-0 |
445-6 |
125-2 |
26.5% |
12-6 |
2.7% |
21% |
False |
False |
135,574 |
80 |
573-4 |
445-6 |
127-6 |
27.0% |
12-6 |
2.7% |
21% |
False |
False |
122,419 |
100 |
573-4 |
445-6 |
127-6 |
27.0% |
12-6 |
2.7% |
21% |
False |
False |
111,622 |
120 |
573-6 |
445-6 |
128-0 |
27.1% |
12-5 |
2.7% |
21% |
False |
False |
102,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
504-2 |
2.618 |
492-4 |
1.618 |
485-2 |
1.000 |
480-6 |
0.618 |
478-0 |
HIGH |
473-4 |
0.618 |
470-6 |
0.500 |
469-7 |
0.382 |
469-0 |
LOW |
466-2 |
0.618 |
461-6 |
1.000 |
459-0 |
1.618 |
454-4 |
2.618 |
447-2 |
4.250 |
435-4 |
|
|
Fisher Pivots for day following 11-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
471-5 |
470-6 |
PP |
470-6 |
468-7 |
S1 |
469-7 |
467-1 |
|