CME Corn Future December 2013
Trading Metrics calculated at close of trading on 12-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
468-6 |
472-0 |
3-2 |
0.7% |
491-0 |
High |
473-4 |
472-6 |
-0-6 |
-0.2% |
493-6 |
Low |
466-2 |
456-2 |
-10-0 |
-2.1% |
457-0 |
Close |
472-4 |
466-2 |
-6-2 |
-1.3% |
468-2 |
Range |
7-2 |
16-4 |
9-2 |
127.6% |
36-6 |
ATR |
12-7 |
13-1 |
0-2 |
2.0% |
0-0 |
Volume |
112,857 |
110,477 |
-2,380 |
-2.1% |
518,200 |
|
Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
514-5 |
506-7 |
475-3 |
|
R3 |
498-1 |
490-3 |
470-6 |
|
R2 |
481-5 |
481-5 |
469-2 |
|
R1 |
473-7 |
473-7 |
467-6 |
469-4 |
PP |
465-1 |
465-1 |
465-1 |
462-7 |
S1 |
457-3 |
457-3 |
464-6 |
453-0 |
S2 |
448-5 |
448-5 |
463-2 |
|
S3 |
432-1 |
440-7 |
461-6 |
|
S4 |
415-5 |
424-3 |
457-1 |
|
|
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 |
456-2 |
17-2 |
3.7% |
10-1 |
2.2% |
58% |
False |
True |
108,477 |
10 |
493-6 |
456-2 |
37-4 |
8.0% |
11-0 |
2.4% |
27% |
False |
True |
119,140 |
20 |
508-2 |
453-4 |
54-6 |
11.7% |
14-0 |
3.0% |
23% |
False |
False |
147,768 |
40 |
508-2 |
445-6 |
62-4 |
13.4% |
12-1 |
2.6% |
33% |
False |
False |
142,068 |
60 |
571-0 |
445-6 |
125-2 |
26.9% |
12-6 |
2.7% |
16% |
False |
False |
135,860 |
80 |
573-4 |
445-6 |
127-6 |
27.4% |
12-7 |
2.8% |
16% |
False |
False |
122,761 |
100 |
573-4 |
445-6 |
127-6 |
27.4% |
12-6 |
2.7% |
16% |
False |
False |
112,317 |
120 |
573-6 |
445-6 |
128-0 |
27.5% |
12-6 |
2.7% |
16% |
False |
False |
103,099 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
542-7 |
2.618 |
516-0 |
1.618 |
499-4 |
1.000 |
489-2 |
0.618 |
483-0 |
HIGH |
472-6 |
0.618 |
466-4 |
0.500 |
464-4 |
0.382 |
462-4 |
LOW |
456-2 |
0.618 |
446-0 |
1.000 |
439-6 |
1.618 |
429-4 |
2.618 |
413-0 |
4.250 |
386-1 |
|
|
Fisher Pivots for day following 12-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
465-5 |
465-6 |
PP |
465-1 |
465-3 |
S1 |
464-4 |
464-7 |
|