CME Corn Future December 2013
Trading Metrics calculated at close of trading on 13-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
472-0 |
464-6 |
-7-2 |
-1.5% |
468-4 |
High |
472-6 |
465-6 |
-7-0 |
-1.5% |
473-4 |
Low |
456-2 |
458-0 |
1-6 |
0.4% |
456-2 |
Close |
466-2 |
459-0 |
-7-2 |
-1.6% |
459-0 |
Range |
16-4 |
7-6 |
-8-6 |
-53.0% |
17-2 |
ATR |
13-1 |
12-6 |
-0-3 |
-2.7% |
0-0 |
Volume |
110,477 |
201,302 |
90,825 |
82.2% |
614,752 |
|
Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
484-1 |
479-3 |
463-2 |
|
R3 |
476-3 |
471-5 |
461-1 |
|
R2 |
468-5 |
468-5 |
460-3 |
|
R1 |
463-7 |
463-7 |
459-6 |
462-3 |
PP |
460-7 |
460-7 |
460-7 |
460-2 |
S1 |
456-1 |
456-1 |
458-2 |
454-5 |
S2 |
453-1 |
453-1 |
457-5 |
|
S3 |
445-3 |
448-3 |
456-7 |
|
S4 |
437-5 |
440-5 |
454-6 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
514-5 |
504-1 |
468-4 |
|
R3 |
497-3 |
486-7 |
463-6 |
|
R2 |
480-1 |
480-1 |
462-1 |
|
R1 |
469-5 |
469-5 |
460-5 |
466-2 |
PP |
462-7 |
462-7 |
462-7 |
461-2 |
S1 |
452-3 |
452-3 |
457-3 |
449-0 |
S2 |
445-5 |
445-5 |
455-7 |
|
S3 |
428-3 |
435-1 |
454-2 |
|
S4 |
411-1 |
417-7 |
449-4 |
|
|
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 |
3.8% |
9-7 |
2.2% |
16% |
False |
False |
122,950 |
10 |
493-6 |
456-2 |
37-4 |
8.2% |
11-1 |
2.4% |
7% |
False |
False |
125,719 |
20 |
508-2 |
456-2 |
52-0 |
11.3% |
13-2 |
2.9% |
5% |
False |
False |
150,421 |
40 |
508-2 |
445-6 |
62-4 |
13.6% |
12-1 |
2.6% |
21% |
False |
False |
144,656 |
60 |
568-4 |
445-6 |
122-6 |
26.7% |
12-4 |
2.7% |
11% |
False |
False |
136,952 |
80 |
573-4 |
445-6 |
127-6 |
27.8% |
12-7 |
2.8% |
10% |
False |
False |
124,365 |
100 |
573-4 |
445-6 |
127-6 |
27.8% |
12-6 |
2.8% |
10% |
False |
False |
113,838 |
120 |
573-6 |
445-6 |
128-0 |
27.9% |
12-5 |
2.8% |
10% |
False |
False |
104,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
498-6 |
2.618 |
486-0 |
1.618 |
478-2 |
1.000 |
473-4 |
0.618 |
470-4 |
HIGH |
465-6 |
0.618 |
462-6 |
0.500 |
461-7 |
0.382 |
461-0 |
LOW |
458-0 |
0.618 |
453-2 |
1.000 |
450-2 |
1.618 |
445-4 |
2.618 |
437-6 |
4.250 |
425-0 |
|
|
Fisher Pivots for day following 13-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
461-7 |
464-7 |
PP |
460-7 |
462-7 |
S1 |
460-0 |
461-0 |
|