CME Corn Future December 2013
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
464-6 |
457-4 |
-7-2 |
-1.6% |
468-4 |
High |
465-6 |
462-0 |
-3-6 |
-0.8% |
473-4 |
Low |
458-0 |
454-0 |
-4-0 |
-0.9% |
456-2 |
Close |
459-0 |
456-4 |
-2-4 |
-0.5% |
459-0 |
Range |
7-6 |
8-0 |
0-2 |
3.2% |
17-2 |
ATR |
12-6 |
12-3 |
-0-3 |
-2.7% |
0-0 |
Volume |
201,302 |
95,246 |
-106,056 |
-52.7% |
614,752 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
481-4 |
477-0 |
460-7 |
|
R3 |
473-4 |
469-0 |
458-6 |
|
R2 |
465-4 |
465-4 |
458-0 |
|
R1 |
461-0 |
461-0 |
457-2 |
459-2 |
PP |
457-4 |
457-4 |
457-4 |
456-5 |
S1 |
453-0 |
453-0 |
455-6 |
451-2 |
S2 |
449-4 |
449-4 |
455-0 |
|
S3 |
441-4 |
445-0 |
454-2 |
|
S4 |
433-4 |
437-0 |
452-1 |
|
|
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 |
454-0 |
19-4 |
4.3% |
9-5 |
2.1% |
13% |
False |
True |
122,684 |
10 |
493-6 |
454-0 |
39-6 |
8.7% |
11-1 |
2.4% |
6% |
False |
True |
122,819 |
20 |
508-2 |
454-0 |
54-2 |
11.9% |
12-7 |
2.8% |
5% |
False |
True |
142,784 |
40 |
508-2 |
445-6 |
62-4 |
13.7% |
12-1 |
2.6% |
17% |
False |
False |
143,954 |
60 |
565-0 |
445-6 |
119-2 |
26.1% |
12-3 |
2.7% |
9% |
False |
False |
135,772 |
80 |
573-4 |
445-6 |
127-6 |
28.0% |
12-6 |
2.8% |
8% |
False |
False |
124,375 |
100 |
573-4 |
445-6 |
127-6 |
28.0% |
12-5 |
2.8% |
8% |
False |
False |
114,044 |
120 |
573-6 |
445-6 |
128-0 |
28.0% |
12-6 |
2.8% |
8% |
False |
False |
104,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
496-0 |
2.618 |
483-0 |
1.618 |
475-0 |
1.000 |
470-0 |
0.618 |
467-0 |
HIGH |
462-0 |
0.618 |
459-0 |
0.500 |
458-0 |
0.382 |
457-0 |
LOW |
454-0 |
0.618 |
449-0 |
1.000 |
446-0 |
1.618 |
441-0 |
2.618 |
433-0 |
4.250 |
420-0 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
458-0 |
463-3 |
PP |
457-4 |
461-1 |
S1 |
457-0 |
458-6 |
|