CME Corn Future December 2013
Trading Metrics calculated at close of trading on 17-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
457-4 |
457-0 |
-0-4 |
-0.1% |
468-4 |
High |
462-0 |
468-4 |
6-4 |
1.4% |
473-4 |
Low |
454-0 |
453-2 |
-0-6 |
-0.2% |
456-2 |
Close |
456-4 |
454-0 |
-2-4 |
-0.5% |
459-0 |
Range |
8-0 |
15-2 |
7-2 |
90.6% |
17-2 |
ATR |
12-3 |
12-5 |
0-2 |
1.6% |
0-0 |
Volume |
95,246 |
96,537 |
1,291 |
1.4% |
614,752 |
|
Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
504-3 |
494-3 |
462-3 |
|
R3 |
489-1 |
479-1 |
458-2 |
|
R2 |
473-7 |
473-7 |
456-6 |
|
R1 |
463-7 |
463-7 |
455-3 |
461-2 |
PP |
458-5 |
458-5 |
458-5 |
457-2 |
S1 |
448-5 |
448-5 |
452-5 |
446-0 |
S2 |
443-3 |
443-3 |
451-2 |
|
S3 |
428-1 |
433-3 |
449-6 |
|
S4 |
412-7 |
418-1 |
445-5 |
|
|
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 |
453-2 |
20-2 |
4.5% |
11-0 |
2.4% |
4% |
False |
True |
123,283 |
10 |
475-2 |
453-2 |
22-0 |
4.8% |
10-2 |
2.3% |
3% |
False |
True |
122,216 |
20 |
508-2 |
453-2 |
55-0 |
12.1% |
12-6 |
2.8% |
1% |
False |
True |
140,919 |
40 |
508-2 |
445-6 |
62-4 |
13.8% |
12-2 |
2.7% |
13% |
False |
False |
143,150 |
60 |
551-0 |
445-6 |
105-2 |
23.2% |
12-3 |
2.7% |
8% |
False |
False |
135,494 |
80 |
573-4 |
445-6 |
127-6 |
28.1% |
12-7 |
2.8% |
6% |
False |
False |
124,640 |
100 |
573-4 |
445-6 |
127-6 |
28.1% |
12-6 |
2.8% |
6% |
False |
False |
114,490 |
120 |
573-4 |
445-6 |
127-6 |
28.1% |
12-6 |
2.8% |
6% |
False |
False |
105,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
533-2 |
2.618 |
508-3 |
1.618 |
493-1 |
1.000 |
483-6 |
0.618 |
477-7 |
HIGH |
468-4 |
0.618 |
462-5 |
0.500 |
460-7 |
0.382 |
459-1 |
LOW |
453-2 |
0.618 |
443-7 |
1.000 |
438-0 |
1.618 |
428-5 |
2.618 |
413-3 |
4.250 |
388-4 |
|
|
Fisher Pivots for day following 17-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
460-7 |
460-7 |
PP |
458-5 |
458-5 |
S1 |
456-2 |
456-2 |
|