CME Corn Future December 2013
Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
457-0 |
454-0 |
-3-0 |
-0.7% |
468-4 |
High |
468-4 |
457-0 |
-11-4 |
-2.5% |
473-4 |
Low |
453-2 |
452-0 |
-1-2 |
-0.3% |
456-2 |
Close |
454-0 |
456-2 |
2-2 |
0.5% |
459-0 |
Range |
15-2 |
5-0 |
-10-2 |
-67.2% |
17-2 |
ATR |
12-5 |
12-1 |
-0-4 |
-4.3% |
0-0 |
Volume |
96,537 |
142,922 |
46,385 |
48.0% |
614,752 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
470-1 |
468-1 |
459-0 |
|
R3 |
465-1 |
463-1 |
457-5 |
|
R2 |
460-1 |
460-1 |
457-1 |
|
R1 |
458-1 |
458-1 |
456-6 |
459-1 |
PP |
455-1 |
455-1 |
455-1 |
455-4 |
S1 |
453-1 |
453-1 |
455-6 |
454-1 |
S2 |
450-1 |
450-1 |
455-3 |
|
S3 |
445-1 |
448-1 |
454-7 |
|
S4 |
440-1 |
443-1 |
453-4 |
|
|
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 |
472-6 |
452-0 |
20-6 |
4.5% |
10-4 |
2.3% |
20% |
False |
True |
129,296 |
10 |
473-4 |
452-0 |
21-4 |
4.7% |
9-7 |
2.2% |
20% |
False |
True |
119,507 |
20 |
508-2 |
452-0 |
56-2 |
12.3% |
12-3 |
2.7% |
8% |
False |
True |
138,722 |
40 |
508-2 |
445-6 |
62-4 |
13.7% |
12-0 |
2.6% |
17% |
False |
False |
144,524 |
60 |
551-0 |
445-6 |
105-2 |
23.1% |
12-3 |
2.7% |
10% |
False |
False |
136,334 |
80 |
573-4 |
445-6 |
127-6 |
28.0% |
12-6 |
2.8% |
8% |
False |
False |
125,631 |
100 |
573-4 |
445-6 |
127-6 |
28.0% |
12-6 |
2.8% |
8% |
False |
False |
115,461 |
120 |
573-4 |
445-6 |
127-6 |
28.0% |
12-4 |
2.7% |
8% |
False |
False |
106,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
478-2 |
2.618 |
470-1 |
1.618 |
465-1 |
1.000 |
462-0 |
0.618 |
460-1 |
HIGH |
457-0 |
0.618 |
455-1 |
0.500 |
454-4 |
0.382 |
453-7 |
LOW |
452-0 |
0.618 |
448-7 |
1.000 |
447-0 |
1.618 |
443-7 |
2.618 |
438-7 |
4.250 |
430-6 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
455-5 |
460-2 |
PP |
455-1 |
458-7 |
S1 |
454-4 |
457-5 |
|