CME Corn Future December 2013
Trading Metrics calculated at close of trading on 19-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
454-0 |
457-0 |
3-0 |
0.7% |
468-4 |
High |
457-0 |
463-2 |
6-2 |
1.4% |
473-4 |
Low |
452-0 |
455-4 |
3-4 |
0.8% |
456-2 |
Close |
456-2 |
459-4 |
3-2 |
0.7% |
459-0 |
Range |
5-0 |
7-6 |
2-6 |
55.0% |
17-2 |
ATR |
12-1 |
11-6 |
-0-2 |
-2.6% |
0-0 |
Volume |
142,922 |
98,955 |
-43,967 |
-30.8% |
614,752 |
|
Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482-5 |
478-7 |
463-6 |
|
R3 |
474-7 |
471-1 |
461-5 |
|
R2 |
467-1 |
467-1 |
460-7 |
|
R1 |
463-3 |
463-3 |
460-2 |
465-2 |
PP |
459-3 |
459-3 |
459-3 |
460-3 |
S1 |
455-5 |
455-5 |
458-6 |
457-4 |
S2 |
451-5 |
451-5 |
458-1 |
|
S3 |
443-7 |
447-7 |
457-3 |
|
S4 |
436-1 |
440-1 |
455-2 |
|
|
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 |
468-4 |
452-0 |
16-4 |
3.6% |
8-6 |
1.9% |
45% |
False |
False |
126,992 |
10 |
473-4 |
452-0 |
21-4 |
4.7% |
9-3 |
2.1% |
35% |
False |
False |
117,735 |
20 |
508-2 |
452-0 |
56-2 |
12.2% |
12-1 |
2.6% |
13% |
False |
False |
136,918 |
40 |
508-2 |
445-6 |
62-4 |
13.6% |
12-0 |
2.6% |
22% |
False |
False |
142,759 |
60 |
550-0 |
445-6 |
104-2 |
22.7% |
12-3 |
2.7% |
13% |
False |
False |
136,485 |
80 |
573-4 |
445-6 |
127-6 |
27.8% |
12-6 |
2.8% |
11% |
False |
False |
126,345 |
100 |
573-4 |
445-6 |
127-6 |
27.8% |
12-4 |
2.7% |
11% |
False |
False |
116,037 |
120 |
573-4 |
445-6 |
127-6 |
27.8% |
12-4 |
2.7% |
11% |
False |
False |
105,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
496-2 |
2.618 |
483-4 |
1.618 |
475-6 |
1.000 |
471-0 |
0.618 |
468-0 |
HIGH |
463-2 |
0.618 |
460-2 |
0.500 |
459-3 |
0.382 |
458-4 |
LOW |
455-4 |
0.618 |
450-6 |
1.000 |
447-6 |
1.618 |
443-0 |
2.618 |
435-2 |
4.250 |
422-4 |
|
|
Fisher Pivots for day following 19-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
459-4 |
460-2 |
PP |
459-3 |
460-0 |
S1 |
459-3 |
459-6 |
|