CME Corn Future December 2013
Trading Metrics calculated at close of trading on 20-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
457-0 |
459-4 |
2-4 |
0.5% |
457-4 |
High |
463-2 |
460-0 |
-3-2 |
-0.7% |
468-4 |
Low |
455-4 |
450-4 |
-5-0 |
-1.1% |
450-4 |
Close |
459-4 |
451-0 |
-8-4 |
-1.8% |
451-0 |
Range |
7-6 |
9-4 |
1-6 |
22.6% |
18-0 |
ATR |
11-6 |
11-5 |
-0-1 |
-1.4% |
0-0 |
Volume |
98,955 |
118,125 |
19,170 |
19.4% |
551,785 |
|
Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
482-3 |
476-1 |
456-2 |
|
R3 |
472-7 |
466-5 |
453-5 |
|
R2 |
463-3 |
463-3 |
452-6 |
|
R1 |
457-1 |
457-1 |
451-7 |
455-4 |
PP |
453-7 |
453-7 |
453-7 |
453-0 |
S1 |
447-5 |
447-5 |
450-1 |
446-0 |
S2 |
444-3 |
444-3 |
449-2 |
|
S3 |
434-7 |
438-1 |
448-3 |
|
S4 |
425-3 |
428-5 |
445-6 |
|
|
Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
510-5 |
498-7 |
460-7 |
|
R3 |
492-5 |
480-7 |
456-0 |
|
R2 |
474-5 |
474-5 |
454-2 |
|
R1 |
462-7 |
462-7 |
452-5 |
459-6 |
PP |
456-5 |
456-5 |
456-5 |
455-1 |
S1 |
444-7 |
444-7 |
449-3 |
441-6 |
S2 |
438-5 |
438-5 |
447-6 |
|
S3 |
420-5 |
426-7 |
446-0 |
|
S4 |
402-5 |
408-7 |
441-1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
468-4 |
450-4 |
18-0 |
4.0% |
9-1 |
2.0% |
3% |
False |
True |
110,357 |
10 |
473-4 |
450-4 |
23-0 |
5.1% |
9-4 |
2.1% |
2% |
False |
True |
116,653 |
20 |
508-2 |
450-4 |
57-6 |
12.8% |
11-6 |
2.6% |
1% |
False |
True |
135,546 |
40 |
508-2 |
445-6 |
62-4 |
13.9% |
12-0 |
2.7% |
8% |
False |
False |
142,781 |
60 |
544-4 |
445-6 |
98-6 |
21.9% |
12-3 |
2.7% |
5% |
False |
False |
137,184 |
80 |
573-4 |
445-6 |
127-6 |
28.3% |
12-5 |
2.8% |
4% |
False |
False |
126,488 |
100 |
573-4 |
445-6 |
127-6 |
28.3% |
12-4 |
2.8% |
4% |
False |
False |
115,915 |
120 |
573-4 |
445-6 |
127-6 |
28.3% |
12-3 |
2.8% |
4% |
False |
False |
105,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
500-3 |
2.618 |
484-7 |
1.618 |
475-3 |
1.000 |
469-4 |
0.618 |
465-7 |
HIGH |
460-0 |
0.618 |
456-3 |
0.500 |
455-2 |
0.382 |
454-1 |
LOW |
450-4 |
0.618 |
444-5 |
1.000 |
441-0 |
1.618 |
435-1 |
2.618 |
425-5 |
4.250 |
410-1 |
|
|
Fisher Pivots for day following 20-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
455-2 |
456-7 |
PP |
453-7 |
454-7 |
S1 |
452-3 |
453-0 |
|