CME Corn Future December 2013
Trading Metrics calculated at close of trading on 24-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
450-0 |
452-4 |
2-4 |
0.6% |
457-4 |
High |
455-0 |
457-0 |
2-0 |
0.4% |
468-4 |
Low |
448-2 |
448-0 |
-0-2 |
-0.1% |
450-4 |
Close |
453-2 |
448-6 |
-4-4 |
-1.0% |
451-0 |
Range |
6-6 |
9-0 |
2-2 |
33.3% |
18-0 |
ATR |
11-2 |
11-1 |
-0-1 |
-1.4% |
0-0 |
Volume |
117,384 |
85,790 |
-31,594 |
-26.9% |
551,785 |
|
Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
478-2 |
472-4 |
453-6 |
|
R3 |
469-2 |
463-4 |
451-2 |
|
R2 |
460-2 |
460-2 |
450-3 |
|
R1 |
454-4 |
454-4 |
449-5 |
452-7 |
PP |
451-2 |
451-2 |
451-2 |
450-4 |
S1 |
445-4 |
445-4 |
447-7 |
443-7 |
S2 |
442-2 |
442-2 |
447-1 |
|
S3 |
433-2 |
436-4 |
446-2 |
|
S4 |
424-2 |
427-4 |
443-6 |
|
|
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 |
463-2 |
448-0 |
15-2 |
3.4% |
7-5 |
1.7% |
5% |
False |
True |
112,635 |
10 |
473-4 |
448-0 |
25-4 |
5.7% |
9-2 |
2.1% |
3% |
False |
True |
117,959 |
20 |
504-2 |
448-0 |
56-2 |
12.5% |
10-4 |
2.3% |
1% |
False |
True |
131,056 |
40 |
508-2 |
445-6 |
62-4 |
13.9% |
12-0 |
2.7% |
5% |
False |
False |
141,761 |
60 |
528-2 |
445-6 |
82-4 |
18.4% |
12-0 |
2.7% |
4% |
False |
False |
137,645 |
80 |
573-4 |
445-6 |
127-6 |
28.5% |
12-4 |
2.8% |
2% |
False |
False |
126,306 |
100 |
573-4 |
445-6 |
127-6 |
28.5% |
12-3 |
2.8% |
2% |
False |
False |
116,232 |
120 |
573-4 |
445-6 |
127-6 |
28.5% |
12-4 |
2.8% |
2% |
False |
False |
106,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
495-2 |
2.618 |
480-4 |
1.618 |
471-4 |
1.000 |
466-0 |
0.618 |
462-4 |
HIGH |
457-0 |
0.618 |
453-4 |
0.500 |
452-4 |
0.382 |
451-4 |
LOW |
448-0 |
0.618 |
442-4 |
1.000 |
439-0 |
1.618 |
433-4 |
2.618 |
424-4 |
4.250 |
409-6 |
|
|
Fisher Pivots for day following 24-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
452-4 |
454-0 |
PP |
451-2 |
452-2 |
S1 |
450-0 |
450-4 |
|