CME Corn Future December 2013
Trading Metrics calculated at close of trading on 25-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
452-4 |
448-2 |
-4-2 |
-0.9% |
457-4 |
High |
457-0 |
456-6 |
-0-2 |
-0.1% |
468-4 |
Low |
448-0 |
448-2 |
0-2 |
0.1% |
450-4 |
Close |
448-6 |
454-6 |
6-0 |
1.3% |
451-0 |
Range |
9-0 |
8-4 |
-0-4 |
-5.6% |
18-0 |
ATR |
11-1 |
10-7 |
-0-1 |
-1.7% |
0-0 |
Volume |
85,790 |
102,415 |
16,625 |
19.4% |
551,785 |
|
Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
478-6 |
475-2 |
459-3 |
|
R3 |
470-2 |
466-6 |
457-1 |
|
R2 |
461-6 |
461-6 |
456-2 |
|
R1 |
458-2 |
458-2 |
455-4 |
460-0 |
PP |
453-2 |
453-2 |
453-2 |
454-1 |
S1 |
449-6 |
449-6 |
454-0 |
451-4 |
S2 |
444-6 |
444-6 |
453-2 |
|
S3 |
436-2 |
441-2 |
452-3 |
|
S4 |
427-6 |
432-6 |
450-1 |
|
|
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% |
8-2 |
1.8% |
44% |
False |
False |
104,533 |
10 |
472-6 |
448-0 |
24-6 |
5.4% |
9-3 |
2.1% |
27% |
False |
False |
116,915 |
20 |
493-6 |
448-0 |
45-6 |
10.1% |
10-0 |
2.2% |
15% |
False |
False |
121,721 |
40 |
508-2 |
445-6 |
62-4 |
13.7% |
12-1 |
2.7% |
14% |
False |
False |
141,846 |
60 |
528-2 |
445-6 |
82-4 |
18.1% |
12-0 |
2.6% |
11% |
False |
False |
135,477 |
80 |
571-0 |
445-6 |
125-2 |
27.5% |
12-2 |
2.7% |
7% |
False |
False |
126,356 |
100 |
573-4 |
445-6 |
127-6 |
28.1% |
12-3 |
2.7% |
7% |
False |
False |
116,624 |
120 |
573-4 |
445-6 |
127-6 |
28.1% |
12-3 |
2.7% |
7% |
False |
False |
106,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
492-7 |
2.618 |
479-0 |
1.618 |
470-4 |
1.000 |
465-2 |
0.618 |
462-0 |
HIGH |
456-6 |
0.618 |
453-4 |
0.500 |
452-4 |
0.382 |
451-4 |
LOW |
448-2 |
0.618 |
443-0 |
1.000 |
439-6 |
1.618 |
434-4 |
2.618 |
426-0 |
4.250 |
412-1 |
|
|
Fisher Pivots for day following 25-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
454-0 |
454-0 |
PP |
453-2 |
453-2 |
S1 |
452-4 |
452-4 |
|