CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
454-4 |
456-4 |
2-0 |
0.4% |
450-0 |
| High |
457-6 |
459-0 |
1-2 |
0.3% |
459-0 |
| Low |
451-0 |
453-0 |
2-0 |
0.4% |
448-0 |
| Close |
456-6 |
454-0 |
-2-6 |
-0.6% |
454-0 |
| Range |
6-6 |
6-0 |
-0-6 |
-11.1% |
11-0 |
| ATR |
10-5 |
10-2 |
-0-3 |
-3.1% |
0-0 |
| Volume |
102,257 |
81,835 |
-20,422 |
-20.0% |
489,681 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
473-3 |
469-5 |
457-2 |
|
| R3 |
467-3 |
463-5 |
455-5 |
|
| R2 |
461-3 |
461-3 |
455-1 |
|
| R1 |
457-5 |
457-5 |
454-4 |
456-4 |
| PP |
455-3 |
455-3 |
455-3 |
454-6 |
| S1 |
451-5 |
451-5 |
453-4 |
450-4 |
| S2 |
449-3 |
449-3 |
452-7 |
|
| S3 |
443-3 |
445-5 |
452-3 |
|
| S4 |
437-3 |
439-5 |
450-6 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
486-5 |
481-3 |
460-0 |
|
| R3 |
475-5 |
470-3 |
457-0 |
|
| R2 |
464-5 |
464-5 |
456-0 |
|
| R1 |
459-3 |
459-3 |
455-0 |
462-0 |
| PP |
453-5 |
453-5 |
453-5 |
455-0 |
| S1 |
448-3 |
448-3 |
453-0 |
451-0 |
| S2 |
442-5 |
442-5 |
452-0 |
|
| S3 |
431-5 |
437-3 |
451-0 |
|
| S4 |
420-5 |
426-3 |
448-0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
459-0 |
448-0 |
11-0 |
2.4% |
7-3 |
1.6% |
55% |
True |
False |
97,936 |
| 10 |
468-4 |
448-0 |
20-4 |
4.5% |
8-2 |
1.8% |
29% |
False |
False |
104,146 |
| 20 |
493-6 |
448-0 |
45-6 |
10.1% |
9-5 |
2.1% |
13% |
False |
False |
114,933 |
| 40 |
508-2 |
445-6 |
62-4 |
13.8% |
11-7 |
2.6% |
13% |
False |
False |
140,767 |
| 60 |
528-2 |
445-6 |
82-4 |
18.2% |
11-7 |
2.6% |
10% |
False |
False |
133,685 |
| 80 |
571-0 |
445-6 |
125-2 |
27.6% |
12-1 |
2.7% |
7% |
False |
False |
126,454 |
| 100 |
573-4 |
445-6 |
127-6 |
28.1% |
12-2 |
2.7% |
6% |
False |
False |
117,060 |
| 120 |
573-4 |
445-6 |
127-6 |
28.1% |
12-3 |
2.7% |
6% |
False |
False |
107,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
484-4 |
|
2.618 |
474-6 |
|
1.618 |
468-6 |
|
1.000 |
465-0 |
|
0.618 |
462-6 |
|
HIGH |
459-0 |
|
0.618 |
456-6 |
|
0.500 |
456-0 |
|
0.382 |
455-2 |
|
LOW |
453-0 |
|
0.618 |
449-2 |
|
1.000 |
447-0 |
|
1.618 |
443-2 |
|
2.618 |
437-2 |
|
4.250 |
427-4 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
456-0 |
453-7 |
| PP |
455-3 |
453-6 |
| S1 |
454-5 |
453-5 |
|