CME Corn Future December 2013
Trading Metrics calculated at close of trading on 30-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
456-4 |
452-4 |
-4-0 |
-0.9% |
450-0 |
High |
459-0 |
462-0 |
3-0 |
0.7% |
459-0 |
Low |
453-0 |
440-6 |
-12-2 |
-2.7% |
448-0 |
Close |
454-0 |
441-4 |
-12-4 |
-2.8% |
454-0 |
Range |
6-0 |
21-2 |
15-2 |
254.2% |
11-0 |
ATR |
10-2 |
11-1 |
0-6 |
7.6% |
0-0 |
Volume |
81,835 |
96,327 |
14,492 |
17.7% |
489,681 |
|
Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
511-7 |
497-7 |
453-2 |
|
R3 |
490-5 |
476-5 |
447-3 |
|
R2 |
469-3 |
469-3 |
445-3 |
|
R1 |
455-3 |
455-3 |
443-4 |
451-6 |
PP |
448-1 |
448-1 |
448-1 |
446-2 |
S1 |
434-1 |
434-1 |
439-4 |
430-4 |
S2 |
426-7 |
426-7 |
437-5 |
|
S3 |
405-5 |
412-7 |
435-5 |
|
S4 |
384-3 |
391-5 |
429-6 |
|
|
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 |
462-0 |
440-6 |
21-2 |
4.8% |
10-2 |
2.3% |
4% |
True |
True |
93,724 |
10 |
468-4 |
440-6 |
27-6 |
6.3% |
9-5 |
2.2% |
3% |
False |
True |
104,254 |
20 |
493-6 |
440-6 |
53-0 |
12.0% |
10-3 |
2.3% |
1% |
False |
True |
113,537 |
40 |
508-2 |
440-6 |
67-4 |
15.3% |
12-2 |
2.8% |
1% |
False |
True |
139,498 |
60 |
528-2 |
440-6 |
87-4 |
19.8% |
12-0 |
2.7% |
1% |
False |
True |
133,772 |
80 |
571-0 |
440-6 |
130-2 |
29.5% |
12-2 |
2.8% |
1% |
False |
True |
126,565 |
100 |
573-4 |
440-6 |
132-6 |
30.1% |
12-3 |
2.8% |
1% |
False |
True |
117,365 |
120 |
573-4 |
440-6 |
132-6 |
30.1% |
12-3 |
2.8% |
1% |
False |
True |
107,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
552-2 |
2.618 |
517-5 |
1.618 |
496-3 |
1.000 |
483-2 |
0.618 |
475-1 |
HIGH |
462-0 |
0.618 |
453-7 |
0.500 |
451-3 |
0.382 |
448-7 |
LOW |
440-6 |
0.618 |
427-5 |
1.000 |
419-4 |
1.618 |
406-3 |
2.618 |
385-1 |
4.250 |
350-4 |
|
|
Fisher Pivots for day following 30-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
451-3 |
451-3 |
PP |
448-1 |
448-1 |
S1 |
444-6 |
444-6 |
|