CME Corn Future December 2013
Trading Metrics calculated at close of trading on 01-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
452-4 |
441-2 |
-11-2 |
-2.5% |
450-0 |
High |
462-0 |
444-6 |
-17-2 |
-3.7% |
459-0 |
Low |
440-6 |
435-2 |
-5-4 |
-1.2% |
448-0 |
Close |
441-4 |
439-0 |
-2-4 |
-0.6% |
454-0 |
Range |
21-2 |
9-4 |
-11-6 |
-55.3% |
11-0 |
ATR |
11-1 |
11-0 |
-0-1 |
-1.0% |
0-0 |
Volume |
96,327 |
231,380 |
135,053 |
140.2% |
489,681 |
|
Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
468-1 |
463-1 |
444-2 |
|
R3 |
458-5 |
453-5 |
441-5 |
|
R2 |
449-1 |
449-1 |
440-6 |
|
R1 |
444-1 |
444-1 |
439-7 |
441-7 |
PP |
439-5 |
439-5 |
439-5 |
438-4 |
S1 |
434-5 |
434-5 |
438-1 |
432-3 |
S2 |
430-1 |
430-1 |
437-2 |
|
S3 |
420-5 |
425-1 |
436-3 |
|
S4 |
411-1 |
415-5 |
433-6 |
|
|
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 |
435-2 |
26-6 |
6.1% |
10-3 |
2.4% |
14% |
False |
True |
122,842 |
10 |
463-2 |
435-2 |
28-0 |
6.4% |
9-0 |
2.1% |
13% |
False |
True |
117,739 |
20 |
475-2 |
435-2 |
40-0 |
9.1% |
9-5 |
2.2% |
9% |
False |
True |
119,977 |
40 |
508-2 |
435-2 |
73-0 |
16.6% |
12-2 |
2.8% |
5% |
False |
True |
142,001 |
60 |
528-2 |
435-2 |
93-0 |
21.2% |
11-7 |
2.7% |
4% |
False |
True |
136,113 |
80 |
571-0 |
435-2 |
135-6 |
30.9% |
12-2 |
2.8% |
3% |
False |
True |
128,784 |
100 |
573-4 |
435-2 |
138-2 |
31.5% |
12-2 |
2.8% |
3% |
False |
True |
119,134 |
120 |
573-4 |
435-2 |
138-2 |
31.5% |
12-3 |
2.8% |
3% |
False |
True |
109,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
485-1 |
2.618 |
469-5 |
1.618 |
460-1 |
1.000 |
454-2 |
0.618 |
450-5 |
HIGH |
444-6 |
0.618 |
441-1 |
0.500 |
440-0 |
0.382 |
438-7 |
LOW |
435-2 |
0.618 |
429-3 |
1.000 |
425-6 |
1.618 |
419-7 |
2.618 |
410-3 |
4.250 |
394-7 |
|
|
Fisher Pivots for day following 01-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
440-0 |
448-5 |
PP |
439-5 |
445-3 |
S1 |
439-3 |
442-2 |
|