CME Corn Future December 2013
Trading Metrics calculated at close of trading on 02-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
441-2 |
438-6 |
-2-4 |
-0.6% |
450-0 |
High |
444-6 |
441-0 |
-3-6 |
-0.8% |
459-0 |
Low |
435-2 |
435-0 |
-0-2 |
-0.1% |
448-0 |
Close |
439-0 |
439-0 |
0-0 |
0.0% |
454-0 |
Range |
9-4 |
6-0 |
-3-4 |
-36.8% |
11-0 |
ATR |
11-0 |
10-5 |
-0-3 |
-3.2% |
0-0 |
Volume |
231,380 |
162,610 |
-68,770 |
-29.7% |
489,681 |
|
Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
456-3 |
453-5 |
442-2 |
|
R3 |
450-3 |
447-5 |
440-5 |
|
R2 |
444-3 |
444-3 |
440-1 |
|
R1 |
441-5 |
441-5 |
439-4 |
443-0 |
PP |
438-3 |
438-3 |
438-3 |
439-0 |
S1 |
435-5 |
435-5 |
438-4 |
437-0 |
S2 |
432-3 |
432-3 |
437-7 |
|
S3 |
426-3 |
429-5 |
437-3 |
|
S4 |
420-3 |
423-5 |
435-6 |
|
|
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 |
435-0 |
27-0 |
6.2% |
9-7 |
2.3% |
15% |
False |
True |
134,881 |
10 |
463-2 |
435-0 |
28-2 |
6.4% |
9-1 |
2.1% |
14% |
False |
True |
119,707 |
20 |
473-4 |
435-0 |
38-4 |
8.8% |
9-4 |
2.2% |
10% |
False |
True |
119,607 |
40 |
508-2 |
435-0 |
73-2 |
16.7% |
12-2 |
2.8% |
5% |
False |
True |
142,899 |
60 |
528-2 |
435-0 |
93-2 |
21.2% |
11-5 |
2.6% |
4% |
False |
True |
137,067 |
80 |
571-0 |
435-0 |
136-0 |
31.0% |
12-1 |
2.8% |
3% |
False |
True |
129,797 |
100 |
573-4 |
435-0 |
138-4 |
31.5% |
12-1 |
2.8% |
3% |
False |
True |
120,016 |
120 |
573-4 |
435-0 |
138-4 |
31.5% |
12-3 |
2.8% |
3% |
False |
True |
110,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
466-4 |
2.618 |
456-6 |
1.618 |
450-6 |
1.000 |
447-0 |
0.618 |
444-6 |
HIGH |
441-0 |
0.618 |
438-6 |
0.500 |
438-0 |
0.382 |
437-2 |
LOW |
435-0 |
0.618 |
431-2 |
1.000 |
429-0 |
1.618 |
425-2 |
2.618 |
419-2 |
4.250 |
409-4 |
|
|
Fisher Pivots for day following 02-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
438-5 |
448-4 |
PP |
438-3 |
445-3 |
S1 |
438-0 |
442-1 |
|