CME Corn Future December 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
438-6 |
439-4 |
0-6 |
0.2% |
452-4 |
| High |
443-6 |
443-6 |
0-0 |
0.0% |
462-0 |
| Low |
438-0 |
438-6 |
0-6 |
0.2% |
435-0 |
| Close |
439-2 |
443-2 |
4-0 |
0.9% |
443-2 |
| Range |
5-6 |
5-0 |
-0-6 |
-13.0% |
27-0 |
| ATR |
10-2 |
9-7 |
-0-3 |
-3.7% |
0-0 |
| Volume |
110,682 |
97,170 |
-13,512 |
-12.2% |
698,169 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
456-7 |
455-1 |
446-0 |
|
| R3 |
451-7 |
450-1 |
444-5 |
|
| R2 |
446-7 |
446-7 |
444-1 |
|
| R1 |
445-1 |
445-1 |
443-6 |
446-0 |
| PP |
441-7 |
441-7 |
441-7 |
442-3 |
| S1 |
440-1 |
440-1 |
442-6 |
441-0 |
| S2 |
436-7 |
436-7 |
442-3 |
|
| S3 |
431-7 |
435-1 |
441-7 |
|
| S4 |
426-7 |
430-1 |
440-4 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
527-6 |
512-4 |
458-1 |
|
| R3 |
500-6 |
485-4 |
450-5 |
|
| R2 |
473-6 |
473-6 |
448-2 |
|
| R1 |
458-4 |
458-4 |
445-6 |
452-5 |
| PP |
446-6 |
446-6 |
446-6 |
443-6 |
| S1 |
431-4 |
431-4 |
440-6 |
425-5 |
| S2 |
419-6 |
419-6 |
438-2 |
|
| S3 |
392-6 |
404-4 |
435-7 |
|
| S4 |
365-6 |
377-4 |
428-3 |
|
|
| 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 |
6.1% |
9-4 |
2.1% |
31% |
False |
False |
139,633 |
| 10 |
462-0 |
435-0 |
27-0 |
6.1% |
8-4 |
1.9% |
31% |
False |
False |
118,785 |
| 20 |
473-4 |
435-0 |
38-4 |
8.7% |
9-0 |
2.0% |
21% |
False |
False |
117,719 |
| 40 |
508-2 |
435-0 |
73-2 |
16.5% |
12-1 |
2.7% |
11% |
False |
False |
141,408 |
| 60 |
527-0 |
435-0 |
92-0 |
20.8% |
11-3 |
2.6% |
9% |
False |
False |
135,179 |
| 80 |
571-0 |
435-0 |
136-0 |
30.7% |
11-7 |
2.7% |
6% |
False |
False |
130,562 |
| 100 |
573-4 |
435-0 |
138-4 |
31.2% |
12-0 |
2.7% |
6% |
False |
False |
120,151 |
| 120 |
573-4 |
435-0 |
138-4 |
31.2% |
12-2 |
2.8% |
6% |
False |
False |
111,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
465-0 |
|
2.618 |
456-7 |
|
1.618 |
451-7 |
|
1.000 |
448-6 |
|
0.618 |
446-7 |
|
HIGH |
443-6 |
|
0.618 |
441-7 |
|
0.500 |
441-2 |
|
0.382 |
440-5 |
|
LOW |
438-6 |
|
0.618 |
435-5 |
|
1.000 |
433-6 |
|
1.618 |
430-5 |
|
2.618 |
425-5 |
|
4.250 |
417-4 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
442-5 |
442-0 |
| PP |
441-7 |
440-5 |
| S1 |
441-2 |
439-3 |
|