CME Corn Future December 2013
Trading Metrics calculated at close of trading on 08-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
442-6 |
448-4 |
5-6 |
1.3% |
452-4 |
High |
449-4 |
449-6 |
0-2 |
0.1% |
462-0 |
Low |
441-4 |
439-6 |
-1-6 |
-0.4% |
435-0 |
Close |
449-2 |
441-6 |
-7-4 |
-1.7% |
443-2 |
Range |
8-0 |
10-0 |
2-0 |
25.0% |
27-0 |
ATR |
9-6 |
9-6 |
0-0 |
0.2% |
0-0 |
Volume |
80,706 |
148,378 |
67,672 |
83.9% |
698,169 |
|
Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
473-6 |
467-6 |
447-2 |
|
R3 |
463-6 |
457-6 |
444-4 |
|
R2 |
453-6 |
453-6 |
443-5 |
|
R1 |
447-6 |
447-6 |
442-5 |
445-6 |
PP |
443-6 |
443-6 |
443-6 |
442-6 |
S1 |
437-6 |
437-6 |
440-7 |
435-6 |
S2 |
433-6 |
433-6 |
439-7 |
|
S3 |
423-6 |
427-6 |
439-0 |
|
S4 |
413-6 |
417-6 |
436-2 |
|
|
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 |
449-6 |
435-0 |
14-6 |
3.3% |
7-0 |
1.6% |
46% |
True |
False |
119,909 |
10 |
462-0 |
435-0 |
27-0 |
6.1% |
8-5 |
2.0% |
25% |
False |
False |
121,376 |
20 |
473-4 |
435-0 |
38-4 |
8.7% |
9-0 |
2.0% |
18% |
False |
False |
119,667 |
40 |
508-2 |
435-0 |
73-2 |
16.6% |
11-6 |
2.6% |
9% |
False |
False |
140,030 |
60 |
518-4 |
435-0 |
83-4 |
18.9% |
11-1 |
2.5% |
8% |
False |
False |
134,252 |
80 |
571-0 |
435-0 |
136-0 |
30.8% |
11-7 |
2.7% |
5% |
False |
False |
131,061 |
100 |
573-4 |
435-0 |
138-4 |
31.4% |
12-0 |
2.7% |
5% |
False |
False |
121,328 |
120 |
573-4 |
435-0 |
138-4 |
31.4% |
12-1 |
2.8% |
5% |
False |
False |
112,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
492-2 |
2.618 |
475-7 |
1.618 |
465-7 |
1.000 |
459-6 |
0.618 |
455-7 |
HIGH |
449-6 |
0.618 |
445-7 |
0.500 |
444-6 |
0.382 |
443-5 |
LOW |
439-6 |
0.618 |
433-5 |
1.000 |
429-6 |
1.618 |
423-5 |
2.618 |
413-5 |
4.250 |
397-2 |
|
|
Fisher Pivots for day following 08-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
444-6 |
444-2 |
PP |
443-6 |
443-3 |
S1 |
442-6 |
442-5 |
|