CME Corn Future December 2013
Trading Metrics calculated at close of trading on 11-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
443-0 |
436-4 |
-6-4 |
-1.5% |
442-6 |
High |
446-4 |
437-0 |
-9-4 |
-2.1% |
449-6 |
Low |
436-4 |
432-4 |
-4-0 |
-0.9% |
432-4 |
Close |
438-2 |
433-2 |
-5-0 |
-1.1% |
433-2 |
Range |
10-0 |
4-4 |
-5-4 |
-55.0% |
17-2 |
ATR |
9-5 |
9-2 |
-0-2 |
-2.8% |
0-0 |
Volume |
106,370 |
110,458 |
4,088 |
3.8% |
573,870 |
|
Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
447-6 |
445-0 |
435-6 |
|
R3 |
443-2 |
440-4 |
434-4 |
|
R2 |
438-6 |
438-6 |
434-1 |
|
R1 |
436-0 |
436-0 |
433-5 |
435-1 |
PP |
434-2 |
434-2 |
434-2 |
433-6 |
S1 |
431-4 |
431-4 |
432-7 |
430-5 |
S2 |
429-6 |
429-6 |
432-3 |
|
S3 |
425-2 |
427-0 |
432-0 |
|
S4 |
420-6 |
422-4 |
430-6 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
490-2 |
479-0 |
442-6 |
|
R3 |
473-0 |
461-6 |
438-0 |
|
R2 |
455-6 |
455-6 |
436-3 |
|
R1 |
444-4 |
444-4 |
434-7 |
441-4 |
PP |
438-4 |
438-4 |
438-4 |
437-0 |
S1 |
427-2 |
427-2 |
431-5 |
424-2 |
S2 |
421-2 |
421-2 |
430-1 |
|
S3 |
404-0 |
410-0 |
428-4 |
|
S4 |
386-6 |
392-6 |
423-6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
449-6 |
432-4 |
17-2 |
4.0% |
7-6 |
1.8% |
4% |
False |
True |
114,774 |
10 |
462-0 |
432-4 |
29-4 |
6.8% |
8-5 |
2.0% |
3% |
False |
True |
127,203 |
20 |
468-4 |
432-4 |
36-0 |
8.3% |
8-4 |
2.0% |
2% |
False |
True |
115,675 |
40 |
508-2 |
432-4 |
75-6 |
17.5% |
10-7 |
2.5% |
1% |
False |
True |
133,048 |
60 |
508-2 |
432-4 |
75-6 |
17.5% |
10-7 |
2.5% |
1% |
False |
True |
134,996 |
80 |
568-4 |
432-4 |
136-0 |
31.4% |
11-4 |
2.7% |
1% |
False |
True |
131,633 |
100 |
573-4 |
432-4 |
141-0 |
32.5% |
12-0 |
2.8% |
1% |
False |
True |
122,627 |
120 |
573-4 |
432-4 |
141-0 |
32.5% |
12-0 |
2.8% |
1% |
False |
True |
114,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
456-1 |
2.618 |
448-6 |
1.618 |
444-2 |
1.000 |
441-4 |
0.618 |
439-6 |
HIGH |
437-0 |
0.618 |
435-2 |
0.500 |
434-6 |
0.382 |
434-2 |
LOW |
432-4 |
0.618 |
429-6 |
1.000 |
428-0 |
1.618 |
425-2 |
2.618 |
420-6 |
4.250 |
413-3 |
|
|
Fisher Pivots for day following 11-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
434-6 |
439-6 |
PP |
434-2 |
437-5 |
S1 |
433-6 |
435-3 |
|